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In this paper, we present an efficient fully spectral approximation scheme for exploring the one-dimensional steady-state neutron transport equation. Our methodology integrates the spectral-(Petrov-)Galerkin scheme in the spatial dimension…
We develop transportation-entropy inequalities which are saturated for measures such that their log-density with respect to the background measure is an affine function, in the setting of the uniform measure on the discrete hypercube and…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
The aim of this article is to show the global existence of both martingale and pathwise solutions of stochastic equations with a monotone operator, of the Ladyzenskaya-Smagorinsky type, driven by a general Levy noise. The classical approach…
Semi-Lagrangian (SL) schemes are highly efficient for simulating transport equations and are widely used across various applications. Despite their success, designing genuinely multi-dimensional and conservative SL schemes remains a…
In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…
We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…
The transport of energetic particles in a spatially varying magnetic field is described by the focused transport equation. In the past two versions of this equation were investigated. The more commonly used standard form described a…
This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) L\'{e}vy noise as well as Brownian noise. This is obtained based on the Girsanov transformation and…
Characterising intractable high-dimensional random variables is one of the fundamental challenges in stochastic computation. The recent surge of transport maps offers a mathematical foundation and new insights for tackling this challenge by…
We presented a general approach for obtaining the generalized transport equations with fractional derivatives by using the Liouville equation with fractional derivatives for a system of classical particles and Zubarev's nonequilibrium…
Fractional generalization of an exterior derivative for calculus of variations is defined. The Hamilton and Lagrange approaches are considered. Fractional Hamilton and Euler-Lagrange equations are derived. Fractional equations of motion are…
The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the…
We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…
We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global…
In this paper we show the existence of a universal Skorohod measurable functional representation for a large class of semimartingale-driven stochastic differential equations. For this we prove that paths of the strong solutions of…
In the optimal partial transport problem, one is asked to transport a fraction $0<m \leq \min\{||f||_{L^1}, ||g||_{L^1}\}$ of the mass of $f=f \chi_\Omega$ onto $g=g\chi_\Lambda$ while minimizing a transportation cost. If $f$ and $g$ are…
We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…
Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…
In this paper we apply change of numeraire techniques to the optimal transport approach for computing model-free prices of derivatives in a two periods model. In particular, we consider the optimal transport plan constructed in…