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The aim of this paper is twofold. Based on the geometric Wasserstein tangent space, we first introduce Wasserstein steepest descent flows. These are locally absolutely continuous curves in the Wasserstein space whose tangent vectors point…
This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a unique coercive stable fixed point subject to general additive Markovian noise in the limit of small…
If $u : \Omega\subset \mathbb{R}^d \to {\rm X}$ is a harmonic map valued in a metric space ${\rm X}$ and ${\sf E} : {\rm X} \to \mathbb{R}$ is a convex function, in the sense that it generates an ${\rm EVI}_0$-gradient flow, we prove that…
In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…
We study the low energy dynamics of a system of two coupled real scalar fields in 1+1 dimensions using the flow equation approach of Similarity Renormalization Group (SRG) in a wavelet basis. This paper presents an extension of the work by…
In the first part of this paper we prove that the flow associated to a dispersive Burgers equation with a non local term of the form $|D|^{\alpha-1} \partial_x u$, $\alpha \in [1,+\infty[$ is Lipschitz from bounded sets of…
The process of renormalisation in nonperturbative Hamiltonian Effective Field Theory (HEFT) is examined in the $\Delta$-resonance scattering channel. As an extension of effective field theory incorporating the L\"uscher formalism, HEFT…
We consider a Cahn-Hilliard equation which is the conserved gradient flow of a nonlocal total free energy functional. This functional is characterized by a Helmholtz free energy density, which can be of logarithmic type. Moreover, the…
Contraction in Wasserstein 1-distance with explicit rates is established for generalized Hamiltonian Monte Carlo with stochastic gradients under possibly nonconvex conditions. The algorithms considered include splitting schemes of kinetic…
In this paper we establish a rigorous gradient flow structure for one-dimensional Kimura equations with respect to some Wasserstein-Shahshahani optimal transport geometry. This is achieved by first conditioning the underlying stochastic…
We study the emergence of gradient flows in Wasserstein distance as high friction limits of an abstract Euler flow generated by an energy functional. We develop a relative energy calculation that connects the Euler flow to the gradient flow…
It is known that the Langevin dynamics used in MCMC is the gradient flow of the KL divergence on the Wasserstein space, which helps convergence analysis and inspires recent particle-based variational inference methods (ParVIs). But no more…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We are investigating the inviscid limit of the Navier-Stokes equation, and we find previously unknown anomalous terms in Hamiltonian, Dissipation, and Helicity, which survive this limit and define the turbulent statistics. We find various…
The theory of Wasserstein gradient flows in the space of probability measures has made an enormous progress over the last twenty years. It constitutes a unified and powerful framework in the study of dissipative partial differential…
We introduce Wasserstein-like dynamical transport distances between vector-valued densities on the real line. The mobility function from the scalar theory is replaced by a mobility matrix, that is subject to positivity and concavity…
We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…
We show that the mean-field underdamped Langevin process (associated to the non-linear Vlasov-Fokker-Planck equation) achieves a Nesterov acceleration with respect to the Wasserstein gradient flow of a displacement-convex free energy, in…
We study ``nonlocal diffusion equations'' of the form \[ \partial_{t}\frac{d\rho_{t}}{d\pi}(x)+\int_{X}\left(\frac{d\rho_{t}}{d\pi}(x)-\frac{d\rho_{t}}{d\pi}(y)\right)\eta(x,y)d\pi(y)=0\qquad(\dagger) \] where $X$ is either $\mathbb{R}^{d}$…
It is well known that nonlinear diffusion equations can be interpreted as a gradient flow in the space of probability measures equipped with the Euclidean Wasserstein distance. Under suitable convexity conditions on the nonlinearity, due to…