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We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…

偏微分方程分析 · 数学 2026-03-05 Joao Miguel Machado

Wasserstein Gradient Flow (WGF) describes the gradient dynamics of probability density within the Wasserstein space. WGF provides a promising approach for conducting optimization over the probability distributions. Numerically approximating…

机器学习 · 计算机科学 2024-06-04 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

Minimizing functionals in the space of probability distributions can be done with Wasserstein gradient flows. To solve them numerically, a possible approach is to rely on the Jordan-Kinderlehrer-Otto (JKO) scheme which is analogous to the…

机器学习 · 计算机科学 2022-11-16 Clément Bonet , Nicolas Courty , François Septier , Lucas Drumetz

We analyze the gradient flow of a potential energy in the space of probability measures when we substitute the optimal transport geometry with a geometry based on Sinkhorn divergences, a debiased version of entropic optimal transport. This…

偏微分方程分析 · 数学 2025-11-19 Mathis Hardion , Hugo Lavenant

Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to…

机器学习 · 计算机科学 2022-07-26 Jiaojiao Fan , Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

We develop novel neural network-based implicit particle methods to compute high-dimensional Wasserstein-type gradient flows with linear and nonlinear mobility functions. The main idea is to use the Lagrangian formulation in the…

数值分析 · 数学 2023-11-14 Wonjun Lee , Li Wang , Wuchen Li

We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…

数值分析 · 数学 2024-06-24 Qing Cheng , Qianqian Liu , Wenbin Chen , Jie Shen

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,…

数值分析 · 数学 2019-07-22 Clément Cancès , Thomas O. Gallouët , Gabriele Todeschi

Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…

机器学习 · 计算机科学 2021-10-26 Petr Mokrov , Alexander Korotin , Lingxiao Li , Aude Genevay , Justin Solomon , Evgeny Burnaev

An industrial scheme, to simulate the two compressible phase flow in porous media, consists in a finite volume method together with a phase-by-phase upstream scheme. The implicit finite volume scheme satisfies industrial constraints of…

数值分析 · 数学 2012-02-24 Bilal Saad , Mazen Saad

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

数值分析 · 数学 2016-09-29 Jonathan Zinsl , Daniel Matthes

Normalizing flow is a class of deep generative models for efficient sampling and likelihood estimation, which achieves attractive performance, particularly in high dimensions. The flow is often implemented using a sequence of invertible…

机器学习 · 统计学 2024-02-19 Chen Xu , Xiuyuan Cheng , Yao Xie

We study families of porous medium equation with nonlocal pressure. We construct their weak solutions via JKO schemes for modified Wasserstein distances. We also establish the regularization effect and decay estimates for the $L^p$ norms.

偏微分方程分析 · 数学 2022-05-24 Nhan-Phu Chung , Quoc-Hung Nguyen

We consider a class of time-fractional porous medium equations with nonlocal pressure. We show the existence of their weak solutions by proposing a JKO scheme for modified Wasserstein distance and a square fractional Sobolev norm. Moreover,…

偏微分方程分析 · 数学 2024-09-16 Nhan-Phu Chung , Thanh-Son Trinh

This paper studies the convergence properties of the inexact Jordan-Kinderlehrer-Otto (JKO) scheme and proximal-gradient algorithm in the context of Wasserstein spaces. The JKO scheme, a widely-used method for approximating solutions to…

最优化与控制 · 数学 2025-06-19 Simone Di Marino , Emanuele Naldi , Silvia Villa

We consider the gradient flow structure of the porous medium equations with non-negative constant Dirichlet boundary conditions. We construct weak solutions to the equations via the minimizing movement scheme by considering an entropy…

偏微分方程分析 · 数学 2025-05-30 Dongkwang Kim , Dowan Koo , Geuntaek Seo

As a counterpoint to recent numerical methods for crystal surface evolution, which agree well with microscopic dynamics but suffer from significant stiffness that prevents simulation on fine spatial grids, we develop a new numerical method…

数值分析 · 数学 2020-06-24 Katy Craig , Jian-Guo Liu , Jianfeng Lu , Jeremy L. Marzuola , Li Wang

Flow-based generative models enjoy certain advantages in computing the data generation and the likelihood, and have recently shown competitive empirical performance. Compared to the accumulating theoretical studies on related score-based…

机器学习 · 统计学 2025-06-30 Xiuyuan Cheng , Jianfeng Lu , Yixin Tan , Yao Xie

We study a system of drift-diffusion PDEs for a potentially infinite number of incompressible phases, subject to a joint pointwise volume constraint. Our analysis is based on the interpretation as a collection of coupled Wasserstein…

偏微分方程分析 · 数学 2024-11-22 Clément Cancès , Daniel Matthes , Ismael Medina , Bernhard Schmitzer

The purposes of this work are to study the $L^{2}$-stability of a Navier-Stokes type model for non-stationary flow in porous media proposed by Hsu and Cheng in 1989 and to develop a Lagrange-Galerkin scheme with the Adams-Bashforth method…

数值分析 · 数学 2024-12-20 Imam Wijaya , Hirofumi Notsu
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