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Boltzmann transport problems often involve heavy streaming, where particles propagate long distance due to the dominance of advection over particle interaction. If an insufficiently refined non-rotationally invariant angular discretisation…

Numerical Analysis · Mathematics 2019-11-06 S. Dargaville , R. P. Smedley-Stevenson , P. N. Smith , C. C. Pain

We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…

Optimization and Control · Mathematics 2021-04-27 Jose Blanchet , Karthyek Murthy , Fan Zhang

We focus on Optimal Transport PDE on the unit sphere $\mathbb{S}^2$ with a particular type of cost function $c(x,y) = F(x \cdot y, x \cdot \hat{e}, y \cdot \hat{e})$ which we call cost functions with preferential direction, where $\hat{e}…

Analysis of PDEs · Mathematics 2024-07-11 Axel G. R. Turnquist

Retrieving the phase of a complex-valued field from the measurements of its amplitude is a crucial problem with a wide range of applications in microscopy and ultracold atomic physics. In particular, obtaining an accurate and efficient…

Optics · Physics 2025-06-16 Andrii Torchylo

We present a set-oriented graph-based computational framework for continuous-time optimal transport over nonlinear dynamical systems. We recover provably optimal control laws for steering a given initial distribution in phase space to a…

Dynamical Systems · Mathematics 2018-12-21 Karthik Elamvazhuthi , Piyush Grover

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

Analysis of PDEs · Mathematics 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This…

Numerical Analysis · Mathematics 2020-11-24 Nicole Aretz-Nellesen , Peng Chen , Martin A. Grepl , Karen Veroy

We present a general (i.e., independent of the underlying model) interpolation technique based on optimal transportation of Gaussian models for parametric advection-dominated problems. The approach relies on a scalar testing function to…

Numerical Analysis · Mathematics 2022-10-19 Angelo Iollo , Tommaso Taddei

In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxations are used to provide outer approximation to the set of…

Optimization and Control · Mathematics 2018-08-15 Yuehaw Khoo , Lexing Ying

This paper deals with a challenging, frequently encountered, yet not properly investigated problem in two-frame optical flow estimation. That is, the input frames are compounds of two imaging layers -- one desired background layer of the…

Computer Vision and Pattern Recognition · Computer Science 2016-05-09 Jiaolong Yang , Hongdong Li , Yuchao Dai , Robby T. Tan

A solution to the optimal problem for determining vector fields which maximize (resp. minimize) the transition probabilities from one location to another for a class of reflecting diffusion processes is obtained in the present paper. The…

Probability · Mathematics 2023-04-27 Zhongmin Qian , Xingcheng Xu

We consider the problem of optimizing heat transport through an incompressible fluid layer. Modeling passive scalar transport by advection-diffusion, we maximize the mean rate of total transport by a divergence-free velocity field. Subject…

Analysis of PDEs · Mathematics 2019-09-18 Charles R. Doering , Ian Tobasco

We construct Two-Point Flux Approximation (TPFA) finite volume schemes to solve the quadratic optimal transport problem in its dynamic form, namely the problem originally introduced by Benamou and Brenier. We show numerically that these…

Numerical Analysis · Mathematics 2021-08-31 Andrea Natale , Gabriele Todeschi

We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…

Functional Analysis · Mathematics 2024-12-10 Alexander Kolesnikov , Svetlana Popova

We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Poisson signal processes. We give a weak and…

Optimization and Control · Mathematics 2022-07-19 Harto Saarinen

We study the control of coherent light propagation through multiple-scattering media in the presence of measurement noise. In our experiments, we use a two-step optimization procedure to find the optimal incident wavefront. We conclude that…

Optics · Physics 2013-09-26 Hasan Yilmaz , Willem L. Vos , Allard P. Mosk

In this work we study a modification of the Monge-Kantorovich problem taking into account path dependence and interaction effects between particles. We prove existence of solutions under mild conditions on the data, and after imposing…

Analysis of PDEs · Mathematics 2022-04-19 Rene Cabrera

In this article, we propose a new dimensionality-independent and gradient-free sampler, called Geometric Optics Approximation Sampling, which is based on the reflector antenna system. The core idea is to construct a reflecting surface that…

Numerical Analysis · Mathematics 2024-11-18 Zejun Sun , Guang-Hui Zheng

We consider an inverse source problem in the stationary radiative transport through an absorbing and scattering medium in two dimensions. Using the angularly resolved radiation measured on an arc of the boundary, we propose a numerical…

Numerical Analysis · Mathematics 2023-06-08 Hiroshi Fujiwara , Kamran Sadiq , Alexandru Tamasan

We introduce and investigate properties of a variant of the semi-discrete optimal transport problem. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support…

Analysis of PDEs · Mathematics 2019-09-13 Mohit Bansil , Jun Kitagawa