Related papers: A PDE approach to a 2-dimensional matching problem
In this note we develop a prelimit analysis of performance measures for importance sampling schemes related to small noise diffusion processes. In importance sampling the performance of any change of measure is characterized by its second…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
A quadratic optimal transport metric on the set of probability measure over $\R^2$ is introduced. The quadratic cost is given by the euclidean norm on $\R^2$ associated to some well chosen symmetric positive matrix, which makes the metric…
This paper establishes the asymptotic independence between the quadratic form and maximum of a sequence of independent random variables. Based on this theoretical result, we find the asymptotic joint distribution for the quadratic form and…
The dual problem of optimal transportation in Lorentz-Finsler geometry is studied. It is shown that in general no solution exists even in the presence of an optimal coupling. Under natural assumptions dual solutions are established. It is…
We present two numerical methods for the fully nonlinear elliptic Monge-Ampere equation. The first is a pseudo transient continuation method and the second is a pure pseudo time marching method. The methods are proven to converge to a…
We establish several quantitative stability estimates for optimal transport maps between non-degenerate densities on uniformly convex domains for the quadratic cost. Under H\"older regularity assumptions, we prove Lipschitz $L^2$…
This paper is devoted to the study of couplings of the Lebesgue measure and the Poisson point process. We prove existence and uniqueness of an optimal coupling whenever the asymptotic mean transportation cost is finite. Moreover, we give…
We give two algorithms that allow to get arbitrary precision asymptotics for the harmonic potential of a random walk.
We investigate the approximation of the Monge problem (minimizing \int\_$\Omega$ |T (x) -- x| d$\mu$(x) among the vector-valued maps T with prescribed image measure T \# $\mu$) by adding a vanishing Dirichlet energy, namely $\epsilon$…
Let $(M,g)$ be an asymptotically conical Riemannian manifold having dimension $n\ge 2$, opening angle $\alpha \in (0,\pi/2) \setminus \{\arcsin \frac{1}{2k+1}\}_{k \in \mathbb{N}}$ and positive asymptotic rate. Under the assumption that the…
By application of the theory for second-order linear differential equations with two turning points developed in \cite{Olver1975}, uniform asymptotic approximations are obtained for the Lam\'{e} and Mathieu functions with a large real…
We consider the problem of optimal incomplete transportation between the empirical measure on an i.i.d. uniform sample on the d-dimensional unit cube $[0,1]^d$ and the true measure. This is a family of problems lying in between classical…
This paper is concerned with the existence of globally smooth solutions for the second boundary value problem for Monge-Ampere equations and the application to regularity of potentials in optimal transportation. The cost functions satisfy a…
We consider an optimal transport problem between laws of random probability measures: given a base cost function, we build the associated OT cost between probability measures that in turn we use to define the OT cost between probability…
This paper presents a multiple length-scale asymptotic analysis for transport problems in 1-D diffusive random media. This analysis shows that the Levermore-Pomraning (LP) equations can be adjusted in order to achieve the correct asymptotic…
We construct solutions to Monge-Amp\`ere equations whose Monge-Amp\`ere measures contain singular components supported on low codimensional sets. We also study the regularity of such solutions. To motivate our construction, we present…
In this paper, we obtain global $\mathcal{O} (1/ \sqrt{k})$ pointwise and $\mathcal{O} (1/ {k})$ ergodic convergence rates for a variable metric proximal alternating direction method of multipliers(VM-PADMM) for solving linearly constrained…
In this work we present a numerical method for the Optimal Mass Transportation problem. Optimal Mass Transportation (OT) is an active research field in mathematics.It has recently led to significant theoretical results as well as…
We give a general proof of convergence for the Alternating Direction Method of Multipliers (ADMM). ADMM is an optimization algorithm that has recently become very popular due to its capabilities to solve large-scale and/or distributed…