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José Antonio Carrillo

Publications and source records attributed to José Antonio Carrillo.

At least 19 recordsLinked to original sources

A Unified Perspective on the Dynamics of Deep Transformers

Transformers, which are state-of-the-art in most machine learning tasks, represent the data as sequences of vectors called tokens. This representation is then exploited by the attention function, which learns dependencies between tokens and is key to the success of Transformers. However, the iterative application of attention across layers induces complex dynamics that remain to be fully understood. To analyze these dynamics, we identify each input sequence with a probability measure and model its evolution as a Vlasov equation called Transformer PDE, whose velocity field is non-linear in the probability measure. Our first set of contributions focuses on compactly supported initial data. We show the Transformer PDE is well-posed and is the mean-field limit of an interacting particle system, thus generalizing and extending previous analysis to several variants of self-attention: multi-head attention, L2 attention, Sinkhorn attention, Sigmoid attention, and masked attention--leveraging a conditional Wasserstein framework. In a second set of contributions, we are the first to study non-compactly supported initial conditions, by focusing on Gaussian initial data. Again for different types of attention, we show that the Transformer PDE preserves the space of Gaussian measures, which allows us to analyze the Gaussian case theoretically and numerically to identify typical behaviors. This Gaussian analysis captures the evolution of data anisotropy through a deep Transformer. In particular, we highlight a clustering phenomenon that parallels previous results in the non-normalized discrete case.

cs.LG↗

Equivalence of entropy solutions and gradient flows for pressureless 1D Euler systems

We study distributional solutions of pressureless Euler systems on the line. In particular we show that Lagrangian solutions, introduced by Brenier, Gangbo, Savaré and Westdickenberg, and entropy solutions, studied by Nguyen and Tudorascu for the Euler--Poisson system, are equivalent. For the Euler--Poisson system this can be seen as a generalization to second-order systems of the equivalence between $L^2$-gradient flows and entropy solutions for a first-order aggregation equation proved by Bonaschi, Carrillo, Di Francesco and Peletier. The key observation is an equivalence between Ole\uınik's E-condition for conservation laws and a characterization due to Natile and Savaré of the normal cone for $L^2$-gradient flows. This new equivalence allows us to define unique solutions after blow-up for classical solutions of the Euler--Poisson system with quadratic confinement due to Carrillo, Choi and Zatorska, as well as to describe their asymptotic behavior.

math.AP↗

Drift-diffusion equations with saturation

We focus on a family of nonlinear continuity equations for the evolution of a non-negative density $ρ$ with a continuous and compactly supported nonlinear mobility $\mathrm{m}(ρ)$ not necessarily concave. The velocity field is the negative gradient of the variation of a free energy including internal and confinement energy terms. Problems with compactly supported mobility are often called saturation problems since the values of the density are constrained below a maximal value. Taking advantage of a family of approximating problems, we show the existence of $C_0$-semigroups of $L^1$ contractions. We study the $ω$-limit of the problem, its most relevant properties, and the appearance of free boundaries in the long-time behaviour. This problem has a formal gradient-flow structure, and we discuss the local/global minimisers of the corresponding free energy in the natural topology related to the set of initial data for the $L^\infty$-constrained gradient flow of probability densities. Furthermore, we analyse a structure preserving implicit finite-volume scheme and discuss its convergence and long-time behaviour.

math.AP↗

The Filippov characteristic flow for the aggregation equation with mildly singular potentials

Existence and uniqueness of global in time measure solution for the multidimensional aggregation equation is analyzed. Such a system can be written as a continuity equation with a velocity field computed through a self-consistent interaction potential. In Carrillo et al. (Duke Math J (2011)), a well-posedness theory based on the geometric approach of gradient flows in measure metric spaces has been developed for mildly singular potentials at the origin under the basic assumption of being lambda-convex. We propose here an alternative method using classical tools from PDEs. We show the existence of a characteristic flow based on Filippov's theory of discontinuous dynamical systems such that the weak measure solution is the pushforward measure with this flow. Uniqueness is obtained thanks to a contraction argument in transport distances using the lambda-convexity of the potential. Moreover, we show the equivalence of this solution with the gradient flow solution. Finally, we show the convergence of a numerical scheme for general measure solutions in this framework allowing for the simulation of solutions for initial smooth densities after their first blow-up time in Lp-norms.

math.AP↗

Evolution equations on co-evolving graphs: long-time behaviour and the graph continuity equation

