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Diffusion Models (DMs) have achieved remarkable progress in generative modeling. However, the mismatch between the forward terminal distribution and reverse initial distribution introduces prior error, leading to deviations of sampling…

Machine Learning · Computer Science 2026-02-06 Zhanpeng Wang , Shenghao Li , Jiameng Che , Chen Wang , Shangling Jui , Na Lei , Zhongxuan Luo

We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…

Optimization and Control · Mathematics 2016-09-13 Masahiko Egami , Tadao Oryu

This paper presents an adaptive online distributed optimal control approach that is applicable to optimal planning for very-large-scale robotics systems in highly uncertain environments. This approach is developed based on the optimal mass…

Multiagent Systems · Computer Science 2020-03-17 Pingping Zhu , Chang Liu , Silvia Ferrari

This article studies unbalanced optimal transport (UOT) and its dynamical extension, unbalanced density control (UDC), for a class of constrained discrete-time linear systems. UOT compares measures with unequal total mass by balancing…

Optimization and Control · Mathematics 2026-05-08 Haruto Nakashima , Siddhartha Ganguly , Kenji Kashima

We introduce a new variant of the weak optimal transport problem where mass is distributed from one space to the other through unnormalized kernels. We give sufficient conditions for primal attainment and prove a dual formula for this…

Functional Analysis · Mathematics 2024-04-22 Philippe Choné , Nathael Gozlan , Francis Kramarz

In this paper, we prove that the time supremum of the Wasserstein distance between the time-marginals of a uniformly elliptic multidimensional diffusion with coefficients bounded together with their derivatives up to the order $2$ in the…

Probability · Mathematics 2015-03-20 Aurélien Alfonsi , Benjamin Jourdain , Arturo Kohatsu-Higa

In this paper we study a system of advection-diffusion equations in a bulk domain coupled to an advection-diffusion equation on an embedded surface. Such systems of coupled partial differential equations arise in, for example, the modeling…

Numerical Analysis · Mathematics 2014-12-09 Sven Gross , Maxim A. Olshanskii , Arnold Reusken

Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…

Optimization and Control · Mathematics 2025-07-29 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

We consider a parabolic-elliptic type of Keller-Segel equations with generalized diffusion and logistic source under homogeneous Neumann-Neumann boundary conditions. We construct bounded weak solutions globally in time in an unbalanced…

Analysis of PDEs · Mathematics 2025-01-10 Kyungkeun Kang , Hwa Kil Kim , Geuntaek Seo

We consider the bilinear optimal control of an advection-reaction-diffusion system, where the control arises as the velocity field in the advection term. Such a problem is generally challenging from both theoretical analysis and algorithmic…

Optimization and Control · Mathematics 2021-01-08 Roland Glowinski , Yongcun Song , Xiaoming Yuan , Hangrui Yue

Optimal transport (OT) is a powerful framework to compare probability measures, a fundamental task in many statistical and machine learning problems. Substantial advances have been made in designing OT variants which are either…

Machine Learning · Computer Science 2025-02-04 Clément Bonet , Kimia Nadjahi , Thibault Séjourné , Kilian Fatras , Nicolas Courty

Joint distribution matching (JDM) problem, which aims to learn bidirectional mappings to match joint distributions of two domains, occurs in many machine learning and computer vision applications. This problem, however, is very difficult…

Computer Vision and Pattern Recognition · Computer Science 2020-03-03 JieZhang Cao , Langyuan Mo , Qing Du , Yong Guo , Peilin Zhao , Junzhou Huang , Mingkui Tan

A common wisdom posits that transports of conserved quantities across clean nonintegrable quantum systems at high temperatures are diffusive when probed from the emergent hydrodynamic regime. We show that this empirical paradigm may alter…

Strongly Correlated Electrons · Physics 2024-09-20 Chun Chen , Yan Chen , Xiaoqun Wang

The dynamical formulation of the optimal transport can be extended through various choices of the underlying geometry (kinetic energy), and the regularization of density paths (potential energy). These combinations yield different…

Machine Learning · Computer Science 2024-07-04 Kirill Neklyudov , Rob Brekelmans , Alexander Tong , Lazar Atanackovic , Qiang Liu , Alireza Makhzani

Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a…

Multiagent Systems · Computer Science 2023-07-19 Jie Chen , Cédric Richard , Ali. H. Sayed

This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…

Analysis of PDEs · Mathematics 2022-05-02 Matthias Erbar , Dominik Forkert , Jan Maas , Delio Mugnolo

This article presents a new class of distances between arbitrary nonnegative Radon measures inspired by optimal transport. These distances are defined by two equivalent alternative formulations: (i) a dynamic formulation defining the…

Optimization and Control · Mathematics 2019-02-12 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

We study a reaction-diffusion-convection problem with nonlinear drift posed in a domain with periodically arranged obstacles. The non-linearity in the drift is linked to the hydrodynamic limit of a totally asymmetric simple exclusion…

Analysis of PDEs · Mathematics 2022-04-05 Vishnu Raveendran , Emilio N. M. Cirillo , Adrian Muntean

This paper treats the solvability of a semilinear reaction-diffusion system, which incorporates transport (diffusion) and reaction effects emerging from two separated spatial scales: $x$ - macro and $y$ - micro. The system's origin connects…

Analysis of PDEs · Mathematics 2012-02-10 Tasnim Fatima , Adrian Muntean , Toyohiko Aiki

In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through $\phi$-divergences and Wasserstein distances, respectively. While the former focuses on ambiguity in…

Optimization and Control · Mathematics 2025-12-22 Jose Blanchet , Daniel Kuhn , Jiajin Li , Bahar Taskesen