6 papers · 1 filter
Entropy and Fisher information in non-convex domains: one chain to rule them all
Jean-Baptiste Casteras, Marco Flaim, Léonard Monsaingeon
We prove that the (square root) Fisher information functional is a strong Wasserstein upper gradient of the entropy on non-convex Riemannian domains. This fills a gap in the litera…
Construction of 2-bubbles for the energy critical bi-harmonic Schrödinger equation
Jean-Baptiste Casteras, Ilkka Holopainen, Léonard Monsaingeon
We construct a blowing-up solution for the energy critical focusing biharmonic nonlinear Schrödinger equation in infinite time in dimension . Our solution is radially sy…
A gradient flow that is none: Heat flow with Wentzell boundary condition
Marie Bormann, Léonard Monsaingeon, D. R. Michiel Renger +1
We establish a representation of the heat flow with Wentzell boundary conditions on smooth domains as gradient descent dynamics for the entropy in a suitably extended Otto manifold…
Sticky-reflecting diffusion as a Wasserstein gradient flow
Jean-Baptiste Casteras, Léonard Monsaingeon, Filippo Santambrogio
In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functio…
Large deviations for sticky-reflecting Brownian motion with boundary diffusion
Jean-Baptiste Casteras, Leonard Monsaingeon, Luca Nenna
We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A…
Discretizing the Fokker-Planck equation with second-order accuracy: a dissipation driven approach
Clément Cancès, Léonard Monsaingeon, Andrea Natale
We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls i…