We focus on evolution equations on co-evolving, infinite, graphs and establish a rigorous link with a class of nonlinear continuity equations, whose vector fields depend on the graphs considered. More precisely, weak solutions of the so-called graph-continuity equation are shown to be the push-forward of their initial datum through the flow map solving the associated characteristics' equation, which depends on the co-evolving graph considered. This connection can be used to prove contractions in a suitable distance, although the flow on the graphs requires a too limiting assumption on the overall flux. Therefore, we consider upwinding dynamics on graphs with pointwise and monotonic velocity and prove long-time convergence of the solutions towards the uniform mass distribution.

math.AP↗

From Fisher information decay for the Kac model to the Landau-Coulomb hierarchy

We consider the Kac model for the space-homogeneous Landau equation with the Coulomb potential. We show that the Fisher information of the Liouville equation for the unmodified $N$-particle system is monotonically decreasing in time. The monotonicity ensures the compactness to derive a weak solution of the Landau hierarchy.

math.AP↗

Propagation of chaos for multi-species moderately interacting particle systems up to Newtonian singularity

We derive a class of multi-species aggregation-diffusion systems from stochastic interacting particle systems via relative entropy method with quantitative bounds. We show an algebraic $L^1$-convergence result using moderately interacting particle systems approximating attractive/repulsive singular potentials up to Newtonian/Coulomb singularities without additional cut-off on the particle level. The first step is to make use of the relative entropy between the joint distribution of the particle system and an approximated limiting aggregation-diffusion system. A crucial argument in the proof is to show convergence in probability by a stopping time argument. The second step is to obtain a quantitative convergence rate to the limiting aggregation-diffusion system from the approximated PDE system. This is shown by evaluating a combination of relative entropy and $L^2$-distance.

math.PR↗

Relative Entropy Method for Particle Approximation of the Landau Equation for Maxwellian Molecules

We derive the spatially homogeneous Landau equation for Maxwellian molecules from a natural stochastic interacting particle system. More precisely, we control the relative entropy between the joint law of the particle system and the tensorized law of the Landau equation. To obtain this, we establish as key tools the pointwise logarithmic gradient and Hessian estimates of the density function and also a new Law of Large Numbers result for the particle system. The logarithmic estimates are derived via the Bernstein method and the parabolic maximum principle, while the Law of Large Numbers result comes from crucial observations on the control of moments at the particle level.

math.AP↗

Sharp critical mass criteria for weak solutions to a degenerate cross-attraction system

The qualitative study of solutions to the coupled parabolic-elliptic chemotaxis system with nonlinear diffusion for two species will be considered in the whole Euclidean space $\mathbb{R}^d$ ($d\geq 3$). It was proven in \cite{CK2021-ANA} that there exist two critical curves that separate the global existence and blow-up of weak solutions to the above problem. We improve this result by providing sharp criteria for the dicothomy: global existence of weak solution versus blow-up below and at these curves. Besides, there exist sharp critical masses of initial data at the intersection of the two critical lines, which extend the well-known critical mass phenomenon in one-species Keller-Segel system in \cite{BCL09-CVPDE} to two-species case.

math.AP↗

Nonlocal particle approximation for linear and fast diffusion equations

We construct deterministic particle solutions for linear and fast diffusion equations using a nonlocal approximation. We exploit the $2$-Wasserstein gradient flow structure of the equations in order to obtain the nonlocal approximating PDEs by regularising the corresponding internal energy with suitably chosen mollifying kernels, either compactly or globally supported. Weak solutions are obtained by the JKO scheme. From the technical point of view, we improve known commutator estimates, fundamental in the nonlocal-to-local limit, to include globally supported kernels which, in particular cases, allow us to justify the limit without any further perturbation needed. Furthermore, we prove geodesic convexity of the nonlocal energies in order to prove convergence of the particle solutions to the nonlocal equations towards weak solutions of the local equations. We overcome the crucial difficulty of dealing with the singularity of the first variation of the free energies at the origin. As a byproduct, we provide convergence rates expressed as a scaling relationship between the number of particles and the localisation parameter. The analysis we perform leverages the fact that globally supported kernels yield a better convergence rate compared to compactly supported kernels. Our result is relevant in statistics, more precisely in sampling Gibbs and heavy-tailed distributions.

math.AP↗

Classical solutions of a mean field system for pulse-coupled oscillators: long time asymptotics versus blowup

We introduce a novel reformulation of the mean-field system for pulse-coupled oscillators. It is based on writing a closed equation for the inverse distribution function associated to the probability density of oscillators with a given phase in a suitable time scale. This new framework allows to show a hidden contraction/expansion of certain distances leading to a full clarification of the long-time behavior, existence of steady states, rates of convergence, and finite time blow-up of classical solutions for a large class of monotone phase response functions. In the process, we get insights about the origin of obstructions to global-in-time existence and uniform in time estimates on the firing rate of the oscillators.

