Large deviations and gradient flows
From MaRDI portal
equilibrium situationhydrodynamic limit large-deviation theorynon-equilibrium passageWasserstein gradient flow
Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Large deviations (60F10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Quantum dynamics and nonequilibrium statistical mechanics (general) (82C10)
Abstract: In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other. In this paper, we sketch this connection, show how it generalises to a wider class of systems, and comment on consequences and implications. Specifically, we connect macroscopic gradient flows with large deviation principles, and point out the potential of a bigger picture emerging: we indicate that in some non- equilibrium situations, entropies and thermodynamic free energies can be derived via large deviation principles. The approach advocated here is different from the established hydrodynamic limit passage but extends a link that is well known in the equilibrium situation.
Recommendations
- On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion
- From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage
- A gradient flow approach to large deviations for diffusion processes
- Entropic and gradient flow formulations for nonlinear diffusion
- From large deviations to Wasserstein gradient flows in multiple dimensions
Cites work
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- Curvature-Driven Flows: A Variational Approach
- Free energy and the Fokker-Planck equation
- From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage
- Hydrodynamics and large deviation for simple exclusion processes
- Large deviations and quasi-stationarity for density-dependent birth-death processes
- Large deviations from the hydrodynamical limit for a system of independent brownian particles
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Reciprocal Relations in Irreversible Processes. I.
- Reciprocal Relations in Irreversible Processes. II.
- THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
- The Variational Formulation of the Fokker--Planck Equation
- Variational formulation of the Fokker-Planck equation with decay: a particle approach
Cited in
(42)- Formulation of the relativistic heat equation and the relativistic kinetic Fokker-Planck equations using GENERIC
- Deriving GENERIC from a generalized fluctuation symmetry
- Orthogonality of fluxes in general nonlinear reaction networks
- Jump processes as generalized gradient flows
- Barriers of the McKean-Vlasov energy via a mountain pass theorem in the space of probability measures
- Generation of balanced viscosity solutions to rate-independent systems via variational convergence
- Variational approach to coarse-graining of generalized gradient flows
- Acceleration of convergence to equilibrium in Markov chains by breaking detailed balance
- Large deviations and gradient flows for the Brownian one-dimensional hard-rod system
- Brownian motion in an \(N\)-scale periodic potential
- Entropic and gradient flow formulations for nonlinear diffusion
- The gradient flow approach to hydrodynamic limits for the simple exclusion process
- Large deviations in stochastic heat-conduction processes provide a gradient-flow structure for heat conduction
- Emergence of particle clusters in a one-dimensional model: connection to condensation processes
- A gradient flow approach to large deviations for diffusion processes
- Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation
- Computing diffusivities from particle models out of equilibrium
- On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion
- On microscopic origins of generalized gradient structures
- A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions
- Coarse graining of a Fokker–Planck equation with excluded volume effects preserving the gradient flow structure
- Anisothermal chemical reactions: Onsager-Machlup and macroscopic fluctuation theory
- On optimal partitions, individual values and cooperative games: does a wiser agent always produce a higher value?
- Entropic Regularization of NonGradient Systems
- Quadratic and rate-independent limits for a large-deviations functional
- Entropy and convexity for nonlinear partial differential equations
- Non-reversible processes: GENERIC, hypocoercivity and fluctuations
- Exploring families of energy-dissipation landscapes via tilting: three types of EDP convergence
- Cosh gradient systems and tilting
- Large deviations of Kac's conservative particle system and energy nonconserving solutions to the Boltzmann equation: a counterexample to the predicted rate function
- Importance sampling for the empirical measure of weakly interacting diffusions
- Variational structures beyond gradient flows: a macroscopic fluctuation-theory perspective
- From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage
- Energetic variational neural network discretizations of gradient flows
- Cross-diffusion systems coupled via a moving interface
- The porous medium equation: large deviations and gradient flow with degenerate and unbounded diffusion
- Diffusion map particle systems for generative modeling
- A quantitative hydrodynamic limit of the Kawasaki dynamics
- String method for generalized gradient flows: computation of rare events in reversible stochastic processes
- A gradient flow that is none: heat flow with Wentzell boundary conditions
- Unifying various thermodynamically compatible modeling approaches
- Regularized dynamic optimal transport for spatial-temporal image generation
This page was built for publication: Large deviations and gradient flows
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5494566)
