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The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…
In one and two dimensions, transport coefficients may diverge in the thermodynamic limit due to long--time correlation of the corresponding currents. The effective asymptotic behaviour is addressed with reference to the problem of heat…
Advection properties of passive particles in flows generated by point vortices are considered. Transport properties are anomalous with characteristic transport exponent $\mu \sim 1.5$. This behavior is linked back to the presence of…
We study both one and two-phase minimisers of the Dirichlet-area energy $$E(v) = \int_{B_1} \vert\nabla v\vert^2 + Per(\{v>0\},B_1).$$ In the two-phase case, we show that the energies $$E_{\varepsilon}(v) = \int_{B_1}\vert\nabla v\vert^2 +…
We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…
This paper introduces a new way to compact a continuous probability distribution $F$ into a set of representative points called support points. These points are obtained by minimizing the energy distance, a statistical potential measure…
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…
We develop a multilevel Monte Carlo (MLMC)-FEM algorithm for linear, elliptic diffusion problems in polytopal domain $\mathcal D\subset \mathbb R^d$, with Besov-tree random coefficients. This is to say that the logarithms of the diffusion…
We investigate the structural organization of the point-to-point electric, diffusive or hydraulic transport in complex scale-free networks. The random choice of two nodes, a source and a drain, to which a potential difference is applied,…
We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…
Optimal Power Flow (OPF) can be modeled as a non-convex Quadratically Constrained Quadratic Program (QCQP). Our purpose is to solve OPF to global optimality. To this end, we specialize the Mixed-Integer Quadratic Convex Reformulation method…
We present a simple proof of the entropy-power inequality using an optimal transportation argument which takes the form of a simple change of variables. The same argument yields a reverse inequality involving a conditional differential…
We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…
We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…
Caffarelli's contraction theorem bounds the derivative of the optimal transport map between a log-convex measure and a strongly log-concave measure. We show that an analogous phenomenon holds on the level of the trace: The trace of the…
In the simplest compactification, we discuss the intermediate unification in M-theory on $S^1/Z_2$, and point out that we can push the eleven dimension Planck scale to the TeV range if the gauge coupling in the hidden sector is super weak,…
Conformal mapping has been applied mostly to harmonic functions, i.e. solutions of Laplace's equation. In this paper, it is noted that some other equations are also conformally invariant and thus equally well suited for conformal mapping in…
Realistic two-phase flow problems of interest often involve high $Re$ flows with high density ratios. Accurate and robust simulation of such problems requires special treatments. In this work, we present a consistent, energy-conserving…
We find the dual equivalent (gauge invariant) version of the Maxwell theory in D=4 with a Proca-like mass term by using the symplectic embedding method. The dual theory obtained (Maxwell-Podolsky) includes a higher-order derivative term and…
We consider the approximation of minimal geodesics between two closed sets in $\mathbb{R}^D$ endowed with a smooth Riemannian metric. The continuous problem is formulated as the minimization of the energy functional over piecewise smooth…