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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

This paper investigates the gradient flow structure, well-posedness, and asymptotic behavior of the Fokker-Planck equation defined on locally uniformly finite graphs, which is highly non-trivial compared with the finite case. We first…

概率论 · 数学 2025-11-13 Cong Wang

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

最优化与控制 · 数学 2024-06-18 Nicolas Lanzetti , Antonio Terpin , Florian Dörfler

Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…

概率论 · 数学 2020-02-25 Victor Marx

We study a natural Wasserstein gradient flow on manifolds of probability distributions with discrete sample spaces. We derive the Riemannian structure for the probability simplex from the dynamical formulation of the Wasserstein distance on…

最优化与控制 · 数学 2021-04-19 Wuchen Li , Guido Montufar

Causal variational principles, which are the analytic core of the physical theory of causal fermion systems, are found to have an underlying Hamiltonian structure, giving a formulation of the dynamics in terms of physical fields in…

数学物理 · 物理学 2017-10-17 Felix Finster , Johannes Kleiner

In this paper we present some results obtained in a previous paper about the Cartan's approach to Riemannian normal coordinates and our conformal transformations among pseudo-Riemannian manifolds. We also review the classical and the…

数学物理 · 物理学 2010-06-24 A. C. V. V. de Siqueira

We derive the Fokker-Planck equation on the parametric space. It is the Wasserstein gradient flow of relative entropy on the statistical manifold. We pull back the PDE to a finite dimensional ODE on parameter space. Some analytical example…

最优化与控制 · 数学 2020-06-16 Wuchen Li , Shu Liu , Hongyuan Zha , Haomin Zhou

We present for the first time a Friedmann-like construction in the framework of an osculating Finsler-Randers-Sasaki geometry. In particular, we consider a vector field in the metric on a Lorentz tangent bundle, and thus the curvatures of…

广义相对论与量子宇宙学 · 物理学 2024-06-04 E. Kapsabelis , Emmanuel N. Saridakis , P. C. Stavrinos

A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…

偏微分方程分析 · 数学 2014-06-06 Katy Craig

We introduce principal curves in Wasserstein space, and in general compact metric spaces. Our motivation for the Wasserstein case comes from optimal-transport-based trajectory inference, where a developing population of cells traces out a…

In this paper, we develop and analyze numerical methods for high dimensional Fokker-Planck equations by leveraging generative models from deep learning. Our starting point is a formulation of the Fokker-Planck equation as a system of…

数值分析 · 数学 2022-06-22 Shu Liu , Wuchen Li , Hongyuan Zha , Haomin Zhou

In this paper we develop an intrinsic formalism to study the topology, smooth structure, and Riemannian geometry of the Wasserstein space of a closed Riemannian manifold. Our formalism allows for a new characterisation of the Weak topology…

We consider finite-volume approximations of Fokker-Planck equations on bounded convex domains in $\mathbb{R}^d$ and study the corresponding gradient flow structures. We reprove the convergence of the discrete to continuous Fokker-Planck…

偏微分方程分析 · 数学 2020-08-26 Dominik Forkert , Jan Maas , Lorenzo Portinale

The present paper is devoted to the investigation of absolutely continuous curves in asymmetric metric spaces induced by Finsler structures. Firstly, for asymmetric spaces induced by Finsler manifolds, we show that three different kinds of…

微分几何 · 数学 2023-05-09 Fue Zhang , Wei Zhao

Borel probability measures living on metric spaces are fundamental mathematical objects. There are several meaningful distance functions that make the collection of the probability measures living on a certain space a metric space. We are…

泛函分析 · 数学 2018-06-14 Dániel Virosztek

In this paper we extend a previous result of the author [Lis07] of characterization of absolutely continuous curves in Wasserstein spaces to a more general class of spaces: the spaces of probability measures endowed with the…

度量几何 · 数学 2014-03-03 Stefano Lisini

We show that the transformations of Grassmannians (of complex Hilbert spaces) induced by linear or conjugate-linear isometries can be characterized as transformations preserving some of principal angles (corresponding to the orthogonality,…

泛函分析 · 数学 2017-09-19 Mark Pankov

Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…

机器学习 · 计算机科学 2021-10-26 Petr Mokrov , Alexander Korotin , Lingxiao Li , Aude Genevay , Justin Solomon , Evgeny Burnaev

A method to construct a geometric structure with the same solutions as a given variational principle is presented. The method applies to large families of variational principles. In particular, the known results that assign cosymplectic…

数学物理 · 物理学 2025-09-29 Jordi Gaset Rifà
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