@article{14884, abstract = {We perform a stochastic homogenization analysis for composite materials exhibiting a random microstructure. Under the assumptions of stationarity and ergodicity, we characterize the Gamma-limit of a micromagnetic energy functional defined on magnetizations taking value in the unit sphere and including both symmetric and antisymmetric exchange contributions. This Gamma-limit corresponds to a micromagnetic energy functional with homogeneous coefficients. We provide explicit formulas for the effective magnetic properties of the composite material in terms of homogenization correctors. Additionally, the variational analysis of the two exchange energy terms is performed in the more general setting of functionals defined on manifold-valued maps with Sobolev regularity, in the case in which the target manifold is a bounded, orientable smooth surface with tubular neighborhood of uniform thickness. Eventually, we present an explicit characterization of minimizers of the effective exchange in the case of magnetic multilayers, providing quantitative evidence of Dzyaloshinskii’s predictions on the emergence of helical structures in composite ferromagnetic materials with stochastic microstructure.}, author = {Davoli, Elisa and D’Elia, Lorenza and Ingmanns, Jonas}, issn = {1432-1467}, journal = {Journal of Nonlinear Science}, number = {2}, publisher = {Springer Nature}, title = {{Stochastic homogenization of micromagnetic energies and emergence of magnetic skyrmions}}, doi = {10.1007/s00332-023-10005-3}, volume = {34}, year = {2024}, } @article{14934, abstract = {We study random perturbations of a Riemannian manifold (M, g) by means of so-called Fractional Gaussian Fields, which are defined intrinsically by the given manifold. The fields h• : ω → hω will act on the manifold via the conformal transformation g → gω := e2hω g. Our focus will be on the regular case with Hurst parameter H > 0, the critical case H = 0 being the celebrated Liouville geometry in two dimensions. We want to understand how basic geometric and functional-analytic quantities like diameter, volume, heat kernel, Brownian motion, spectral bound, or spectral gap change under the influence of the noise. And if so, is it possible to quantify these dependencies in terms of key parameters of the noise? Another goal is to define and analyze in detail the Fractional Gaussian Fields on a general Riemannian manifold, a fascinating object of independent interest.}, author = {Dello Schiavo, Lorenzo and Kopfer, Eva and Sturm, Karl Theodor}, issn = {1572-929X}, journal = {Potential Analysis}, publisher = {Springer Nature}, title = {{A discovery tour in random Riemannian geometry}}, doi = {10.1007/s11118-023-10118-0}, year = {2024}, } @article{14451, abstract = {We investigate the potential of Multi-Objective, Deep Reinforcement Learning for stock and cryptocurrency single-asset trading: in particular, we consider a Multi-Objective algorithm which generalizes the reward functions and discount factor (i.e., these components are not specified a priori, but incorporated in the learning process). Firstly, using several important assets (BTCUSD, ETHUSDT, XRPUSDT, AAPL, SPY, NIFTY50), we verify the reward generalization property of the proposed Multi-Objective algorithm, and provide preliminary statistical evidence showing increased predictive stability over the corresponding Single-Objective strategy. Secondly, we show that the Multi-Objective algorithm has a clear edge over the corresponding Single-Objective strategy when the reward mechanism is sparse (i.e., when non-null feedback is infrequent over time). Finally, we discuss the generalization properties with respect to the discount factor. The entirety of our code is provided in open-source format.}, author = {Cornalba, Federico and Disselkamp, Constantin and Scassola, Davide and Helf, Christopher}, issn = {1433-3058}, journal = {Neural Computing and Applications}, publisher = {Springer Nature}, title = {{Multi-objective reward generalization: improving performance of Deep Reinforcement Learning for applications in single-asset trading}}, doi = {10.1007/s00521-023-09033-7}, year = {2023}, } @article{14554, abstract = {The Regularised Inertial Dean–Kawasaki model (RIDK) – introduced by the authors and J. Zimmer in earlier works – is a nonlinear stochastic PDE capturing fluctuations around the meanfield limit for large-scale particle systems in both particle density and momentum density. We focus on the following two aspects. Firstly, we set up a Discontinuous Galerkin (DG) discretisation scheme for the RIDK model: we provide suitable definitions of numerical fluxes at the interface of the mesh elements which are consistent with the wave-type nature of the RIDK model and grant stability of the simulations, and we quantify the rate of convergence in mean square to the continuous RIDK model. Secondly, we introduce modifications of the RIDK model in order to preserve positivity of the density (such a feature only holds in a “high-probability sense” for the original RIDK model). By means of numerical simulations, we show that the modifications lead to physically realistic and positive density profiles. In one case, subject to additional regularity constraints, we also prove positivity. Finally, we present an application of our methodology to a system of diffusing and reacting particles. Our Python code is available in open-source format.