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We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

Analysis of PDEs · Mathematics 2022-07-12 Yash Jhaveri , Ovidiu Savin

Optimal transportation theory is an area of mathematics with real-world applications in fields ranging from economics to optimal control to machine learning. We propose a new algorithm for solving discrete transport (network flow) problems,…

Optimization and Control · Mathematics 2019-05-03 J. D. Walsh , Luca Dieci

We develop and analyze several different second-order algorithms for computing a near-optimal solution path of a convex parametric optimization problem with smooth Hessian. Our algorithms are inspired by a differential equation perspective…

Optimization and Control · Mathematics 2023-06-16 Heyuan Liu , Paul Grigas

We give a new probabilistic construction of solutions to real Monge-Amp\`ere equations in R^n satisfying the second boundary value problem with respect to a given target convex body P) which fits naturally into the theory of optimal…

Analysis of PDEs · Mathematics 2013-02-19 Robert J. Berman

In this paper we focus on the initial-boundary value problem of the 2-D isentropic Euler equations with damping. We prove the global-in-time existence of classical solution to the initial-boundary value problem by the method of energy…

Analysis of PDEs · Mathematics 2008-03-04 Yongqin Liu , Weike Wang

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

We study second-order hyperbolic equations with degenerate elliptic operators and non-homogeneous Dirichlet boundary inputs. We establish existence and regularity of weak solutions in weighted Sobolev spaces under mild assumptions on the…

Analysis of PDEs · Mathematics 2026-02-10 Donghui Yang , Jie Zhong

This paper focuses on the initial boundary value problem of two-dimensional non-resistive MHD equations in a half space. We prove that the MHD equations have a unique global strong solution around the equilibrium state $(0,\bf{e_1})$ for…

Analysis of PDEs · Mathematics 2024-01-04 Zhaoyun Zhang , Xiaopeng Zhao

In this paper we consider a fully third order nonlinear boundary value problem which is of great interest of many researchers. First we establish the existence, uniqueness of solution. Next, we propose simple iterative methods on both…

Numerical Analysis · Mathematics 2020-04-24 Dang Quang A , Dang Quang Long

We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…

Optimization and Control · Mathematics 2024-05-28 Artem Agafonov , Dmitry Kamzolov , Alexander Gasnikov , Ali Kavis , Kimon Antonakopoulos , Volkan Cevher , Martin Takáč

The present paper extends the classical second-order variational problem of Herglotz type to the more general context of the Euclidean sphere S^n following variational and optimal control approaches. The relation between the Hamiltonian…

Differential Geometry · Mathematics 2018-11-13 L. Machado , L. Abrunheiro , N. Martins

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

A new method for the solution of initial-boundary value problems for evolution PDEs recently introduced by Fokas is generalised to multidimensions. Also the relation of this method with the method of images and with the classical integral…

Condensed Matter · Physics 2007-05-23 Athanassios S. Fokas , Daniel ben-Avraham

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

Machine Learning · Computer Science 2018-11-15 Marco Cuturi , Gabriel Peyré

We study the solvability of the second boundary value problem of the Lagrangian mean curvature equation arising from special Lagrangian geometry. By the parabolic method we obtain the existence and uniqueness of the smooth uniformly convex…

Analysis of PDEs · Mathematics 2020-03-12 C. Wang , R. L. Huang , J. G. Bao

In this paper, a class of fully nonlinear flows with nonlinear Neumann type boundary condition is considered. This problem was solved partly by the first author under the assumption that the flow is the parabolic type special Lagrangian…

Analysis of PDEs · Mathematics 2017-12-12 R. L. Huang , Y. H. Ye

We prove that outside of a closed singular set of measure zero solutions to the second boundary value problem for generated Jacobian equations are smooth.

Analysis of PDEs · Mathematics 2018-10-18 Yash Jhaveri

The dual problem of optimal transportation in Lorentz-Finsler geometry is studied. It is shown that in general no solution exists even in the presence of an optimal coupling. Under natural assumptions dual solutions are established. It is…

Differential Geometry · Mathematics 2018-08-15 Martin Kell , Stefan Suhr

In classical treatment of Maxwell equations, the initial and boundary conditions are introduced by mathematical consideration rather than strictly using the Maxwell equations. As a result, the initial and boundary conditions are not logic…

Classical Physics · Physics 2007-05-23 Jianhua Xiao

We present new geometric intuition on dynamical versions of regularized optimal transport. We introduce two families of variational problems on Riemannian manifolds which contain analogues of the Schr\"odinger bridge problem and the Yasue…

Optimization and Control · Mathematics 2017-04-24 Flavien Léger
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