A review of mathematical topics in collisional kinetic theory

C Villani - Handbook of mathematical fluid dynamics, 2002 - books.google.com
The goal of this review paper is to provide the reader with a concise introduction to the
mathematical theory of collision processes in (dilute) gases and plasmas, viewed as a …

Partial differential equations and stochastic methods in molecular dynamics

T Lelievre, G Stoltz - Acta Numerica, 2016 - cambridge.org
The objective of molecular dynamics computations is to infer macroscopic properties of
matter from atomistic models via averages with respect to probability measures dictated by …

Analysis of langevin monte carlo from poincare to log-sobolev

S Chewi, MA Erdogdu, M Li, R Shen… - Foundations of …, 2024 - Springer
Classically, the continuous-time Langevin diffusion converges exponentially fast to its
stationary distribution π under the sole assumption that π satisfies a Poincaré inequality …

[BUKU][B] Fokker–Planck–Kolmogorov Equations

VI Bogachev, NV Krylov, M Röckner, SV Shaposhnikov - 2022 - books.google.com
This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …

Interacting Langevin diffusions: Gradient structure and ensemble Kalman sampler

A Garbuno-Inigo, F Hoffmann, W Li, AM Stuart - SIAM Journal on Applied …, 2020 - SIAM
Solving inverse problems without the use of derivatives or adjoints of the forward model is
highly desirable in many applications arising in science and engineering. In this paper we …

[BUKU][B] Topics in optimal transportation

C Villani - 2021 - books.google.com
This is the first comprehensive introduction to the theory of mass transportation with its many—
and sometimes unexpected—applications. In a novel approach to the subject, the book both …

[BUKU][B] Optimal transport: old and new

C Villani - 2009 - Springer
At the close of the 1980s, the independent contributions of Yann Brenier, Mike Cullen and
John Mather launched a revolution in the venerable field of optimal transport founded by G …

[BUKU][B] Gradient flows: in metric spaces and in the space of probability measures

L Ambrosio, N Gigli, G Savaré - 2008 - books.google.com
The book is devoted to the theory of gradient flows in the general framework of metric
spaces, and in the more specific setting of the space of probability measures, which provide …

Concentration inequalities

S Boucheron, G Lugosi, O Bousquet - Summer school on machine learning, 2003 - Springer
Concentration inequalities deal with deviations of functions of independent random
variables from their expectation. In the last decade new tools have been introduced making …

Stochastic processes and applications

GA Pavliotis - Texts in applied mathematics, 2014 - Springer
The purpose of this book is to present various results and techniques from the theory of
stochastic processes and in particular diffusion processes that are useful in the study of …