}, author = {Cornalba, Federico and Shardlow, Tony}, issn = {2804-7214}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis}, number = {5}, pages = {3061--3090}, publisher = {EDP Sciences}, title = {{The regularised inertial Dean' Kawasaki equation: Discontinuous Galerkin approximation and modelling for low-density regime}}, doi = {10.1051/m2an/2023077}, volume = {57}, year = {2023}, } @article{10145, abstract = {We study direct integrals of quadratic and Dirichlet forms. We show that each quasi-regular Dirichlet space over a probability space admits a unique representation as a direct integral of irreducible Dirichlet spaces, quasi-regular for the same underlying topology. The same holds for each quasi-regular strongly local Dirichlet space over a metrizable Luzin σ-finite Radon measure space, and admitting carré du champ operator. In this case, the representation is only projectively unique.}, author = {Dello Schiavo, Lorenzo}, issn = {1572-929X}, journal = {Potential Analysis}, pages = {573--615}, publisher = {Springer Nature}, title = {{Ergodic decomposition of Dirichlet forms via direct integrals and applications}}, doi = {10.1007/s11118-021-09951-y}, volume = {58}, year = {2023}, } @article{10551, abstract = {The Dean–Kawasaki equation—a strongly singular SPDE—is a basic equation of fluctuating hydrodynamics; it has been proposed in the physics literature to describe the fluctuations of the density of N independent diffusing particles in the regime of large particle numbers N≫1. The singular nature of the Dean–Kawasaki equation presents a substantial challenge for both its analysis and its rigorous mathematical justification. Besides being non-renormalisable by the theory of regularity structures by Hairer et al., it has recently been shown to not even admit nontrivial martingale solutions. In the present work, we give a rigorous and fully quantitative justification of the Dean–Kawasaki equation by considering the natural regularisation provided by standard numerical discretisations: We show that structure-preserving discretisations of the Dean–Kawasaki equation may approximate the density fluctuations of N non-interacting diffusing particles to arbitrary order in N−1 (in suitable weak metrics). In other words, the Dean–Kawasaki equation may be interpreted as a “recipe” for accurate and efficient numerical simulations of the density fluctuations of independent diffusing particles.}, author = {Cornalba, Federico and Fischer, Julian L}, issn = {1432-0673}, journal = {Archive for Rational Mechanics and Analysis}, number = {5}, publisher = {Springer Nature}, title = {{The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles}}, doi = {10.1007/s00205-023-01903-7}, volume = {247}, year = {2023}, } @article{12087, abstract = {Following up on the recent work on lower Ricci curvature bounds for quantum systems, we introduce two noncommutative versions of curvature-dimension bounds for symmetric quantum Markov semigroups over matrix algebras. Under suitable such curvature-dimension conditions, we prove a family of dimension-dependent functional inequalities, a version of the Bonnet–Myers theorem and concavity of entropy power in the noncommutative setting. We also provide examples satisfying certain curvature-dimension conditions, including Schur multipliers over matrix algebras, Herz–Schur multipliers over group algebras and generalized depolarizing semigroups.}, author = {Wirth, Melchior and Zhang, Haonan}, issn = {1424-0637}, journal = {Annales Henri Poincare}, pages = {717--750}, publisher = {Springer Nature}, title = {{Curvature-dimension conditions for symmetric quantum Markov semigroups}}, doi = {10.1007/s00023-022-01220-x}, volume = {24}, year = {2023}, } @article{12104, abstract = {We study ergodic decompositions of Dirichlet spaces under intertwining via unitary order isomorphisms. We show that the ergodic decomposition of a quasi-regular Dirichlet space is unique up to a unique isomorphism of the indexing space. Furthermore, every unitary order isomorphism intertwining two quasi-regular Dirichlet spaces is decomposable over their ergodic decompositions up to conjugation via an isomorphism of the corresponding indexing spaces.