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This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

Probability · Mathematics 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou

We study weak solutions ${\bf v}:U\times (0,T)\rightarrow \mathbb{R}^m$ of the nonlinear parabolic system $$ D\psi({\bf v}_t)=\text{div}DF(D{\bf v}), $$ where $\psi$ and $F$ are convex functions. This is a prototype for more general doubly…

Analysis of PDEs · Mathematics 2018-08-15 Ryan Hynd

We consider the damped hyperbolic equation in one space dimension $\epsilon u_{tt} + u_t = u_{xx} + F(u)$, where $\epsilon$ is a positive, not necessarily small parameter. We assume that $F(0)=F(1)=0$ and that $F$ is concave on the interval…

patt-sol · Physics 2007-05-23 Th. Gallay , G. Raugel

Quantum anomalies give rise to new transport phenomena. In particular a magnetic field can induce an anomalous current via the chiral magnetic effect and a vortex in the relativistic fluid can also induce a current via the chiral vortical…

High Energy Physics - Phenomenology · Physics 2011-08-01 Karl Landsteiner , Eugenio Megias , Francisco Pena-Benitez

Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…

We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…

Chaotic Dynamics · Physics 2015-06-26 N. Korabel , A. V. Chechkin , R. Klages , I. M. Sokolov , V. Yu. Gonchar

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv

We consider ultraweak variational formulations for (parametrized) linear first order transport equations in time and/or space. Computationally feasible pairs of optimally stable trial and test spaces are presented, starting with a suitable…

Numerical Analysis · Mathematics 2019-02-27 Julia Brunken , Kathrin Smetana , Karsten Urban

We develop a transport theory to describe the dynamics of (weakly) localized waves in a quasi-1D tube geometry both in reflection and in transmission. We compare our results to recent experiments with microwaves, and to other theories such…

Disordered Systems and Neural Networks · Physics 2007-05-23 S. E. Skipetrov , B. A. van Tiggelen

We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly…

Statistics Theory · Mathematics 2024-03-05 Laya Ghodrati , Victor M. Panaretos

We develop a comprehensive study on sharp potential type Riemannian Sobolev inequalities of order 2 by means of a local geometric Sobolev inequality of same kind and suitable De Giorgi-Nash-Moser estimates. In particular we discuss…

Analysis of PDEs · Mathematics 2010-11-29 Ezequiel R. Barbosa , Marcos Montenegro

The duality theory of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:X\times…

Optimization and Control · Mathematics 2010-09-07 Mathias Beiglboeck , Christian Leonard , Walter Schachermayer

A new method is developed for the study of transport properties of 1D models with random potentials. It is based on an exact transformation that reduces discrete Schr\"odinger equation in the tight-binding model to a two-dimensional…

Condensed Matter · Physics 2009-11-07 V. Dossetti-Romero , F. M. Izrailev , A. A. Krokhin

We study the pointwise perturbations of countable Markov maps with infinitely many inverse branches and establish the following continuity theorem: Let $T_k$ and $T$ be expanding countable Markov maps such that the inverse branches of $T_k$…

Dynamical Systems · Mathematics 2019-02-20 Thomas Jordan , Sara Munday , Tuomas Sahlsten

We show that if the random walk on a graph has positive coarse Ricci curvature in the sense of Ollivier, then the stationary measure satisfies a W^1 transport-entropy inequality. Peres and Tetali have conjectured a stronger consequence,…

Probability · Mathematics 2016-12-28 Ronen Eldan , James R. Lee , Joseph Lehec

We consider the transport equation $\ppp_t u(x,t) + H(t)\cdot \nabla u(x,t) = 0$ in $\OOO\times(0,T),$ where $T>0$ and $\OOO\subset \R^d $ is a bounded domain with smooth boundary $\ppp\OOO$. First, we prove a Carleman estimate for…

Analysis of PDEs · Mathematics 2019-02-26 Piermarco Cannarsa , Giuseppe Floridia , Masahiro Yamamoto

We provide a new proof of the known partial regularity result for the optimal transportation map (Brenier map) between two sets. Contrary to the existing regularity theory for the Monge-Amp{\`e}re equation, which is based on the maximum…

Analysis of PDEs · Mathematics 2017-10-25 Michael Goldman , F Otto

Motivated by applications in conditional sampling, given a probability measure $\mu$ and a diffeomorphism $\phi$, we consider the problem of simultaneously approximating $\phi$ and the pushforward $\phi_{\#}\mu$ by means of the flow of a…

Optimization and Control · Mathematics 2026-05-13 Borjan Geshkovski , Domènec Ruiz-Balet

In recent years, research and development in nanoscale science and technology have grown significantly, with electrical transport playing a key role. A natural challenge for its description is to shed light on anomalous behaviours observed…

Populations and Evolution · Quantitative Biology 2025-04-10 Sara Bernardi , Paolo Begnamino , Marco Pizzi , Lamberto Rondoni

We consider two-dimensional periodic gravity water waves with constant nonzero vorticity $\gamma$, in infinite depth and with periodic boundary conditions. We prove that, if the characteristic wave number $\frac{\gamma^2}{g}$ is rational,…

Analysis of PDEs · Mathematics 2026-04-10 Beatrice Langella , Alberto Maspero , Federico Murgante , Shulamit Terracina