Related papers: A discrete Schrodinger equation via optimal transp…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
We discuss a connection (and a proper place in this framework) of the unforced and deterministically forced Burgers equation for local velocity fields of certain flows, with probabilistic solutions of the so-called Schr\"{o}dinger…
We study the transport property of Gaussian measures on Sobolev spaces of periodic functions under the dynamics of the one-dimensional cubic fractional nonlinear Schr\"{o}dinger equation. For the case of second-order dispersion or greater,…
This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…
We introduce the notion of a network's conduciveness, a probabilistically interpretable measure of how the network's structure allows it to be conducive to roaming agents, in certain conditions, from one portion of the network to another.…
We discuss the mathematical modeling and numerical discretization of transport problems on one-dimensional networks. Suitable coupling conditions are derived that guarantee conservation of mass across network junctions and dissipation of a…
This work is a continuation and extension of the note published in the Russian Math Surveys 1997 n 6. For any pair of solutions of the spectral problem for the second order selfadjoint real Schrodinger Operator on the graph their Symplectic…
We develop a new approach for the Anderson localization problem. The implementation of this method yields strong numerical evidence leading to a (surprising to many) conjecture: The two dimensional discrete random Schroedinger operator with…
We prove ballistic transport of all orders, that is, $\lVert x^m\mathrm{e}^{-\mathrm{i}tH}\psi\rVert\asymp t^m$, for the following models: the adjacency matrix on $\mathbb{Z}^d$, the Laplace operator on $\mathbb{R}^d$, periodic…
Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…
Stochastic difference equations and a stochastic partial differential equation (SPDE) are simultaneously derived for the time-dependent neutron angular density in a general three-dimensional medium where the neutron angular density is a…
We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…
A basic idea in optimal transport is that optimizers can be characterized through a geometric property of their support sets called cyclical monotonicity. In recent years, similar "monotonicity principles" have found applications in other…
We show that introducing an exponential cut-off on a suitable Sobolev norm facilitates the proof of quasi-invariance of Gaussian measures with respect to Hamiltonian PDE flows and allows us to establish the exact Jacobi formula for the…
Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this paper we construct…
We have developed a simulation system for nanoscale high-electron mobility transistors, in which the self-consistent solution of Poisson and Schr\"odinger equations is obtained with the finite element method. We solve the exact set of…
Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…
We study a simple stochastic differential equation driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some condition, we describe the laws of all solutions. This work is a…