English
Related papers

Related papers: A Theory of Transfers: Duality and convolution

200 papers

We employ techniques from optimal transport in order to prove decay of transfer operators associated to iterated functions systems and expanding maps, giving rise to a new proof without requiring a Doeblin-Fortet (or Lasota-Yorke)…

Dynamical Systems · Mathematics 2015-08-25 Benoit Kloeckner , Artur Lopes , Manuel Stadlbauer

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

Probability · Mathematics 2017-08-29 Soumik Pal

In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…

Optimization and Control · Mathematics 2026-01-15 Alec Metsch

We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…

Mathematical Physics · Physics 2019-06-11 Anastasia Doikou , Simon J. A. Malham , Anke Wiese

In this article we prove the existence of a stochastic optimal transference plan for a stochastic Monge-Kantorovich problem by measurable selection theorem. A stochastic version of Kantorovich duality and the characterization of stochastic…

Probability · Mathematics 2010-02-12 Xicheng Zhang

We develop a theory of electron transport through quantum dots that are weakly coupled to ferromagnetic leads. The theory covers both the linear and nonlinear transport regime, takes non-collinear magnetization of the leads into account,…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Matthias Braun , Jürgen König , Jan Martinek

Quantum transport in a class of nonlinear extensions of the Rudner-Levitov model is numerically studied in this paper. We show that the quantization of the mean displacement, which embodies the quantum coherence and the topological…

Quantum Physics · Physics 2022-05-25 Lei Du , Jin-Hui Wu , M. Artoni , G. C. La Rocca

The time process of transport on randomly evolving trees is investigated. By introducing the notions of living and dead nodes a model of random tree evolution is constructed which describes the spreading in time of objects corresponding to…

Statistical Mechanics · Physics 2009-11-11 L. Pal

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

It is proposed two models describing transport and absorbtion processes that occur in nanoscale fragments of electrical circuits, pulled adsorbed molecules, atomic or molecular chains connecting electrodes. Discrete chain model of a…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 V. N. Evteev , M. V. Moiseenko , E. V. Zhuravel , E. Ya. Glushko

We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier. Our extension allows optimal transfer of unnormalized and unequal masses. We…

Optimization and Control · Mathematics 2019-10-23 Wilfrid Gangbo , Wuchen Li , Stanley Osher , Michael Puthawala

The Reynolds transport theorem provides a generalized conservation law for the transport of a conserved quantity by fluid flow through a continuous connected control volume. It is close connected to the Liouville equation for the…

Fluid Dynamics · Physics 2020-11-25 Robert K. Niven , Laurent Cordier , Eurika Kaiser , Michael Schlegel , Bernd R. Noack

We discuss two variations of Edwards' duality theorem. More precisely, we prove one version of the theorem for cones not necessarily containing all constant functions. In particular, we allow the functions in the cone to have a non-empty…

Complex Variables · Mathematics 2023-09-25 Mårten Nilsson , Frank Wikström

The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…

Quantum Physics · Physics 2020-06-09 Maurice Godart

The martingale optimal transport aims to optimally transfer a probability measure to another along the class of martingales. This problem is mainly motivated by the robust superhedging of exotic derivatives in financial mathematics, which…

Probability · Mathematics 2016-08-04 Gaoyue Guo , Xiaolu Tan , Nizar Touzi

We investigate the martingale Schr\"odinger bridge, recently introduced by Nutz and Wiesel as a distinguished martingale transport plan between two probability measures in convex order. We show that this construction extends naturally to…

Probability · Mathematics 2026-05-14 Julio Backhoff , Mathias Beiglböck , Giorgia Bifronte , Armand Ley

We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…

Combinatorics · Mathematics 2021-08-17 Adam W. Marcus

We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coefficients which allow us to characterize transport problems in a gradient flow setting, and form the basis of our…

Probability · Mathematics 2016-02-23 Erwan Hillion , Oliver Johnson

This work is devoted to direct mass transportation proofs of families of functional inequalities in the context of one-dimensional free probability, avoiding random matrix approximation. The inequalities include the free form of the…

Functional Analysis · Mathematics 2009-03-24 Michel Ledoux , Ionel Popescu

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

Probability · Mathematics 2013-10-04 Xiaolu Tan , Nizar Touzi