Related papers: Generalized incompressible flows, multi-marginal t…
We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…
Correctly estimating the discrepancy between two data distributions has always been an important task in Machine Learning. Recently, Cuturi proposed the Sinkhorn distance which makes use of an approximate Optimal Transport cost between two…
This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…
We propose a discrete time formulation of the semi-martingale optimal transport problem based on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by [17],…
We propose a procedure for estimating the Schr\"odinger bridge between two probability distributions. Unlike existing approaches, our method does not require iteratively simulating forward and backward diffusions or training neural networks…
Recently the second and third author developed an iterative scheme for obtaining rough solutions of the 3D incompressible Euler equations in H\"older spaces (arXiv:1202.1751 and arXiv:1205.3626 (2012)). The motivation comes from Onsager's…
Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…
Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…
We study the motion of isentropic gas in nozzles. This is a major subject in fluid dynamics. In fact, the nozzle is utilized to increase the thrust of rocket engines. Moreover, the nozzle flow is closely related to astrophysics. These…
We study Brenier's variational models for incompressible Euler equations. These models give rise to a relaxation of the Arnold distance in the space of measure-preserving maps and, more generally, measure-preserving plans. We analyze the…
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…
We propose an efficient semi-Lagrangian method for solving the two-dimensional incompressible Euler equations with high precision on a coarse grid. The new approach evolves the flow map using the gradient-augmented level set method (GALSM).…
We establish the stability of solutions to the entropically regularized optimal transport problem with respect to the marginals and the cost function. The result is based on the geometric notion of cyclical invariance and inspired by the…
In this paper we prove optimal error estimates for {solutions with natural regularity} of the equations describing the unsteady motion of incompressible shear-thinning fluids. We consider a full space-time semi-implicit scheme for the…
We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the…
The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…
We study the entropic regularization of the optimal transport problem in dimension 1 when the cost function is the distance c(x, y) = |y -- x|. The selected plan at the limit is, among those which are optimal for the non-penalized problem,…
We study the regularity properties of the minimisers of entropic optimal transport providing a natural analogue of the $\varepsilon$-regularity theory of quadratic optimal transport in the entropic setting. More precisely, we show that if…
In 1966, Arnold [1] showed that the Lagrangian flow of ideal incompressible fluids (described by Euler equations) coincide with the geodesic flow on the manifold of volume preserving diffeomorphisms of the fluid domain. Arnold's proof and…
This work gathers new results concerning the semi-geostrophic equations: existence and stability of measure valued solutions, existence and uniqueness of solutions under certain continuity conditions for the density, convergence to the…