Related papers: Dynamic Optimal Transport with Mixed Boundary Cond…
Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…
This work is concerned with the efficient optimization method for solving a large class of optimal mass transport problems. An inexact primal-dual algorithm is presented from the time discretization of a proper dynamical system, and by…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…
This paper presents an efficient parallel method for the deterministic solution of the 3D stationary Boltzmann transport equation applied to diffusive problems such as nuclear core criticality computations. Based on standard…
In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…
A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…
We investigate the distributed multi-agent sharing optimization problem in a directed graph, with a composite objective function consisting of a smooth function plus a convex (possibly non-smooth) function shared by all agents. While…
We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…
We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…
Reactive transport in permeable porous media is relevant for a variety of applications, but poses a significant challenge due to the range of length and time scales. Multiscale methods that aim to link microstructure with the macroscopic…
The paper presents a variational quantum algorithm to solve initial-boundary value problems described by second-order partial differential equations. The approach uses hybrid classical/quantum hardware that is well suited for quantum…
Simulating infiltration in porous media using Richards' equation remains computationally challenging due to its parabolic structure and nonlinear coefficients. While a wide range of numerical methods for differential equations have been…
We study an optimal transportation approach for recovering parameters in dynamical systems with a single smoothly varying attractor. We assume that the data is not sufficient for estimating time derivatives of state variables but enough to…
We investigate duality and existence of dual optimizers for several adapted optimal transport problems under minimal assumptions. This includes the causal and bicausal transport, the causal and bicausal barycenter problem, and a…
The conductivity of a finite temperature 1+1 dimensional fermion gas described by the massive Thirring model is shown to be related to the retarded propagator of the dual boson sine-Gordon model. Duality provides a natural resummation which…
We develop a numerical algorithm for computing the effective drift and diffusivity of the steady-state behavior of an overdamped particle driven by a periodic potential whose amplitude is modulated in time by multiplicative noise and forced…
We introduce a Benamou-Brenier formulation for the continuous-time martingale optimal transport problem as a weak length relaxation of its discrete-time counterpart. By the correspondence between classical martingale problems and…
Our work aims to estimate the camera motion mounted on the head of a mobile robot or a moving object from RGB-D images in a static scene. The problem of motion estimation is transformed into a nonlinear least squares function. Methods for…