On gradient stability in nonlinear PDE models and inference in interacting particle systems

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Authors: Aurélien Castre, Richard Nickl
Cited by: 0

Abstract

We consider general parameter to solution maps $θ\mapsto \mathcal G(θ)$ 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.

Fields of Study & Subjects

Numerical methods in inverse problems Markov Chains and Monte Carlo Methods Stochastic processes and statistical mechanics

Publication details

Journal / source
arXiv (Cornell University)
Publication date
15 January 2026
Document type
Preprint