}, author = {Dello Schiavo, Lorenzo and Wirth, Melchior}, issn = {1424-3202}, journal = {Journal of Evolution Equations}, number = {1}, publisher = {Springer Nature}, title = {{Ergodic decompositions of Dirichlet forms under order isomorphisms}}, doi = {10.1007/s00028-022-00859-7}, volume = {23}, year = {2023}, } @article{12959, abstract = {This paper deals with the large-scale behaviour of dynamical optimal transport on Zd -periodic graphs with general lower semicontinuous and convex energy densities. Our main contribution is a homogenisation result that describes the effective behaviour of the discrete problems in terms of a continuous optimal transport problem. The effective energy density can be explicitly expressed in terms of a cell formula, which is a finite-dimensional convex programming problem that depends non-trivially on the local geometry of the discrete graph and the discrete energy density. Our homogenisation result is derived from a Γ -convergence result for action functionals on curves of measures, which we prove under very mild growth conditions on the energy density. We investigate the cell formula in several cases of interest, including finite-volume discretisations of the Wasserstein distance, where non-trivial limiting behaviour occurs.}, author = {Gladbach, Peter and Kopfer, Eva and Maas, Jan and Portinale, Lorenzo}, issn = {1432-0835}, journal = {Calculus of Variations and Partial Differential Equations}, number = {5}, publisher = {Springer Nature}, title = {{Homogenisation of dynamical optimal transport on periodic graphs}}, doi = {10.1007/s00526-023-02472-z}, volume = {62}, year = {2023}, } @article{11330, abstract = {In this article we study the noncommutative transport distance introduced by Carlen and Maas and its entropic regularization defined by Becker and Li. We prove a duality formula that can be understood as a quantum version of the dual Benamou–Brenier formulation of the Wasserstein distance in terms of subsolutions of a Hamilton–Jacobi–Bellmann equation.}, author = {Wirth, Melchior}, issn = {15729613}, journal = {Journal of Statistical Physics}, number = {2}, publisher = {Springer Nature}, title = {{A dual formula for the noncommutative transport distance}}, doi = {10.1007/s10955-022-02911-9}, volume = {187}, year = {2022}, } @article{11354, abstract = {We construct a recurrent diffusion process with values in the space of probability measures over an arbitrary closed Riemannian manifold of dimension d≥2. The process is associated with the Dirichlet form defined by integration of the Wasserstein gradient w.r.t. the Dirichlet–Ferguson measure, and is the counterpart on multidimensional base spaces to the modified massive Arratia flow over the unit interval described in V. Konarovskyi and M.-K. von Renesse (Comm. Pure Appl. Math. 72 (2019) 764–800). Together with two different constructions of the process, we discuss its ergodicity, invariant sets, finite-dimensional approximations, and Varadhan short-time asymptotics.}, author = {Dello Schiavo, Lorenzo}, issn = {2168-894X}, journal = {Annals of Probability}, number = {2}, pages = {591--648}, publisher = {Institute of Mathematical Statistics}, title = {{The Dirichlet–Ferguson diffusion on the space of probability measures over a closed Riemannian manifold}}, doi = {10.1214/21-AOP1541}, volume = {50}, year = {2022}, } @article{11700, abstract = {This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou–Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport. Secondly, in the spirit of Jordan–Kinderlehrer–Otto, we show that McKean–Vlasov equations can be formulated as gradient flow of the free energy in the Wasserstein space of probability measures. The proofs of these results are based on careful regularisation arguments to circumvent some of the difficulties arising in metric graphs, namely, branching of geodesics and the failure of semi-convexity of entropy functionals in the Wasserstein space.}, author = {Erbar, Matthias and Forkert, Dominik L and Maas, Jan and Mugnolo, Delio}, issn = {1556-181X}, journal = {Networks and Heterogeneous Media}, number = {5}, pages = {687--717}, publisher = {American Institute of Mathematical Sciences}, title = {{Gradient flow formulation of diffusion equations in the Wasserstein space over a metric graph}}, doi = {10.3934/nhm.2022023}, volume = {17}, year = {2022}, } @article{11739, abstract = {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 equation via the method of evolutionary $\Gamma$-convergence, i.e., we pass to the limit at the level of the gradient flow structures, generalizing the one-dimensional result obtained by Disser and Liero. The proof is of variational nature and relies on a Mosco convergence result for functionals in the discrete-to-continuum limit that is of independent interest. Our results apply to arbitrary regular meshes, even though the associated discrete transport distances may fail to converge to the Wasserstein distance in this generality.