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The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…

Optimization and Control · Mathematics 2023-08-08 Luca Nenna , Brendan Pass

We present two observations related to theapplication of linear (LFE) and nonlinear fractional equations (NFE). First, we give the comparison and estimates of the role of the fractional derivative term to the normal diffusion term in a LFE.…

Chaotic Dynamics · Physics 2009-11-07 H. Weitzner , G. M. Zaslavsky

We study Blaschke--Santal{\'o}-type inequalities for $N \ge 2$ sets (functions) and a special class of cost functions. In particular, we prove new results about reduction of the maximization problem for the Blaschke--Santal{\'o}-type…

Functional Analysis · Mathematics 2026-02-27 Alexander V. Kolesnikov

We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients and unbounded divergence. In the first result we assume the drift is $L^{2}([0,T] \times \R^{d})\cap…

Analysis of PDEs · Mathematics 2022-07-06 Wladimir Neves , Christian Olivera

We propose a discrete time formulation of the semi martingale optimal transport problembased on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by Guo et…

Optimization and Control · Mathematics 2024-06-18 Jean-David Benamou , Guillaume Chazareix , Grégoire Loeper

We discuss methods of Optimal Transportation Theory and its relations to problems in quantum mechanics. This essentially means that the cost function is some Hamiltonian $H(q,p)$ on a phase space (symplectic manifold), and the marginal…

Mathematical Physics · Physics 2018-08-20 Kurt Pagani

Structured equations are a standard modeling tool in mathematical biology. They areintegro-differential equations where the unknown depends on one or several variables, representing the state or phenotype of individuals. A large literature…

Analysis of PDEs · Mathematics 2021-02-09 Nicolas Fournier , Benoît Perthame

Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…

Machine Learning · Computer Science 2021-01-07 Silvia Chiappa , Aldo Pacchiano

The branched transport problem, a popular recent variant of optimal transport, is a non-convex and non-smooth variational problem on Radon measures. The so-called urban planning problem, on the contrary, is a shape optimization problem that…

Optimization and Control · Mathematics 2022-06-15 Julius Lohmann , Bernhard Schmitzer , Benedikt Wirth

Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimension, can be studied giving a general formulation of the…

Statistical Mechanics · Physics 2024-10-16 Luca Angelani , Alessandro De Gregorio , Roberto Garra , Francesco Iafrate

We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also…

Probability · Mathematics 2024-06-21 Nathael Gozlan , Ronan Herry , Giovanni Peccati

We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming…

Operator Algebras · Mathematics 2013-03-11 Yoann Dabrowski

In this paper, one investigates the following type of transportation-information $T_cI$ inequalities: $\alpha(T_c(\nu,\mu))\le I(\nu|\mu)$ for all probability measures $\nu$ on some metric space $(\XX, d)$, where $\mu$ is a given…

Probability · Mathematics 2010-04-13 Arnaud Guillin , Christian Leonard , Liming Wu , Nian Yao

We study a generalization of the multi-marginal optimal transport problem, which has no fixed number of marginals $N$ and is inspired of statistical mechanics. It consists in optimizing a linear combination of the costs for all the possible…

Optimization and Control · Mathematics 2025-01-15 Simone Di Marino , Mathieu Lewin , Luca Nenna

This paper develops moving frame theory for partial difference equations and for differential-difference equations with one continuous independent variable. In each case, the theory is applied to the invariant calculus of variations and the…

Mathematical Physics · Physics 2024-01-17 Lewis C. White , Peter E. Hydon

Many research has been conducted about quadratic programming and inverse optimization. In this paper we present the combination aspect of these subjects, applying on transportation problem. First, we obtain the inverse form of quadratic…

Optimization and Control · Mathematics 2014-09-25 Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

In recent years, a number of functional inequalities have been derived for Poisson random measures, with a wide range of applications. In this paper, we prove that such inequalities can be extended to the setting of marked temporal point…

Probability · Mathematics 2019-06-18 Ian Flint , Nicolas Privault , Giovanni Luca Torrisi

The Navier-Stokes transport coefficients of a granular gas are obtained from the Chapman-Enskog solution to the Boltzmann equation. The granular gas is heated by the action of an external driving force (thermostat) which does work to…

Statistical Mechanics · Physics 2009-11-07 V. Garzo , J. M. Montanero

We study Kantorovich type optimal transportation problems with nonlinear cost functions, including dependence on conditional measures of transport plans. A range of nonlinear Kantorovich problems for cost functions of a special form is…

Functional Analysis · Mathematics 2022-12-21 Svetlana Popova

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…

Probability · Mathematics 2014-10-28 Max Fathi , Emanuel Indrei , Michel Ledoux