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相关论文: Entropic multipliers method for langevin diffusion…

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We study the underdamped Langevin dynamics with invariant measure $\mu(\,\mathrm{d}x\,\mathrm{d}v)\propto \mathrm{e}^{-U(x)-\lvert v\rvert^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $\mu_x(\,\mathrm{d}x)\propto…

偏微分方程分析 · 数学 2026-05-12 Jianfeng Lu

We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…

概率论 · 数学 2012-07-24 Nathaël Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient is subject to stochastic perturbation of unknown magnitude. The method replaces the…

概率论 · 数学 2023-11-14 Benedict Leimkuhler , Matthias Sachs , Gabriel Stoltz

We consider the convergence of kinetic Langevin dynamics to its ergodic invariant measure, which is Gibbs distribution. Instead of the standard setup where the friction coefficient is a constant scalar, we investigate position-dependent…

概率论 · 数学 2024-07-02 Keunwoo Lim , Molei Tao

This paper focuses on applying entropic mirror descent to solve linear systems, where the main challenge for the convergence analysis stems from the unboundedness of the domain. To overcome this without imposing restrictive assumptions, we…

最优化与控制 · 数学 2026-03-09 Yura Malitsky , Alexander Posch

We investigate the $m$-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement $K$-convexity of the $m$-relative entropy is equivalent to the combination of the…

微分几何 · 数学 2011-07-05 Shin-ichi Ohta , Asuka Takatsu

Lin, Chan (High order entropy stable discontinuous Galerkin spectral element methods through subcell limiting, 2024) enforces a cell entropy inequality for nodal discontinuous Galerkin methods by combining flux corrected transport…

数值分析 · 数学 2025-07-22 Brian Christner , Jesse Chan

We study the lower bound of the entropy production in a one-dimensional underdamped Langevin system constrained by a time-dependent parabolic potential. We focus on minimizing the entropy production during transitions from a given initial…

统计力学 · 物理学 2025-10-27 Futa Watabe , Koji Okuda

We present two applications of the integro-differential volume equation for the eigenstrain, building on Eshelby's inclusion method [15,16], in the contexts of both static and dynamic linear elasticity. The primary objective is to address…

偏微分方程分析 · 数学 2025-03-25 Drossos Gintides , Leonidas Mindrinos

Laplace-type results characterize the limit of sequence of measures $(\pi_\varepsilon)_{\varepsilon >0}$ with density w.r.t the Lebesgue measure $(\mathrm{d} \pi_\varepsilon / \mathrm{d} \mathrm{Leb})(x) \propto \exp[-U(x)/\varepsilon]$…

概率论 · 数学 2026-04-29 Valentin De Bortoli , Agnès Desolneux

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

数值分析 · 数学 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

We investigate entropy production in the small-mass (or overdamped) limit of Langevin-Kramers dynamics. The results generalize previous works to provide a rigorous derivation that covers systems with magnetic field as well as anisotropic…

数学物理 · 物理学 2018-10-17 Jeremiah Birrell

The technique of modifying the geometry of a problem from Euclidean to Hessian metric has proved to be quite effective in optimization, and has been the subject of study for sampling. The Mirror Langevin Diffusion (MLD) is a sampling…

数据结构与算法 · 计算机科学 2021-10-12 Ruilin Li , Molei Tao , Santosh S. Vempala , Andre Wibisono

The effectiveness of the hyperbolic relaxation method for solving the Einstein constraint equations numerically is studied here on a variety of compact orientable three-manifolds. Convergent numerical solutions are found using this method…

广义相对论与量子宇宙学 · 物理学 2024-03-05 Fan Zhang , Lee Lindblom

In this paper we study the convergence of monotone $P1$ finite element methods for fully nonlinear Hamilton-Jacobi-Bellman equations with degenerate, isotropic diffusions. The main result is strong convergence of the numerical solutions in…

数值分析 · 数学 2015-07-07 Max Jensen

The convergence to equilibrium for renormalised solutions to nonlinear reaction-diffusion systems is studied. The considered reaction-diffusion systems arise from chemical reaction networks with mass action kinetics and satisfy the complex…

偏微分方程分析 · 数学 2018-05-09 Klemens Fellner , Bao Q. Tang

We obtain an improved Sobolev inequality in H^s spaces involving Morrey norms. This refinement yields a direct proof of the existence of optimizers and the compactness up to symmetry of optimizing sequences for the usual Sobolev embedding.…

偏微分方程分析 · 数学 2013-02-26 Giampiero Palatucci , Adriano Pisante

In this article we extend the modern, powerful and simple abstract Hilbert space strategy for proving hypocoercivity that has been developed originally by Dolbeault, Mouhot and Schmeiser. As well-known, hypocoercivity methods imply an…

泛函分析 · 数学 2015-12-31 Martin Grothaus , Patrik Stilgenbauer

We study asymptotically constrained systems for numerical integration of the Einstein equations, which are intended to be robust against perturbative errors for the free evolution of the initial data. First, we examine the previously…

广义相对论与量子宇宙学 · 物理学 2009-10-31 Gen Yoneda , Hisa-aki Shinkai

Intermolecular correlations lower values of both diffusion and entropy. We present an analysis of the existing relations between long-time diffusion (D) and entropy. S. A recently proposed inequality, a lower bound, by Sorkin et al.,…

统计力学 · 物理学 2024-06-14 Subhajit Acharya , Biman Bagchi