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In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. We base upon expressions from our work [2], based upon the spectral decomposition of Fokker - Planck equation solution. In…

混沌动力学 · 物理学 2007-09-17 Igor A. Tanski

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

数值分析 · 数学 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

We study the asymptotic behaviour of a gradient system in a regime in which the driving energy becomes singular. For this system gradient-system convergence concepts are ineffective. We characterize the limiting behaviour in a different…

偏微分方程分析 · 数学 2021-11-17 Mark A. Peletier , Mikola C. Schlottke

The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…

We propose a finite volume scheme for a class of nonlinear parabolic equations endowed with non-homogeneous Dirichlet boundary conditions and which admit relative en-tropy functionals. For this kind of models including porous media…

数值分析 · 数学 2017-04-21 Francis Filbet , Maxime Herda

We investigate the $\Gamma$-convergence of Ambrosio-Tortorelli type-functionals for circle valued functions, in the case of volume terms with linear growth. We show the emergence of a non-local $\Gamma$-limit, which is due to the…

偏微分方程分析 · 数学 2026-01-29 Giovanni Bellettini , Roberta Marziani , Riccardo Scala

We show that the continuous-time gradient descent in Rn can be viewed as an optimal controlled evolution for a suitable action functional; a similar result holds for stochastic gradient descent. We then provide an analogous characterization…

最优化与控制 · 数学 2025-11-03 Yongxin Chen , Tryphon Georgiou , Michele Pavon

We consider the evolution of open planar curves by the steepest descent flow of a geometric functional, under different boundary conditions. We prove that, if any set of stationary solutions with fixed energy is finite, then a solution of…

偏微分方程分析 · 数学 2013-06-07 Matteo Novaga , Shinya Okabe

We establish some new results about the $\Gamma$-limit, with respect to the $L^1$-topology, of two different (but related) phase-field approximations of the so-called Euler's Elastica Bending Energy for curves in the plane.

偏微分方程分析 · 数学 2010-09-30 Luca Mugnai

In the stationary case, atomistic interaction energies can be proved to $\Gamma$-converge to classical elasticity models in the simultaneous atomistic-to-continuum and linearization limit [19],[40]. The aim of this note is that of extending…

偏微分方程分析 · 数学 2024-01-29 Manuel Friedrich , Manuel Seitz , Ulisse Stefanelli

A general framework for the numerical approximation of evolution problems is presented that allows to preserve exactly an underlying Hamiltonian- or gradient structure. The approach relies on rewriting the evolution problem in a particular…

数值分析 · 数学 2018-12-12 Herbert Egger

We establish a representation of the heat flow with Wentzell boundary conditions on smooth domains as gradient descent dynamics for the entropy in a suitably extended Otto manifold of probability measures with additional boundary parts. Yet…

偏微分方程分析 · 数学 2025-06-30 Marie Bormann , Léonard Monsaingeon , D. R. Michiel Renger , Max von Renesse

In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. In spectral decomposition of Fokker - Planck equation solution we preserve only terms with the smallest degree of damping.…

混沌动力学 · 物理学 2007-09-17 Igor A. Tanski

We present a convergence analysis of a finite volume (FV) scheme for the multicomponent compressible Euler system in the framework of dissipative weak (DW) solutions. DW solutions were introduced as a generalized solution framework in…

数值分析 · 数学 2026-05-26 Jaya Agnihotri , Philipp Öffner

A new notion of displacement convexity on a matrix level is developed for density flows arising from mean-field games, compressible Euler equations, entropic interpolation, and semi-classical limits of non-linear Schr\"odinger equations.…

偏微分方程分析 · 数学 2023-07-26 Yair Shenfeld

This paper approaches the unsupervised learning problem by gradient descent in the space of probability density functions. A main result shows that along the gradient flow induced by a distribution-dependent ordinary differential equation…

机器学习 · 计算机科学 2024-01-09 Yu-Jui Huang , Yuchong Zhang

Our work is motivated by a desire to study the theoretical underpinning for the convergence of stochastic gradient type algorithms widely used for non-convex learning tasks such as training of neural networks. The key insight, already…

概率论 · 数学 2020-12-15 Kaitong Hu , Zhenjie Ren , David Siska , Lukasz Szpruch

An implicit Euler discontinuous Galerkin scheme for the Fisher-Kolmogorov-Petrovsky-Piscounov (Fisher-KPP) equation for population densities with no-flux boundary conditions is suggested and analyzed. Using an exponential variable…

数值分析 · 数学 2019-03-12 Francesca Bonizzoni , Marcel Braukhoff , Ansgar Jüngel , Ilaria Perugia

We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…

动力系统 · 数学 2016-10-17 Andreas Denner , Oliver Junge , Daniel Matthes

We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in…

偏微分方程分析 · 数学 2018-02-14 Anton Arnold , Amit Einav , Tobias Wöhrer
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