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Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…
We present a fast sweeping method for a class of Hamilton-Jacobi equations that arise from time-independent problems in optimal control theory. The basic method in two dimensions uses a four point stencil and is extremely simple to…
The analytic solutions of the one-dimensional Schroedinger equation for the trigonometric Rosen-Morse potential reported in the literature rely upon the Jacobi polynomials with complex indices and complex arguments. We first draw attention…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
Wavefield travel time tomography is used for a variety of purposes in acoustics, geophysics and non-destructive testing. Since the problem is non-linear, assessing uncertainty in the results requires many forward evaluations. It is…
The use of local single-pass methods (like, e.g., the Fast Marching method) has become popular in the solution of some Hamilton-Jacobi equations. The prototype of these equations is the eikonal equation, for which the methods can be applied…
We present a review of our recent works directed towards discovery of a periodic, kink-like and soliton-like travelling wave solutions within the models of transport phenomena and the mathematical biology. Analytical description of these…
We consider the problem of estimating parameters in large-scale weakly nonlinear inverse problems for which the underlying governing equations is a linear, time-dependent, parabolic partial differential equation. A major challenge in…
In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…
In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the $\infty$-optimal transport problem in the discrete and finite setting. It is the first time, to the best of our knowledge, that…
We present a semi-real-time algorithm for minimal-time optimal path planning based on optimal control theory, dynamic programming, and Hamilton-Jacobi (HJ) equations. Partial differential equation (PDE) based optimal path planning methods…
In this paper, we propose an accelerated version for the Sinkhorn algorithm, which is the reference method for computing the solution to Entropic Optimal Transport. Its main draw-back is the exponential slow-down of convergence as the…
The Hamiltonian coupled-mode theory (HCMT), recently derived by Athanassoulis and Papoutsellis [1], provides an efficient new approach for solving fully nonlinear water-wave problems over arbitrary bathymetry. In HCMT, heavy use is made of…
The Jacobi-Davidson method is one of the most popular approaches for iteratively computing a few eigenvalues and their associated eigenvectors of a large matrix. The key of this method is to expand the search subspace via solving the…
Temporal dependencies between customer visits, such as synchronization constraints, pose a fundamental challenge in vehicle routing. These dependencies, which arise in applications such as home healthcare routing, aircraft scheduling, and…
Travel-time imaging problems seek to reconstruct an image of reflectivity of a scene by measuring travel time (and amplitude, phase) of electromagnetic or acoustic signals, such as radar and sonar. Multistatic, in this context, means that…
We present a simulation code which can solve broad ranges of partial differential equations in a full sphere. The code expands tensorial variables in a spectral series of spin-weighted spherical harmonics in the angular directions and a…
The Yakubovich Frequency Theorem, in its periodic version and in its general nonautonomous extension, establishes conditions which are equivalent to the global solvability of a minimization problem of infinite horizon type, given by the…
For large-scale eigenvalue problems requiring many mutually orthogonal eigenvectors, traditional numerical methods suffer substantial computational and communication costs with limited parallel scalability, primarily due to explicit…
Traveling modulating pulse solutions consist of a small amplitude pulse-like envelope moving with a constant speed and modulating a harmonic carrier wave. Such solutions can be approximated by solitons of an effective nonlinear Schrodinger…