dorsal/arxiv
View SchemaOn gradient stability in nonlinear PDE models and inference in interacting particle systems
| Authors | Aurélien Castre, Richard Nickl |
|---|---|
| Categories | |
| ArXiv ID | 2601.10326vv1 |
| URL | https://arxiv.org/abs/2601.10326 |
| License | http://arxiv.org/licenses/nonexclusive-distrib/1.0/ |
Abstract
We consider general parameter to solution maps $\theta \mapsto \mathcal G(\theta)$ of non-linear partial differential equations and describe an approach based on a Banach space version of the implicit function theorem to verify the gradient stability condition of Nickl&Wang (JEMS 2024) for the underlying non-linear inverse problem, providing also injectivity estimates and corresponding statistical identifiability results. We illustrate our methods in two examples involving a non-linear reaction diffusion system as well as a McKean--Vlasov interacting particle model, both with periodic boundary conditions. We apply our results to prove the polynomial time convergence of a Langevin-type algorithm sampling the posterior measure of the interaction potential arising from a discrete aggregate measurement of the interacting particle system.
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"abstract": "We consider general parameter to solution maps $\\theta \\mapsto \\mathcal G(\\theta)$ of non-linear partial differential equations and describe an approach based on a Banach space version of the implicit function theorem to verify the gradient stability condition of Nickl\u0026Wang (JEMS 2024) for the underlying non-linear inverse problem, providing also injectivity estimates and corresponding statistical identifiability results. We illustrate our methods in two examples involving a non-linear reaction diffusion system as well as a McKean--Vlasov interacting particle model, both with periodic boundary conditions. We apply our results to prove the polynomial time convergence of a Langevin-type algorithm sampling the posterior measure of the interaction potential arising from a discrete aggregate measurement of the interacting particle system.",
"arxiv_id": "2601.10326",
"authors": [
"Aur\u00e9lien Castre",
"Richard Nickl"
],
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"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
"title": "On gradient stability in nonlinear PDE models and inference in interacting particle systems",
"url": "https://arxiv.org/abs/2601.10326",
"version": "v1"
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