Related papers: A PDE approach to a 2-dimensional matching problem
The quadratically regularized optimal transport problem is empirically known to have sparse solutions: its optimal coupling $\pi_{\varepsilon}$ has sparse support for small regularization parameter $\varepsilon$, in contrast to entropic…
We prove that the rescaled costs of partial match queries in a random two-dimensional quadtree converge almost surely towards a random limit which is identified as the terminal value of a martingale. Our approach shares many similarities…
We propose and analyze asymptotic proximal point (APP) methods to find the global minimizer for a class of nonconvex, nonsmooth, or even discontinuous multiple minima functions. The method is based on an asymptotic representation of…
We consider the problem of finding a maximum size triangle-free $2$-matching in a graph $G=(V,E)$. A (simple) $2$-matching is any subset of the edges such that each vertex is incident to at most two edges from the subset. The first…
We give a necessary and sufficient condition on the cost function so that the map solution of Monge's optimal transportation problem is continuous for arbitrary smooth positive data. This condition was first introduced by Ma, Trudinger and…
We investigate higher-order asymptotic symmetries for a $p$-form gauge field in $(p + 2)$-dimensional Minkowski spacetime, where Hodge duality with a scalar holds. Employing symplectic renormalization, we identify $N + 1$ independent…
We investigate the asymptotical behaviour of the transition probabilities of the simple random walk on the 2-comb. In particular we obtain space-time uniform asymptotical estimates which show the lack of symmetry of this walk better than…
The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…
We study the asymptotics of complete Kaehler-Einstein metrics on strictly pseudoconvex domains in C^n and derive a convergence theorem for solutions to the corresponding Monge-Ampere equation. If only a portion of the boundary is analytic,…
This paper studies the problem of identifying directions of axial symmetry in multivariate distributions. Theoretical results are derived on how the measure or cardinality of the set of symmetry directions relates to spherical symmetry. The…
We give a new global presentation of our results on the asymptotic behavior of an iteration. This paper brings many improvements and corrections to our previous preprints on the subject. Among the applications, we use new methods to compute…
We propose the use of two point Pade approximants to find expressions valid uniformly in coupling constant for theories with both weak and strong coupling expansions. In particular, one can use these approximants in models with a…
We introduce novel a posteriori error indicators for a nonlinear least-squares solver for smooth solutions of the Monge--Amp\`ere equation on convex polygonal domains in $\mathbb{R}^2$. At each iteration, our iterative scheme decouples the…
Asymptotics of the variances of many cost measures in random digital search trees are often notoriously messy and involved to obtain. A new approach is proposed to facilitate such an analysis for several shape parameters on random symmetric…
In this paper, we discuss a simple yet robust PDE method for evaluating path-dependent Asian-style options using the non-oscillatory forward-in-time second-order MPDATA finite-difference scheme. The valuation methodology involves casting…
We present how a probabilistic model can describe the asymptotic behaviour of the iterations, especially for ODE with an approach of the Poincar\'e-Bendixon's problem in $\mathbb{R}^d$. On pr\'esente un mod\`ele probabiliste pour d\'ecrire…
Repeatedly solving the parameterized optimal mass transport (pOMT) problem is a frequent task in applications such as image registration and adaptive grid generation. It is thus critical to develop a highly efficient reduced solver that is…
We study the Monge and Kantorovich transportation problems on $\mathbb{R}^{\infty}$ within the class of exchangeable measures. With the help of the de Finetti decomposition theorem the problem is reduced to an unconstrained optimal…
In this note, we are concerned with the asymptotic approximation of a class of double integrals which can be represented as an angular spectrum superposition. These double integrals typically appear in electromagnetic scattering problems.…
We consider the Monge-Kantorovich problem between two random measuress. More precisely, given probability measures $\mathbb{P}_1,\mathbb{P}_2\in\mathcal{P}(\mathcal{P}(M))$ on the space $\mathcal{P}(M)$ of probability measures on a smooth…