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相关论文: Evolutionary $\Gamma$-convergence of entropic grad…

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We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for…

概率论 · 数学 2020-08-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

We study a singular-limit problem arising in the modelling of chemical reactions. At finite {\epsilon} > 0, the system is described by a Fokker-Planck convection-diffusion equation with a double-well convection potential. This potential is…

偏微分方程分析 · 数学 2014-09-16 Steffen Arnrich , Alexander Mielke , Mark A. Peletier , Giuseppe Savaré , Marco Veneroni

The initial-value problem associated with multi-valued operators in Banach spaces is here reformulated as a minimization principle, extending results of Brezis-Ekeland, Nayroles and Fitzpatrick. At the focus there is the stability of these…

偏微分方程分析 · 数学 2015-09-15 Augusto Visintin

We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…

偏微分方程分析 · 数学 2013-03-08 Mark Peletier , Michiel Renger , Marco Veneroni

We propose a spatial discretization of the fourth-order nonlinear DLSS equation on the circle. Our choice of discretization is motivated by a novel gradient flow formulation with respect to a metric that generalizes martingale transport.…

偏微分方程分析 · 数学 2025-02-14 Daniel Matthes , Eva-Maria Rott , Giuseppe Savaré , André Schlichting

The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…

经典分析与常微分方程 · 数学 2019-02-22 Gabriel Stoltz , Pierre Terrier

We consider non-linear evolution equations arising from mean-field limits of particle systems on discrete spaces. We investigate a notion of curvature bounds for these dynamics based on convexity of the free energy along interpolations in a…

概率论 · 数学 2020-06-04 Matthias Erbar , Max Fathi , André Schlichting

We develop a model in two dimensions to characterise the growth rate of a tracer gradient mixed by a statistically homogeneous flow with rapid temporal variations. % % The model is based on the orientation dynamics of the passive-tracer…

流体动力学 · 物理学 2010-05-05 Lennon Ó Náraigh

We establish the convergence of threshold dynamics-type approximation schemes to propagating fronts evolving according to an anisotropic mean curvature motion in the presence of a forcing term depending on both time and position, thus…

偏微分方程分析 · 数学 2025-07-17 Bohdan Bulanyi , Berardo Ruffini

This work considers gradient structures for the Becker-D\"oring equation and its macroscopic limits. The result of Niethammer [17] is extended to prove the convergence not only for solutions of the Becker-D\"oring equation towards the…

偏微分方程分析 · 数学 2020-06-04 André Schlichting

We consider discrete porous medium equations of the form \partial_t \rho_t = \Delta \phi(\rho_t), where \Delta is the generator of a reversible continuous time Markov chain on a finite set X, and \phi is an increasing function. We show that…

泛函分析 · 数学 2012-12-06 Matthias Erbar , Jan Maas

We study the existence and long-time asymptotics of weak solutions to a system of two nonlinear drift-diffusion equations that has a gradient flow structure in the Wasserstein distance. The two equations are coupled through a…

偏微分方程分析 · 数学 2021-12-14 Lisa Beck , Daniel Matthes , Martina Zizza

We study Fokker--Planck equations with symmetric, positive definite mobility matrices capturing diffusion in heterogeneous environments. A weighted Wasserstein metric is introduced for which these equations are gradient flows. This metric…

最优化与控制 · 数学 2025-05-19 Hailiang Liu , Athanasios E. Tzavaras

The recent work of Morini-Oronzio-Spadaro and the third author shows that, in three dimensions, a flat-flow solution of the volume-preserving mean curvature flow that converges to a single ball, which is the case for instance when the…

偏微分方程分析 · 数学 2026-03-26 Vedansh Arya , Seongmin Jeon , Vesa Julin

In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…

偏微分方程分析 · 数学 2025-02-03 Christian Kuehn , Jan-Eric Sulzbach

In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the mass and, as the discretization parameters tend to zero,…

数值分析 · 数学 2018-01-03 Elisabetta Carlini , Francisco J. Silva

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

A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…

数学物理 · 物理学 2012-10-03 Simone Calogero

In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…

数值分析 · 数学 2018-02-08 Guillaume Dujardin , Frédéric Hérau , Pauline Lafitte

We show that the spatially homogeneous Boltzmann equation evolves as the gradient flow of the entropy with respect to a suitable geometry on the space of probability measures which takes the collision process into account. This gradient…

偏微分方程分析 · 数学 2023-06-14 Matthias Erbar