}, author = {Forkert, Dominik L and Maas, Jan and Portinale, Lorenzo}, issn = {1095-7154}, journal = {SIAM Journal on Mathematical Analysis}, keywords = {Fokker--Planck equation, gradient flow, evolutionary $\Gamma$-convergence}, number = {4}, pages = {4297--4333}, publisher = {Society for Industrial and Applied Mathematics}, title = {{Evolutionary $\Gamma$-convergence of entropic gradient flow structures for Fokker-Planck equations in multiple dimensions}}, doi = {10.1137/21M1410968}, volume = {54}, year = {2022}, } @article{10588, abstract = {We prove the Sobolev-to-Lipschitz property for metric measure spaces satisfying the quasi curvature-dimension condition recently introduced in Milman (Commun Pure Appl Math, to appear). We provide several applications to properties of the corresponding heat semigroup. In particular, under the additional assumption of infinitesimal Hilbertianity, we show the Varadhan short-time asymptotics for the heat semigroup with respect to the distance, and prove the irreducibility of the heat semigroup. These results apply in particular to large classes of (ideal) sub-Riemannian manifolds.}, author = {Dello Schiavo, Lorenzo and Suzuki, Kohei}, issn = {1432-1807}, journal = {Mathematische Annalen}, keywords = {quasi curvature-dimension condition, sub-riemannian geometry, Sobolev-to-Lipschitz property, Varadhan short-time asymptotics}, pages = {1815--1832}, publisher = {Springer Nature}, title = {{Sobolev-to-Lipschitz property on QCD- spaces and applications}}, doi = {10.1007/s00208-021-02331-2}, volume = {384}, year = {2022}, } @article{12177, abstract = {Using elementary hyperbolic geometry, we give an explicit formula for the contraction constant of the skinning map over moduli spaces of relatively acylindrical hyperbolic manifolds.}, author = {Cremaschi, Tommaso and Dello Schiavo, Lorenzo}, issn = {2330-1511}, journal = {Proceedings of the American Mathematical Society, Series B}, number = {43}, pages = {445--459}, publisher = {American Mathematical Society}, title = {{Effective contraction of Skinning maps}}, doi = {10.1090/bproc/134}, volume = {9}, year = {2022}, } @article{10005, abstract = {We study systems of nonlinear partial differential equations of parabolic type, in which the elliptic operator is replaced by the first-order divergence operator acting on a flux function, which is related to the spatial gradient of the unknown through an additional implicit equation. This setting, broad enough in terms of applications, significantly expands the paradigm of nonlinear parabolic problems. Formulating four conditions concerning the form of the implicit equation, we first show that these conditions describe a maximal monotone p-coercive graph. We then establish the global-in-time and large-data existence of a (weak) solution and its uniqueness. To this end, we adopt and significantly generalize Minty’s method of monotone mappings. A unified theory, containing several novel tools, is developed in a way to be tractable from the point of view of numerical approximations.}, author = {Bulíček, Miroslav and Maringová, Erika and Málek, Josef}, issn = {1793-6314}, journal = {Mathematical Models and Methods in Applied Sciences}, keywords = {Nonlinear parabolic systems, implicit constitutive theory, weak solutions, existence, uniqueness}, number = {09}, publisher = {World Scientific}, title = {{On nonlinear problems of parabolic type with implicit constitutive equations involving flux}}, doi = {10.1142/S0218202521500457}, volume = {31}, year = {2021}, } @article{10023, abstract = {We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance in terms of an appropriate Hilbertian norm; and in the case of the relative entropy, in terms of a Dirichlet form which morphs into a version of the familiar Fisher information under conditions of detailed balance. Here we obtain trajectorial versions of these results, valid along almost every path of the random motion and most transparent in the backwards direction of time. Martingale arguments and time reversal play crucial roles, as in the recent work of Karatzas, Schachermayer and Tschiderer for conservative diffusions. Extensions are developed to general “convex divergences” and to countable state-spaces. The steepest descent and gradient flow properties for the variance, the relative entropy, and appropriate generalizations, are studied along with their respective geometries under conditions of detailed balance, leading to a very direct proof for the HWI inequality of Otto and Villani in the present context.