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We present a noncommutative optimal transport framework for quantum channels acting on von Neumann algebras. Our central object is the Lipschitz cost measure, a transportation-inspired quantity that evaluates the minimal cost required to…

Operator Algebras · Mathematics 2025-06-05 Roy Araiza , Marius Junge , Peixue Wu

Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…

Machine Learning · Statistics 2025-06-19 Panos Tsimpos , Zhi Ren , Jakob Zech , Youssef Marzouk

We construct the least-square estimator for the unknown drift parameter in the multifractional Ornstein-Uhlenbeck model and establish its strong consistency in the non-ergodic case. The proofs are based on the asymptotic bounds with…

Probability · Mathematics 2016-02-19 Marco Dozzi , Yuriy Kozachenko , Yuliya Mishura , Kostiantyn Ralchenko

A purely state-dependent cost function can be modified by introducing a control-dependent term rewarding submaximal control utilization. A moderation incentive is identically zero on the boundary of the admissible control region and…

Optimization and Control · Mathematics 2010-01-05 Debra Lewis

We consider a Markovian growth process on a partially ordered set $\Lambda$, equivalent to last passage percolation (LPP) with independent (not necessarily identical) exponentially distributed weights on the elements of $\Lambda$. Such a…

Probability · Mathematics 2026-03-26 Tanner J. Reese , Sunder Sethuraman

We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…

Machine Learning · Statistics 2023-08-29 Jiacheng Zhu , Aritra Guha , Dat Do , Mengdi Xu , XuanLong Nguyen , Ding Zhao

We study a dynamic optimal transport type problem on a domain that consists of two parts: a compact set $\Omega \subset \mathbb{R}^d$ (bulk) and a non-intersecting and sufficiently regular curve $\Gamma \subset \Omega$. On each of them, a…

Analysis of PDEs · Mathematics 2025-04-07 Marcello Carioni , Juliane Krautz , Jan-F. Pietschmann

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

Probability · Mathematics 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

In this short note, we consider the problem of prescribing the Gauss curvature and image of the Gauss map for the graph of a function over a domain in Euclidean space. The prescription of the image of the Gauss map turns this into a second…

Analysis of PDEs · Mathematics 2020-05-28 Nestor Guillen , Jun Kitagawa

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

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky

Optimal maps, solutions to the optimal transportation problems, are completely determined by the corresponding c-convex potential functions. In this paper, we give simple sufficient conditions for a smooth function to be c-convex when the…

Differential Geometry · Mathematics 2010-06-22 Paul W. Y. Lee

In this paper, we study the optimal transportation for generalized Lagrangian $L=L(x, u,t)$, and consider the cost function as following: $$c(x, y)=\inf_{\substack{x(0)=x\\x(1)=y\\u\in\mathcal{U}}}\int_0^1L(x(s), u(x(s),s), s)ds.$$ Where…

Dynamical Systems · Mathematics 2013-12-03 Ji Li , Jianlu Zhang

We study the convergence of the transport plans $\gamma_\epsilon$ towards $\gamma_0$ as well as the cost of the entropy-regularized optimal transport $(c,\gamma_\epsilon)$ towards $(c,\gamma_0)$ as the regularization parameter $\epsilon$…

Optimization and Control · Mathematics 2025-12-05 Hugo Malamut , Maxime Sylvestre

In this work, we discuss the task of finding a direction of optimal descent for problems in Shape Optimisation and its relation to the dual problem in Optimal Transport. This link was first observed in a previous work which sought…

Optimization and Control · Mathematics 2023-01-20 Philip J. Herbert

We prove that if $\Omega\subset \mathbb{R}^{n+1}$ is a (not necessarily strictly) convex, $C^1$ domain, and $\mu$ and $\bar{\mu}$ are probability measures absolutely continuous with respect to surface measure on $\partial \Omega$, with…

Analysis of PDEs · Mathematics 2025-03-11 Seonghyeon Jeong , Jun Kitagawa

Recently, Papadakis et al. proposed an efficient primal-dual algorithm for solving the dynamic optimal transport problem with quadratic ground cost and measures having densities with respect to the Lebesgue measure. It is based on the fluid…

Numerical Analysis · Mathematics 2015-09-02 Jan Henrik Fitschen , Friederike Laus , Gabriele Steidl

For the fractional Brownian motion $B^H$ with the Hurst parameter value $H$ in (0,1/2), we derive new upper and lower bounds for the difference between the expectations of the maximum of $B^H$ over [0,1] and the maximum of $B^H$ over the…

Probability · Mathematics 2018-02-06 Konstantin Borovkov , Yuliya Mishura , Alexander Novikov , Mikhail Zhitlukhin

We investigate the minimum cost of a wide class of combinatorial optimization problems over random bipartite geometric graphs in $\mathbb{R}^d$ where the edge cost between two points is given by a $p$-th power of their Euclidean distance.…

Probability · Mathematics 2023-07-20 Michael Goldman , Dario Trevisan

Bounds to the speed of evolution of a quantum system are of fundamental interest in quantum metrology, quantum chemical dynamics and quantum computation. We derive a time-energy uncertainty relation for open quantum systems undergoing a…

Quantum Physics · Physics 2013-03-05 A. del Campo , I. L. Egusquiza , M. B. Plenio , S. F. Huelga
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