Related papers: A review of compactness methods for cross-diffusio…
We introduce a class of high order accurate, semi-implicit Runge-Kutta schemes in the general setting of evolution equations that arise as gradient flow for a cost function, possibly with respect to an inner product that depends on the…
A relaxed notion of displacement convexity is defined and used to establish short time existence and uniqueness of Wasserstein gradient flows for higher order energy functionals. As an application, local and global well-posedness of…
In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…
In inverse problems, many conditional generative models approximate the posterior measure by minimizing a distance between the joint measure and its learned approximation. While this approach also controls the distance between the posterior…
Otto's (2001) Wasserstein gradient flow of the exclusive KL divergence functional provides a powerful and mathematically principled perspective for analyzing learning and inference algorithms. In contrast, algorithms for the inclusive KL…
Model Updating is frequently used in Structural Health Monitoring to determine structures' operating conditions and whether maintenance is required. Data collected by sensors are used to update the values of some initially unknown…
We consider a fitness-driven model of dispersal of $N$ interacting populations, which was previously studied merely in the case $N=1$. Based on some optimal transport distance recently introduced, we identify the model as a gradient flow in…
Despite the widespread success of Transformers across various domains, their optimization guarantees in large-scale model settings are not well-understood. This paper rigorously analyzes the convergence properties of gradient flow in…
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…
Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals with non-smooth Riesz kernels show a rich structure as singular measures can become absolutely continuous ones and conversely. In this paper we contribute to the…
Gradient flows of the Kullback--Leibler (KL) divergence, such as the Fokker--Planck equation and Stein Variational Gradient Descent, evolve a distribution toward a target density known only up to a normalizing constant. We introduce new…
A detailed analysis is presented to demonstrate the capabilities of the lattice Boltzmann method. Thorough comparisons with other numerical solutions for the two-dimensional, driven cavity flow show that the lattice Boltzmann method gives…
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 study the JKO scheme for the total variation, characterize the optimizers, prove some of their qualitative properties (in particular a form of maximum principle and in some cases, a minimum principle as well). Finally, we establish a…
We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for…
This is a review based on the presentation done at the seminar Laurent Schwartz in December 2021. It is announcing results in the forthcoming [Menegaki-Mouhot-Marahrens'22]. This work presents a new simple quantitative method for proving…
The propagation of gradient flow structures from microscopic to macroscopic models is a topic of high current interest. In this paper we discuss this propagation in a model for the diffusion of particles interacting via hard-core exclusion…
We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically…
We consider a one-dimensional aggregation-diffusion equation, which is the gradient flow in the Wasserstein space of a functional with competing attractive-repulsive interactions. We prove that the fully deterministic particle…
In this paper we devote our attention to a class of weighted ultrafast diffusion equations arising from the problem of quantisation for probability measures. These equations have a natural gradient flow structure in the space of probability…