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In this paper, we study convex risk measures with weak optimal transport penalties. In a first step, we show that these risk measures allow for an explicit representation via a nonlinear transform of the loss function. In a second step, we…

Mathematical Finance · Quantitative Finance 2023-12-12 Michael Kupper , Max Nendel , Alessandro Sgarabottolo

This paper concerns the quantitative step of the medical imaging modality Thermo-acoustic Tomography (TAT). We model the radiation propagation by a system of Maxwell's equations. We show that the index of refraction of light and the…

Analysis of PDEs · Mathematics 2015-06-17 Guillaume Bal , Ting Zhou

In one dimensional transport problems the scattering matrix $S$ is decomposed into a block structure corresponding to reflection and transmission matrices at the two ends. For $S$ a random unitary matrix, the singular value probability…

Mathematical Physics · Physics 2009-11-11 P. J. Forrester

This paper shows global uniqueness in two inverse problems for a fractional conductivity equation: an unknown conductivity in a bounded domain is uniquely determined by measurements of solutions taken in arbitrary open, possibly disjoint…

Analysis of PDEs · Mathematics 2019-01-11 Giovanni Covi

We present a machine learning based approach to address the study of transport processes, ubiquitous in continuous mechanics, with particular attention to those phenomena ruled by complex micro-physics, impractical to theoretical…

Plasma Physics · Physics 2022-06-16 Francesco Miniati , Gianluca Gregori

Spatially incoherent light sources, such as spontaneously emitting atoms, naively require Maxwell's equations to be solved many times to obtain the total emission, which becomes computationally intractable in conjunction with large-scale…

We describe a method for computing transport coefficients from the direct evaluation of large deviation function. This method is general, relying on only equilibrium fluctuations, and is statistically efficient, employing trajectory based…

Statistical Mechanics · Physics 2017-11-22 Chloe Ya Gao , David T. Limmer

This paper concerns the reconstruction of the scattering coefficient in a two-dimensional transport equation from angularly averaged measurements when the probing source is isotropic and time-harmonic. This is a practical setting in the…

Analysis of PDEs · Mathematics 2011-10-17 Guillaume Bal , Francois Monard

A semi-Lagrangian Characteristic Mapping method for the solution of the tracer transport equations on the sphere is presented. The method solves for the solution operator of the equations by approximating the inverse of the diffeomorphism…

Numerical Analysis · Mathematics 2023-02-01 Seth Taylor , Jean-Christophe Nave

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…

Chemical Physics · Physics 2016-09-08 Martin Z. Bazant

We address the problem of identifying the dynamical law governing the evolution of a population of indistinguishable particles, when only aggregate distributions at successive times are observed. Assuming a Markovian evolution on a discrete…

Optimization and Control · Mathematics 2025-11-21 Michele Mascherpa , Axel Ringh , Amirhossein Taghvaei , Johan Karlsson

Under consideration are mathematical models of heat and mass transfer. We study inverse problems of recovering lower-order coefficients in a second order parabolic equation. The coefficients are representable in the form of a finite…

Analysis of PDEs · Mathematics 2024-12-23 S. G. Pyatkov , O. A. Soldatov

In this study, two initial boundary value problems for one dimensional advection-dispersion equation are solved by differential quadrature method based on sine cardinal functions. Pure advection problem modeling transport of conservative…

Numerical Analysis · Mathematics 2016-02-09 Alper Korkmaz

The Boltzmann equation for inelastic Maxwell models is used to determine the Navier-Stokes transport coefficients of a granular binary mixture in $d$ dimensions. The Chapman-Enskog method is applied to solve the Boltzmann equation for…

Statistical Mechanics · Physics 2015-06-24 Vicente Garzo , Antonio Astillero

This article is devoted to the simultaneous resolution of three inverse problems, among the most important formulation of inverse problems for partial differential equations, stated for some class of diffusion equations from a single…

Analysis of PDEs · Mathematics 2021-06-16 Yavar Kian

These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures…

Classical Analysis and ODEs · Mathematics 2010-09-21 Filippo Santambrogio

We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual…

Systems and Control · Computer Science 2013-04-16 Lipeng Ning , Tryphon T. Georgiou , Allen Tannenbaum

The push-forward operation enables one to redistribute a probability measure through a deterministic map. It plays a key role in statistics and optimization: many learning problems (notably from optimal transport, generative modeling, and…

Machine Learning · Statistics 2025-05-19 Lucas de Lara , Mathis Deronzier , Alberto González-Sanz , Virgile Foy

We study the inverse optimal transport problem of recovering the ground cost from an optimal transport plan. In discrete settings, this problem reduces to inverse linear programming and is intrinsically ill-posed, exhibiting…

Optimization and Control · Mathematics 2026-04-27 Gabriel Peyré , Clarice Poon , Oscar Tron

We show that the inverse problems for a class of kinetic equations can be solved by classical tools in PDE analysis including energy estimates and the celebrated averaging lemma. Using these tools, we give a unified framework for the…

Analysis of PDEs · Mathematics 2020-04-22 Qin Li , Weiran Sun