相关论文: Forward-Euler time-discretization for Wasserstein …

The small-scale velocity gradient is connected to fundamental properties of turbulence at the large scales. By neglecting the viscous and nonlocal pressure Hessian terms, we derive a restricted Euler model for the turbulent flow along an…

We analyse the multiscale properties of energy-conserving upwind-stabilised finite element discretisations of the two-dimensional incompressible Euler equations. We focus our attention on two particular methods: the Lie derivative…

We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…

Many practical samplers rely on time-dependent drifts -- often induced by annealing or tempering schedules -- to improve exploration and stability. This motivates a unified non-asymptotic analysis of the corresponding Langevin diffusions…

We introduce a variational time discretization for the multi-dimensional gas dynamics equations, in the spirit of minimizing movements for curves of maximal slope. Each timestep requires the minimization of a functional measuring the…

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Many machine learning problems can be seen as approximating a \textit{target} distribution using a \textit{particle} distribution by minimizing their statistical discrepancy. Wasserstein Gradient Flow can move particles along a path that…

We propose a new normalized Sobolev gradient flow for the Gross-Pitaevskii eigenvalue problem based on an energy inner product that depends on time through the density of the flow itself. The gradient flow is well-defined and converges to…

In this paper, we are interested in the time discrete approximation of Ef(X(T)) when X is the solution of a stochastic differential equation with a diffusion coefficient function of the form |x|^a. We propose a symmetrized version of the…

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…

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…

Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…

We propose a variational scheme for computing Wasserstein gradient flows. The scheme builds upon the Jordan--Kinderlehrer--Otto framework with the Benamou-Brenier's dynamic formulation of the quadratic Wasserstein metric and adds a…

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…

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…

Over the past fifteen years, the theory of Wasserstein gradient flows of convex (or, more generally, semiconvex) energies has led to advances in several areas of partial differential equations and analysis. In this work, we extend the…

A variational time discretization of anisotropic Willmore flow combined with a spatial discretization via piecewise affine finite elements is presented. Here, both the energy and the metric underlying the gradient flow are anisotropic,…

Fluids can behave in a highly irregular, turbulent way. It has long been realised that, therefore, some weak notion of solution is required when studying the fundamental partial differential equations of fluid dynamics, such as the…

The Poisson-Nernst-Planck system of equations used to model ionic transport is interpreted as a gradient flow for the Wasserstein distance and a free energy in the space of probability measures with finite second moment. A variational…

Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(\d x):=\e^{V(x)}\d x$ is a probability measure, where $\d x$ is the volume measure, and let $L=\Delta+\nabla V$. The exact…