}, author = {Karatzas, Ioannis and Maas, Jan and Schachermayer, Walter}, issn = {1526-7555}, journal = {Communications in Information and Systems}, keywords = {Markov Chain, relative entropy, time reversal, steepest descent, gradient flow}, number = {4}, pages = {481--536}, publisher = {International Press}, title = {{Trajectorial dissipation and gradient flow for the relative entropy in Markov chains}}, doi = {10.4310/CIS.2021.v21.n4.a1}, volume = {21}, year = {2021}, } @phdthesis{10030, abstract = {This PhD thesis is primarily focused on the study of discrete transport problems, introduced for the first time in the seminal works of Maas [Maa11] and Mielke [Mie11] on finite state Markov chains and reaction-diffusion equations, respectively. More in detail, my research focuses on the study of transport costs on graphs, in particular the convergence and the stability of such problems in the discrete-to-continuum limit. This thesis also includes some results concerning non-commutative optimal transport. The first chapter of this thesis consists of a general introduction to the optimal transport problems, both in the discrete, the continuous, and the non-commutative setting. Chapters 2 and 3 present the content of two works, obtained in collaboration with Peter Gladbach, Eva Kopfer, and Jan Maas, where we have been able to show the convergence of discrete transport costs on periodic graphs to suitable continuous ones, which can be described by means of a homogenisation result. We first focus on the particular case of quadratic costs on the real line and then extending the result to more general costs in arbitrary dimension. Our results are the first complete characterisation of limits of transport costs on periodic graphs in arbitrary dimension which do not rely on any additional symmetry. In Chapter 4 we turn our attention to one of the intriguing connection between evolution equations and optimal transport, represented by the theory of gradient flows. We show that discrete gradient flow structures associated to a finite volume approximation of a certain class of diffusive equations (Fokker–Planck) is stable in the limit of vanishing meshes, reproving the convergence of the scheme via the method of evolutionary Γ-convergence and exploiting a more variational point of view on the problem. This is based on a collaboration with Dominik Forkert and Jan Maas. Chapter 5 represents a change of perspective, moving away from the discrete world and reaching the non-commutative one. As in the discrete case, we discuss how classical tools coming from the commutative optimal transport can be translated into the setting of density matrices. In particular, in this final chapter we present a non-commutative version of the Schrödinger problem (or entropic regularised optimal transport problem) and discuss existence and characterisation of minimisers, a duality result, and present a non-commutative version of the well-known Sinkhorn algorithm to compute the above mentioned optimisers. This is based on a joint work with Dario Feliciangeli and Augusto Gerolin. Finally, Appendix A and B contain some additional material and discussions, with particular attention to Harnack inequalities and the regularity of flows on discrete spaces.}, author = {Portinale, Lorenzo}, issn = {2663-337X}, publisher = {Institute of Science and Technology Austria}, title = {{Discrete-to-continuum limits of transport problems and gradient flows in the space of measures}}, doi = {10.15479/at:ista:10030}, year = {2021}, } @article{10070, abstract = {We extensively discuss the Rademacher and Sobolev-to-Lipschitz properties for generalized intrinsic distances on strongly local Dirichlet spaces possibly without square field operator. We present many non-smooth and infinite-dimensional examples. As an application, we prove the integral Varadhan short-time asymptotic with respect to a given distance function for a large class of strongly local Dirichlet forms.}, author = {Dello Schiavo, Lorenzo and Suzuki, Kohei}, issn = {1096-0783}, journal = {Journal of Functional Analysis}, number = {11}, publisher = {Elsevier}, title = {{Rademacher-type theorems and Sobolev-to-Lipschitz properties for strongly local Dirichlet spaces}}, doi = {10.1016/j.jfa.2021.109234}, volume = {281}, year = {2021}, } @article{10575, abstract = {The choice of the boundary conditions in mechanical problems has to reflect the interaction of the considered material with the surface. Still the assumption of the no-slip condition is preferred in order to avoid boundary terms in the analysis and slipping effects are usually overlooked. Besides the “static slip models”, there are phenomena that are not accurately described by them, e.g. at the moment when the slip changes rapidly, the wall shear stress and the slip can exhibit a sudden overshoot and subsequent relaxation. When these effects become significant, the so-called dynamic slip phenomenon occurs. We develop a mathematical analysis of Navier–Stokes-like problems with a dynamic slip boundary condition, which requires a proper generalization of the Gelfand triplet and the corresponding function space setting.}, author = {Abbatiello, Anna and Bulíček, Miroslav and Maringová, Erika}, issn = {1793-6314}, journal = {Mathematical Models and Methods in Applied Sciences}, number = {11}, pages = {2165--2212}, publisher = {World Scientific Publishing}, title = {{On the dynamic slip boundary condition for Navier-Stokes-like problems}}, doi = {10.1142/S0218202521500470}, volume = {31}, year = {2021}, }