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 …

[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 …

On convex Sobolev inequalities and the rate of convergence to equilibrium for Fokker-Planck type equations

A Arnold, P Markowich, G Toscani, A Unterreiter - 2001 - Taylor & Francis
It is well known that the analysis of the large-time asymptotics of Fokker-Planck type
equations by the entropy method is closely related to proving the validity of convex Sobolev …

Best constants for Gagliardo–Nirenberg inequalities and applications to nonlinear diffusions

M Del Pino, J Dolbeault - Journal de Mathématiques Pures et Appliquées, 2002 - Elsevier
In this paper, we find optimal constants of a special class of Gagliardo–Nirenberg type
inequalities which turns out to interpolate between the classical Sobolev inequality and the …

[BUKU][B] Mathematical theory of nonequilibrium steady states: on the frontier of probability and dynamical systems

DQ Jiang, D Jiang - 2004 - books.google.com
The title of this book already says something about its contents and historical origin, but
since it is meant in a rigorous mathematical context, a few words of explanation may be …

On the trend to global equilibrium in spatially inhomogeneous entropy‐dissipating systems: The linear Fokker‐Planck equation

L Desvillettes, C Villani - … on Pure and Applied Mathematics: A …, 2001 - Wiley Online Library
We study the long‐time behavior of kinetic equations in which transport and spatial
confinement (in an exterior potential or in a box) are associated with a (degenerate) collision …

Fokker–Planck equations in the modeling of socio-economic phenomena

G Furioli, A Pulvirenti, E Terraneo… - Mathematical Models and …, 2017 - World Scientific
We present and discuss various one-dimensional linear Fokker–Planck-type equations that
have been recently considered in connection with the study of interacting multi-agent …

On the convergence of langevin monte carlo: The interplay between tail growth and smoothness

MA Erdogdu, R Hosseinzadeh - Conference on Learning …, 2021 - proceedings.mlr.press
We study sampling from a target distribution $\nu_*= e^{-f} $ using the unadjusted Langevin
Monte Carlo (LMC) algorithm. For any potential function $ f $ whose tails behave like …

Global stability of vortex solutions of the two-dimensional Navier-Stokes equation

T Gallay, CE Wayne - Communications in mathematical physics, 2005 - Springer
Both experimental and numerical studies of fluid motion indicate that initially localized
regions of vorticity tend to evolve into isolated vortices and that these vortices then serve as …

Improved bounds for discretization of Langevin diffusions: Near-optimal rates without convexity

W Mou, N Flammarion, MJ Wainwright, PL Bartlett - Bernoulli, 2022 - projecteuclid.org
Discretizations of the Langevin diffusion have been proven very useful for develo** and
analyzing algorithms for sampling and stochastic optimization. We present an improved non …