相关论文: A deterministic particle method for the porous med…
Based on the theory of M-matrix and Perron-Frobenius theorem, we provide some criteria to justify the convergence of the regime-switching diffusion processes in Wasserstein distances. The cost function we used to define the Wasserstein…
We derive a relation between the dissipation in a stochastic dynamics and the Wasserstein distance. We show that the minimal amount of dissipation required to transform an initial state to a final state during a diffusion process is given…
The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…
We study the long time asymptotics of a nonlinear, nonlocal equation used in the modelling of granular media. We prove a uniform exponential convergence to equilibrium for degenerately convex and non convex interaction or confinement…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
In this paper, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must resort to time-discretization of the diffusion process if the…
This paper is concerned with a space-time adaptive numerical method for instationary porous media flows with nonlinear interaction between porosity and pressure, with focus on problems with discontinuous initial porosities. A convergent…
We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…
In this paper we employ homogenization techniques to provide a rigorous derivation of the Darcy scale model for precipitation and dissolution in porous media proposed in [19]. The starting point is the pore scale model in [12], which is a…
We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…
This article presents a priori error estimates of the miscible displacement of one incompressible fluid by another through a porous medium characterized by a coupled system of nonlinear elliptic and parabolic equations. The study utilizes…
This paper analyzes a time-stepping discontinuous Galerkin method for fractional diffusion-wave problems. This method uses piecewise constant functions in the temporal discretization and continuous piecewise linear functions in the spatial…
We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…
We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…
This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a given radius. Theoretically, we establish several…
We propose a linearized semi-implicit and decoupled finite element method for the incompressible Navier--Stokes equations with variable density. Our method is fully discrete and shown to be unconditionally stable. The velocity equation is…
We prove global existence and uniqueness of strong solutions to the logarithmic porous medium type equation with fractional diffusion $$ \partial_tu+(-\Delta)^{1/2}\log(1+u)=0, $$ posed for $x\in \mathbb{R}$, with nonnegative initial data…
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…
For $\ell\colon \mathbb{R}^d \to [0,\infty)$ we consider the sequence of probability measures $\left(\mu_n\right)_{n \in \mathbb{N}}$, where $\mu_n$ is determined by a density that is proportional to $\exp(-n\ell)$. We allow for infinitely…
Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…