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We present a novel approximate inference method for diffusion processes, based on the Wasserstein gradient flow formulation of the diffusion. In this formulation, the time-dependent density of the diffusion is derived as the limit of…

机器学习 · 统计学 2018-06-13 Charlie Frogner , Tomaso Poggio

In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…

数值分析 · 数学 2026-04-15 Xianping Li , Woinshet D. Mergia , Kailash C. Patidar

We consider coupled models for particulate flows, where the disperse phase is made of particles with distinct sizes. We are thus led to a system coupling the incompressible Navier-Stokes equations to the multi-component Vlasov-Fokker-Planck…

数值分析 · 数学 2022-12-20 Shi Jin , Yiwen Lin

We introduce a time discretization for Wasserstein gradient flows based on the classical Backward Differentiation Formula of order two. The main building block of the scheme is the notion of geodesic extrapolation in the Wasserstein space,…

偏微分方程分析 · 数学 2023-11-20 Thomas Gallouët , Andrea Natale , Gabriele Todeschi

This paper studies a new class of integration schemes for the numerical solution of semi-explicit differential-algebraic equations of differentiation index 2 in Hessenberg form. Our schemes provide the flexibility to choose different…

数值分析 · 数学 2021-04-14 Robert Altmann , Roland Herzog

A new time discretization scheme for the numerical simulation of two-phase flow governed by a thermodynamically consistent diffuse interface model is presented. The scheme is consistent in the sense that it allows for a discrete in time…

偏微分方程分析 · 数学 2014-02-27 Harald Garcke , Michael Hinze , Christian Kahle

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…

偏微分方程分析 · 数学 2022-10-03 Jean-Baptiste Casteras , Léonard Monsaingeon

In this paper we proposed a two-level finite element discretization of the nonlinear stationary quasi-geostrophic equations, which model the wind driven large scale ocean circulation. Optimal error estimates for the two-level finite element…

数值分析 · 数学 2014-06-17 Erich L Foster , Traian Iliescu , David Wells

Structure-preserving finite-difference schemes for general nonlinear fourth-order parabolic equations on the one-dimensional torus are derived. Examples include the thin-film and the Derrida-Lebowitz-Speer-Spohn equations. The schemes…

数值分析 · 数学 2020-01-14 Marcel Braukhoff , Ansgar Jüngel

We give an a posteriori analysis of a semi-discrete discontinuous Galerkin scheme approximating solutions to a model of multiphase elastodynamics, which involves an energy density depending not only on the strain but also the strain…

数值分析 · 数学 2023-03-01 Jan Giesselmann , Tristan Pryer

The notion of dissipative dynamical systems provides a formal description of processes that cannot generate energy internally. For these systems, changes in energy can only occur due to an external energy supply or dissipation effects.…

数值分析 · 数学 2026-02-18 Attila Karsai , Philipp Schulze

A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…

偏微分方程分析 · 数学 2014-06-06 Katy Craig

We formulate a data-driven method for constructing finite volume discretizations of a dynamical system's underlying Continuity / Fokker-Planck equation. A method is employed that allows for flexibility in partitioning state space,…

流体动力学 · 物理学 2023-04-10 Andre N. Souza

We propose a variational scheme for computing Wasserstein gradient flows. The scheme builds upon the Jordan--Kinderlehrer--Otto framework with the Benamou-Brenier's dynamic formulation of the quadratic Wasserstein metric and adds a…

数值分析 · 数学 2020-07-15 Wuchen Li , Jianfeng Lu , Li Wang

We demonstrate that the shallow water moment equations satisfy an auxiliary entropy conservation law, where the entropy function corresponds to the total energy. Additionally, we show that the classical Newtonian slip friction and Manning…

数值分析 · 数学 2026-02-09 Julio Careaga , Patrick Ersing , Julian Koellermeier , Andrew R. Winters

In this paper, we introduce and analyze a class of numerical schemes that demonstrate remarkable superiority in terms of efficiency, the preservation of positivity, energy stability, and high-order precision to solve the time-dependent…

数值分析 · 数学 2025-07-01 Waixiang Cao , Yuzhe Qin , Minqiang Xu

We develop a discretisation of the semigeostrophic rotating shallow water equations, based upon their optimal transport formulation. This takes the form of a Moreau-Yoshida regularisation of the Wasserstein metric. Solutions of the optimal…

数值分析 · 数学 2025-07-23 Jean-David Benamou , Colin J. Cotter , Jacob J. M. Francis , Hugo Malamut

Certain energy-conservative Galerkin discretizations for nonlinear dispersive wave equations have revealed an unusual convergence behavior: optimal convergence is attained when continuous Lagrange finite element spaces of odd polynomial…

数值分析 · 数学 2025-12-25 Dimitrios Antonopoulos , Dimitrios Mitsotakis

We present a continuous and a discontinuous linear Finite Element method based on a predictor-corrector scheme for the numerical approximation of the Ericksen-Leslie equations, a model for nematic liquid crystal flow including a non-convex…

数值分析 · 数学 2025-02-13 Maximilian E. V. Reiter

We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…

偏微分方程分析 · 数学 2018-08-01 Katarina Bodova , Jan Haskovec , Peter Markowich