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Self-organization through noisy interactions is ubiquitous across physics, mathematics, and machine learning, yet how long-range structure emerges from local noisy dynamics remains poorly understood. Here, we investigate three paradigmatic…

软凝聚态物质 · 物理学 2026-03-31 Satyam Anand , Guanming Zhang , Stefano Martiniani

We study a nonlocal adhesion model for two interacting tumor cell phenotypes, combining diffusion, pairwise interactions, and random phenotypic switching. The system admits a microscopic diffusion--jump particle description whose mean-field…

偏微分方程分析 · 数学 2026-03-16 Myeongju Chae , Young-Pil Choi

For a model long-range interacting system of classical Heisenberg spins, we study how fluctuations, such as those arising from having a finite system size or through interaction with the environment, affect the dynamical process of…

统计力学 · 物理学 2019-08-16 Debraj Das , Shamik Gupta

Despite the viscosity of a fluid ranges over several orders of magnitudes and is extremely sensitive to microscopic structure and molecular interactions, it has been conjectured that its (opportunely normalized) minimum displays a universal…

高能物理 - 理论 · 物理学 2022-06-28 Matteo Baggioli , Li Li , Hao-Tian Sun

We show the $L^2$-Wasserstein contraction for the transition kernel of a discretised diffusion process, under a contractivity at infinity condition on the drift and a sufficiently high diffusivity requirement. This extends recent results…

概率论 · 数学 2023-10-25 Linshan Liu , Mateusz B. Majka , Pierre Monmarché

A class of parabolic cross-diffusion systems modeling the interaction of an arbitrary number of population species is analyzed in a bounded domain with no-flux boundary conditions. The equations are formally derived from a random-walk…

偏微分方程分析 · 数学 2015-02-20 Nicola Zamponi , Ansgar Jüngel

We investigate the asymptotic behavior of probability measures associated with stochastic dynamical systems featuring either globally contracting or $B_{r}$-contracting drift terms. While classical results often assume constant diffusion…

动力系统 · 数学 2025-05-14 Simone Betteti , Francesco Bullo

The aim of this paper is to investigate the contraction properties of $p$-Wasserstein distances with respect to convolution in Euclidean spaces both qualitatively and quantitatively. We connect this question to the question of uniform…

偏微分方程分析 · 数学 2025-12-05 Max Fathi , Michael Goldman , Daniel Tsodyks

The analysis of samples of random objects that do not lie in a vector space is gaining increasing attention in statistics. An important class of such object data is univariate probability measures defined on the real line. Adopting the…

统计方法学 · 统计学 2021-07-07 Yaqing Chen , Zhenhua Lin , Hans-Georg Müller

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

概率论 · 数学 2023-10-31 Bertram Tschiderer

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

We study the modeling of a compressible two-phase flow in a porous medium. The governing free boundary problem is known as the Verigin problem with phase transition. We introduce a novel variational framework to construct weak solutions.…

偏微分方程分析 · 数学 2026-01-29 Anna Kubin , Tim Laux , Alice Marveggio

We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…

We study the long-time behaviour of both the classical second-order Langevin dynamics and the nonlinear second-order Langevin dynamics of McKean-Vlasov type. By a coupling approach, we establish global contraction in an $L^1$ Wasserstein…

概率论 · 数学 2022-06-08 Katharina Schuh

Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…

统计力学 · 物理学 2019-07-24 Jakub Ślęzak , Krzysztof Burnecki , Ralf Metzler

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

统计方法学 · 统计学 2019-04-10 Victor M. Panaretos , Yoav Zemel

We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…

概率论 · 数学 2022-03-15 Thomas Bonis

Persistent homology offers a powerful tool for extracting hidden topological signals from brain networks. It captures the evolution of topological structures across multiple scales, known as filtrations, thereby revealing topological…

Many problems in machine learning can be formulated as solving entropy-regularized optimal transport on the space of probability measures. The canonical approach involves the Sinkhorn iterates, renowned for their rich mathematical…

机器学习 · 计算机科学 2023-11-29 Mohammad Reza Karimi , Ya-Ping Hsieh , Andreas Krause

We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…

机器学习 · 统计学 2021-09-27 J. M. Sanz-Serna , Konstantinos C. Zygalakis