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A quadratic optimal transport metric on the set of probability measure over $\R^2$ is introduced. The quadratic cost is given by the euclidean norm on $\R^2$ associated to some well chosen symmetric positive matrix, which makes the metric…

偏微分方程分析 · 数学 2021-02-23 Samir Salem

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…

偏微分方程分析 · 数学 2016-01-18 Jonathan Zinsl , Daniel Matthes

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

数值分析 · 数学 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

We consider degenerate diffusion equations of the form $\partial_tp_t = \Delta f(p_t)$ on a bounded domain and subject to no-flux boundary conditions, for a class of nonlinearities $f$ that includes the porous medium equation. We derive for…

概率论 · 数学 2022-10-31 Donghan Kim , Lane Chun Yeung

We prove long-time contractivity estimates and exponential rates of convergence to equilibrium for solutions of hypoelliptic diffusion equations, which include the well-known Kolmogorov equation and similar kinetic Fokker-Planck equations…

偏微分方程分析 · 数学 2025-10-15 Nicolò Forcillo , Alessio Porretta

In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…

概率论 · 数学 2021-12-01 Jianbo Cui , Shu Liu , Haomin Zhou

We consider a nonlinear degenerate convection-diffusion equation with inhomogeneous convection and prove that its entropy solutions in the sense of Kru\v{z}kov are obtained as the - a posteriori unique - limit points of the JKO variational…

偏微分方程分析 · 数学 2012-08-06 Marco Di Francesco , Daniel Matthes

We study the dynamics of compressible fluids in rotating heterogeneous porous media. The fluid flow is of {F}orchheimer-type and is subject to a mixed mass and volumetric flux boundary condition. The governing equations are reduced to a…

偏微分方程分析 · 数学 2026-05-27 Emine Celik , Luan Hoang , Thinh Kieu

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

最优化与控制 · 数学 2015-03-10 Gabriel Peyré

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 $\mathbb{R}^{d}$…

偏微分方程分析 · 数学 2025-11-03 Andrew Warren

We study the Fokker-Planck equation as the hydrodynamic limit of a stochastic particle system on one hand and as a Wasserstein gradient flow on the other. We write the rate functional, that characterizes the large deviations from the…

偏微分方程分析 · 数学 2012-03-29 Manh Hong Duong , Vaios Laschos , Michiel Renger

This paper investigates the gradient flow structure, well-posedness, and asymptotic behavior of the Fokker-Planck equation defined on locally uniformly finite graphs, which is highly non-trivial compared with the finite case. We first…

概率论 · 数学 2025-11-13 Cong Wang

This paper is devoted to existence and uniqueness results for classes of nonlinear diffusion equations (or systems) which may be viewed as regular perturbations of Wasserstein gradient flows. First, in the case. where the drift is a…

偏微分方程分析 · 数学 2015-05-07 Guillaume Carlier , Maxime Laborde

We prove the equivalence between the notion of Wasserstein gradient flow for a one-dimensional nonlocal transport PDE with attractive/repulsive Newtonian potential on one side, and the notion of entropy solution of a Burgers-type scalar…

偏微分方程分析 · 数学 2013-10-16 Giovanni A. Bonaschi , José A. Carrillo , Marco Di Francesco , Mark A. Peletier

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

Motivated by a probabilistic approach to Kahler-Einstein metrics we consider a general non-equilibrium statistical mechanics model in Euclidean space consisting of the stochastic gradient flow of a given (possibly singular) quasi-convex…

数学物理 · 物理学 2016-10-17 Robert J. Berman , Magnus Onnheim

The Fokker_Planck equation can be derived in a consistent manner through a microscopic approach based on a unified scheme of classical and quantum mechanics. Here we shall derive it through a purely quantum mechanical approach based on the…

量子物理 · 物理学 2025-05-30 Irfan Lone

We establish kinetic Hamiltonian flows in density space embedded with the $L^2$-Wasserstein metric tensor. We derive the Euler-Lagrange equation in density space, which introduces the associated Hamiltonian flows. We demonstrate that many…

动力系统 · 数学 2019-12-17 Shui-Nee Chow , Wuchen Li , Haomin Zhou

We develop an approach to the theory of relativistic geometric flows and emergent gravity defined by entropy functionals and related statistical thermodynamics models. Nonholonomic deformations of G. Perelman's functionals and related…

综合物理 · 物理学 2021-01-29 Sergiu I. Vacaru , Elşen Veli Veliev , Laurenţiu Bubuianu

We provide a method to select flows of solutions to the Cauchy problem for linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) for measures on Euclidean space. In the linear case, our method improves similar results of…

概率论 · 数学 2023-02-03 Marco Rehmeier