Related papers: Numerical Solution of Monge-Kantorovich Equations …
In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space $(W, H,\mu)$, where $H$ is Cameron-Martin space and $\mu$ is the Gaussian measure. We study the regularity of optimal transport…
In this paper we solve a L\'evy driven linear stochastic first order partial differential equation (transport equation) understood in the canonical (Marcus) form. The solution can be obtained with the help of the method of stochastic…
Paper presents a new solver for numerical solution of the Boltzmann kinetic equation with Shakhov model collision integral (S-model) for arbitrary spatial domains. Numerical method utilizes Tensor-Train decomposition, which allows to reduce…
This article introduces a representation of dynamic meshes, adapted to some numerical simulations that require controlling the volume of objects with free boundaries, such as incompressible fluid simulation, some astrophysical simulations…
In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…
We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…
A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the statistical independence between two sets of random variables:…
We present a numerical method for solving the Monge-Ampere equation based on the characterization of the solution of the Dirichlet problem as the minimizer of a convex functional of the gradient and under convexity and nonlinear…
We consider optimal transport problems where the cost for transporting a given probability measure $\mu_0$ to another one $\mu_1$ consists of two parts: the first one measures the transportation from $\mu_0$ to an intermediate (pivot)…
Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…
For a family of probability spaces $\{(X_k,\mathcal{B}_{X_k},\mu_k)\}_{k=1}^N$ and a cost function $c: X_1\times\cdots\times X_N\to \mathbb{R}$ we consider the Monge-Kantorovich problem \begin{align*}\tag{MK}\label{MONKANT}…
We consider the following variant of the Monge-Kantorovich transportation problem. Let S be a finite set of point sites in d dimensions. A bounded set C in d-dimensional space is to be distributed among the sites p in S such that (i) each p…
This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…
We present a registration method for model reduction of parametric partial differential equations with dominating advection effects and moving features. Registration refers to the use of a parameter-dependent mapping to make the set of…
Monge--Amp\`ere equation plays an important part in Analysis. For example, it is instrumental in mass transport problems. On the other hand, the Bellman function technique appeared recently as a way to consider certain Harmonic Analysis…
This work originates from a heart's images tracking which is to generate an apparent continuous motion, observable through intensity variation from one starting image to an ending one both supposed segmented. Given two images p0 and p1, we…
We study a rather general class of optimal "ballistic" transport problems for matrix-valued measures. These problems naturally arise, in the spirit of \emph{Y. Brenier. Comm. Math. Phys. (2018) 364(2) 579-605}, from a certain dual…
We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t)…
The dual attainment of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:\XY…
We prove existence and uniqueness results for solutions to a class of optimal transportation problems with infinitely many marginals, supported on the real line. We also provide a characterization of the solution with an explicit formula.…