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We propose a technique for interpolating between probability distributions on discrete surfaces, based on the theory of optimal transport. Unlike previous attempts that use linear programming, our method is based on a dynamical formulation…

Analysis of PDEs · Mathematics 2018-09-20 Hugo Lavenant , Sebastian Claici , Edward Chien , Justin Solomon

Understanding network flows such as commuter traffic in large transportation networks is an ongoing challenge due to the complex nature of the transportation infrastructure and of human mobility. Here we show a first-principles based method…

Physics and Society · Physics 2014-10-21 Yihui Ren , Mária Ercsey-Ravasz , Pu Wang , Marta C. González , Zoltán Toroczkai

Let $\mu$ be a probability measure on $\mathbb{R}^d$ and $\mu_N$ its empirical measure with sample size $N$. We prove a concentration inequality for the optimal transport cost between $\mu$ and $\mu_N$ for radial cost functions with…

Statistics Theory · Mathematics 2024-01-26 Martin Larsson , Jonghwa Park , Johannes Wiesel

For distinguishable particles it is well known that Brownian motion and a Feynman-Kac functional can be used to calculate the path integral (for imaginary times) for a general class of scalar potentials. In order to treat identical…

Condensed Matter · Physics 2009-10-28 L. F. Lemmens , F. Brosens , J. T. Devreese

We consider diffusive motion of a particle performing a random walk with L\'evy distributed jump lengths and subject to resetting mechanism bringing the walker to an initial position at uniformly distributed times. In the limit of infinite…

Statistical Mechanics · Physics 2015-11-25 Lukasz Kusmierz , Ewa Gudowska-Nowak

It is well-known that plug-in statistical estimation of optimal transport suffers from the curse of dimensionality. Despite recent efforts to improve the rate of estimation with the smoothness of the problem, the computational complexity of…

Statistics Theory · Mathematics 2021-10-04 Adrien Vacher , Boris Muzellec , Alessandro Rudi , Francis Bach , Francois-Xavier Vialard

We discuss a reaction-diffusion model in one dimension subjected to an external driving force. Each lattice site may be occupied by at most one particle. The particles hop with asymmetric rates (the sum of which is one) to the right or left…

Condensed Matter · Physics 2016-08-31 Jaime E. Santos , Gunter M. Schutz , Robin B. Stinchcombe

We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…

Numerical Analysis · Mathematics 2018-10-08 Valentin Hartmann , Dominic Schuhmacher

In this paper, we are interested in a general equation that has finite speed of propagation compatible with Einstein's theory of special relativity. This equation without external force fields has been derived recently by means of optimal…

Analysis of PDEs · Mathematics 2015-08-18 Manh Hong Duong

Inequalities between transportation costs and Fisher information are known to characterize certain concentration properties of Markov processes around their invariant measures. This note provides a new characterization of the quadratic…

Probability · Mathematics 2020-12-07 Daniel Lacker , Lane Chun Yeung

We define and discuss the properties of a class of cost functions on the sphere which we term defective cost functions. We then discuss how to extend these definitions and some properties to cost functions defined on Euclidean space and on…

Analysis of PDEs · Mathematics 2024-06-05 Axel G. R. Turnquist

An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…

Optimization and Control · Mathematics 2019-02-20 Montacer Essid , Debra Laefer , Esteban G. Tabak

We approach the problem of constructing a quantum analogue of the immensely fruitful classical transport cost theory of Monge from a new angle. Going back to the original motivations, by which the transport is a bilinear function of a mass…

Quantum Physics · Physics 2025-04-08 Matt Hoogsteder-Riera , John Calsamiglia , Andreas Winter

We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are no more uniformly convex. Proof is…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Guillin Arnaud , Malrieu Florent

The scattering theory of quantum transport relates transport properties of disordered mesoscopic conductors to their transfer matrix $\bbox{T}$. We introduce a novel approach to the statistics of transport quantities which expresses the…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 D. Endesfelder

We study single commodity network flows with suitable robustness and efficiency specs. An original use of a maximum entropy problem for distributions on the paths of the graph turns this problem into a steering problem for Markov chains…

Mathematical Physics · Physics 2017-09-28 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon , Allen Tannenbaum

The group of diffeomorphisms of a compact manifold endowed with the L^2 metric acting on the space of probability densities gives a unifying framework for the incompressible Euler equation and the theory of optimal mass transport. Recently,…

Differential Geometry · Mathematics 2017-12-15 Thomas Gallouët , François-Xavier Vialard

The problem of how to estimate diffusion on a graph effectively is of importance both theoretically and practically. In this paper, we make use of two widely studied indices, geodesic distance and mean first-passage time ($MFPT$) for random…

Combinatorics · Mathematics 2019-10-17 Fei Ma , Xiaomin Wang , Ping Wang

The aim of this paper is two-fold: First, we obtain a better understanding of the intrinsic distance of diffusion processes. Precisely, (i) for all $n\ge1$, the diffusion matrix $A$ is weak upper semicontinuous on $\Omega$ if and only if…

Classical Analysis and ODEs · Mathematics 2013-05-28 Pekka Koskela , Nageswari Shanmugalingam , Yuan Zhou

We consider a family of models having an arbitrary positive amount of mass on each site and randomly exchanging an arbitrary amount of mass with nearest neighbor sites. We restrict to the case of diffusive models. We identify a class of…

Statistical Mechanics · Physics 2023-09-29 Monia Capanna , Davide Gabrielli , Dimitrios Tsagkarogiannis
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