math.AP↗

Mean-field derivation of Landau-like equations

We derive a class of space homogeneous Landau-like equations from stochastic interacting particles. Through the use of relative entropy, we obtain quantitative bounds on the distance between the solution of the N-particle Liouville equation and the tensorised solution of the limiting Landau-like equation.

math.AP↗

Uncertainty Quantification for the Homogeneous Landau-Fokker-Planck Equation via Deterministic Particle Galerkin methods

We design a deterministic particle method for the solution of the spatially homogeneous Landau equation with uncertainty. The deterministic particle approximation is based on the reformulation of the Landau equation as a formal gradient flow on the set of probability measures, whereas the propagation of uncertain quantities is computed by means of a sg representation of each particle. This approach guarantees spectral accuracy in uncertainty space while preserving the fundamental structural properties of the model: the positivity of the solution, the conservation of invariant quantities, and the entropy production. We provide a regularity results for the particle method in the random space. We perform the numerical validation of the particle method in a wealth of test cases.

math.NA↗

Nonlocal approximation of nonlinear diffusion equations

We show that degenerate nonlinear diffusion equations can be asymptotically obtained as a limit from a class of nonlocal partial differential equations. The nonlocal equations are obtained as gradient flows of interaction-like energies approximating the internal energy. We construct weak solutions as the limit of a (sub)sequence of weak measure solutions by using the Jordan-Kinderlehrer-Otto scheme from the context of $2$-Wasserstein gradient flows. Our strategy allows to cover the porous medium equation, for the general slow diffusion case, extending previous results in the literature. As a byproduct of our analysis, we provide a qualitative particle approximation.

math.AP↗

Competing effects in fourth-order aggregation-diffusion equations

We give sharp conditions for global in time existence of gradient flow solutions to a Cahn-Hilliard-type equation, with backwards second order degenerate diffusion, in any dimension and for general initial data. Our equation is the 2-Wasserstein gradient flow of a free energy with two competing effects: the Dirichlet energy and the power-law internal energy. Homogeneity of the functionals reveals critical regimes that we analyse. Sharp conditions for global in time solutions, constructed via the minimising movement scheme, also known as JKO scheme, are obtained. Furthermore, we study a system of two Cahn-Hilliard-type equations exhibiting an analogous gradient flow structure.

math.AP↗

Well-posedness and stability of a stochastic neural field in the form of a partial differential equation

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously derived from a stochastic particle system and its noise-driven pattern-forming bifurcations have been characterised. However, due to its nonlinear and non-local nature, standard well-posedness theory for smooth time-dependent solutions of parabolic equations does not apply. In this article, we transform the problem through a suitable change of variables into a nonlinear Stefan-like free boundary problem and use its representation formulae to construct local-in-time smooth solutions under mild hypotheses. Then, we prove that fast-decaying initial conditions and globally Lipschitz modulation functions imply that solutions are global-in-time. Last, we improve previous linear stability results by showing nonlinear asymptotic stability of stationary solutions under suitable assumptions.

math.AP↗

Random batch particle methods for the homogeneous Landau equation

We consider in this paper random batch particle methods for efficiently solving the homogeneous Landau equation in plasma physics. The methods are stochastic variations of the particle methods proposed by Carrillo et al. [J. Comput. Phys.: X 7: 100066, 2020] using the random batch strategy. The collisions only take place inside the small but randomly selected batches so that the computational cost is reduced to $O(N)$ per time step. Meanwhile, our methods can preserve the conservation of mass, momentum, energy and the decay of entropy. Several numerical examples are performed to validate our methods.

math.NA↗

Coarse graining of a Fokker-Planck equation with excluded volume effects preserving the gradient-flow structure

The propagation of gradient flow structures from microscopic to macroscopic models is a topic of high current interest. In this paper we discuss this propagation in a model for the diffusion of particles interacting via hard-core exclusion or short-range repulsive potentials. We formulate the microscopic model as a high-dimensional gradient flow in the Wasserstein metric for an appropriate free-energy functional. Then we use the JKO approach to identify the asymptotics of the metric and the free-energy functional beyond the lowest order for single particle densities in the limit of small particle volumes by matched asymptotic expansions. While we use a propagation of chaos assumption at far distances, we consider correlations at small distance in the expansion. In this way we obtain a clear picture of the emergence of a macroscopic gradient structure incorporating corrections in the free energy functional due to the volume exclusion.

math.AP↗