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We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

最优化与控制 · 数学 2019-03-01 Jake Bouvrie , Jean-Jacques Slotine

We consider a fitness-driven model of dispersal of $N$ interacting populations, which was previously studied merely in the case $N=1$. Based on some optimal transport distance recently introduced, we identify the model as a gradient flow in…

偏微分方程分析 · 数学 2016-03-22 Stanislav Kondratyev , Léonard Monsaingeon , Dmitry Vorotnikov

We derive a fluctuating lattice Boltzmann method for the diffusion equation. The derivation removes several shortcomings of previous derivations for fluctuating lattice Boltzmann methods for hydrodynamic systems. The comparative simplicity…

计算物理 · 物理学 2017-05-15 Alexander J. Wagner , Kyle Strand

In this paper we establish a rigorous gradient flow structure for one-dimensional Kimura equations with respect to some Wasserstein-Shahshahani optimal transport geometry. This is achieved by first conditioning the underlying stochastic…

偏微分方程分析 · 数学 2022-10-03 Jean-Baptiste Casteras , Léonard Monsaingeon

We introduce in this paper two time discretization schemes tailored for a range of Wasserstein gradient flows. These schemes are designed to preserve mass, positivity and to be uniquely solvable. In addition, they also ensure energy…

数值分析 · 数学 2024-07-15 Shiheng Zhang , Jie Shen

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

Cross-diffusion systems are systems of nonlinear parabolic partial differential equations that are used to describe dynamical processes in several application, including chemical concentrations and cell biology. We present a space-time…

偏微分方程分析 · 数学 2022-05-19 Marcel Braukhoff , Ilaria Perugia , Paul Stocker

In this paper, we show that unbalanced optimal transport provides a convenient framework to handle reaction and diffusion processes in a unified metric framework. We use a constructive method, alternating minimizing movements for the…

偏微分方程分析 · 数学 2017-04-18 Thomas Gallouët , Maxime Laborde , Léonard Monsaingeon

We suggest the diffuse approach to the relaxation processes within the kinetic theory for the Wigner distribution function. The diffusion and drift coefficients are evaluated taking into consideration the interparticle collisions on the…

核理论 · 物理学 2015-04-02 V. M. Kolomietz , S. V. Lukyanov

We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…

概率论 · 数学 2012-09-19 François Bolley , Ivan Gentil , Arnaud Guillin

Self-diffusion along the longitudinal coordinate in a channel of varying cross section is considered. The starting point is the two-dimensional Enskog-Boltzmann-Lorentz kinetic equation with appropriated boundary conditions. It is…

统计力学 · 物理学 2024-07-08 J. Javier Brey , M. I. García de Soria , P. Maynar

Neuron models have attracted a lot of attention recently, both in mathematics and neuroscience. We are interested in studying long-time and large-population emerging properties in a simplified toy model. From a mathematical perspective,…

概率论 · 数学 2024-01-31 Maxime Herda , Pierre Monmarché , Benoît Perthame

We propose a finite volume scheme for convection-diffusion equations with nonlinear diffusion. Such equations arise in numerous physical contexts. We will particularly focus on the drift-diffusion system for semiconductors and the porous…

数值分析 · 数学 2012-02-10 Marianne Bessemoulin-Chatard

In this paper, we study higher-order-accurate-in-time minimizing movements schemes for Wasserstein gradient flows. We introduce a novel accelerated second-order scheme, leveraging the differential structure of the Wasserstein space in both…

偏微分方程分析 · 数学 2025-12-23 Raymond Chu , Matt Jacobs

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

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

This paper is devoted to the study of systems of reaction-cross diffusion equations arising in population dynamics. New results of existence of weak solutions are presented, allowing to treat systems of two equations in which one of the…

偏微分方程分析 · 数学 2014-10-28 Laurent Desvillettes , Thomas Lepoutre , Ayman Moussa , Ariane Trescases

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

数值分析 · 数学 2020-06-05 Manh Hong Duong , Bangti Jin

A new linear relaxation system for nonconservative hyperbolic systems is introduced, in which a nonlocal source term accounts for the nonconservative product of the original system. Using an asymptotic analysis the relaxation limit and its…

数值分析 · 数学 2023-11-08 Niklas Kolbe , Michael Herty , Siegfried Müller

We present the arising of the Fick cross-diffusion system of equations for fluid mixtures from the multi-species Boltzmann in a rigorous manner in Sobolev spaces. To this end, we formally show that, in a diffusive scaling, the…

偏微分方程分析 · 数学 2020-03-19 Marc Briant , Bérénice Grec