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This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…

Numerical Analysis · Mathematics 2026-05-12 Vincent N. Novellino , Dmitriy Y. Anistratov

The notions of the Euclidean surface area measure and the spherical surface area measure of $\alpha$-concave functions in $\mathbb{R}^n$, with $-\frac{1}{n}<\alpha<0$, are introduced via a first variation of the total mass functional with…

Functional Analysis · Mathematics 2025-07-01 Xiao Li , Nguyen Dac Khoi Nguyen , Deping Ye

We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…

Numerical Analysis · Mathematics 2018-07-19 Jean-David Benamou , Vincent Duval

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

Computational Finance · Quantitative Finance 2014-10-07 Denis Belomestny , Tigran Nagapetyan

We investigate energy transport in several two-level atom or spin-1/2 models by a direct coupling to heat baths of different temperatures. The analysis is carried out on the basis of a recently derived quantum master equation which…

Quantum Physics · Physics 2009-11-13 Mathias Michel , Ortwin Hess , Hannu Wichterich , Jochen Gemmer

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…

Probability · Mathematics 2007-10-09 Christian Léonard

We simplify the geometric interpretation of the weak Ma-Trudinger-Wang condition for regularity in optimal transportation and provide a geometric proof of the global c-convexity of locally $c$-convex potentials when the cost function $c$ is…

Analysis of PDEs · Mathematics 2020-09-09 G. Loeper , N. S. Trudinger

In recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…

Numerical Analysis · Mathematics 2020-09-14 Robert J. Berman

In 2023, Cristoferi, Fonseca and Ganedi proved that Cahn-Hilliard type energies with spatially inhomogeneous potentials converge to the usual (isotropic and homogeneous) perimeter functional if the length-scale $\delta$ of spatial…

Analysis of PDEs · Mathematics 2024-08-06 Stephan Wojtowytsch

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Probability · Mathematics 2019-05-15 Aurélien Alfonsi , Rafaël Coyaud , Virginie Ehrlacher , Damiano Lombardi

In this paper we produce a $$\Gamma$$-convergence result for a class of energies $F k $\epsilon$,a$ modeled on the Ambrosio-Tortorelli functional. For the choice k = 1 we show that $F 1 $\epsilon$,a $\Gamma$$-converges to a branched…

Analysis of PDEs · Mathematics 2018-12-07 Antonin Chambolle , Luca Alberto Davide Ferrari , Benoît Merlet

We establish improved hypoelliptic estimates on the solutions of kinetic transport equations, using a suitable decomposition of the phase space. Our main result shows that the relative compactness in all variables of a bounded family…

Analysis of PDEs · Mathematics 2012-06-29 Diogo Arsénio , Laure Saint-Raymond

We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…

Numerical Analysis · Mathematics 2026-03-03 Axel G. R. Turnquist

We study Monte Carlo calculations of the effective potential for a scalar field theory using three techniques. One of these is a new method proposed and tested for the first time. In each case we extract the renormalised quantities of the…

High Energy Physics - Lattice · Physics 2010-03-04 A. Ardekani , A. G. Williams

This paper is devoted to the robust approximation with a variational phase field approach of multiphase mean curvature flows with possibly highly contrasted mobilities. The case of harmonically additive mobilities has been addressed…

Numerical Analysis · Mathematics 2022-09-20 Eric Bonnetier , Elie Bretin , Simon Masnou

Interpolating between measures supported by polygonal or polyhedral domains is a problem that has been recently addressed by the semi-discrete optimal transport framework. Within this framework, one of the domains is discretized with a set…

Optimization and Control · Mathematics 2022-06-10 Agathe Herrou , Bruno Lévy , Vincent Nivoliers , Nicolas Bonneel , Julie Digne

We present a semiclassical analysis of the quantum propagator of a particle confined on one side by a steeply, monotonically rising potential. The models studied in detail have potentials proportional to $x^{\alpha}$ for $x>0$; the limit…

Mathematical Physics · Physics 2013-06-05 F. D. Mera , S. A. Fulling , J. D. Bouas , K. Thapa

We investigate the following question: what is the set of unit volume which can be best irrigated starting from a single source at the origin, in the sense of branched transport? We may formulate this question as a shape optimization…

Optimization and Control · Mathematics 2018-01-01 Paul Pegon , Filippo Santambrogio , Qinglan Xia

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

Probability · Mathematics 2017-08-29 Soumik Pal

An exact description is provided of an almost spherical fluid vesicle with a fixed area and a fixed enclosed volume locally deformed by external normal forces bringing two nearby points on the surface together symmetrically. The conformal…

Soft Condensed Matter · Physics 2013-04-17 Jemal Guven , Pablo Vázquez-Montejo