Related papers: A differential approach to the multi-marginal Schr…
Inspired by the Boltzmann kinetics, we propose a collision-based dynamics with a Monte Carlo solution algorithm that approximates the solution of the multi-marginal optimal transport problem via randomized pairwise swapping of sample…
In this paper we study the Cauchy problem for the elliptic and non-elliptic derivative nonlinear Schr\"odinger equations in higher spatial dimensions ($n\geq 2$) and some global well-posedness results with small initial data in critical…
We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and…
An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…
We study in this paper the well-posedness and stability for two linear Schr\"odinger equations in $d$-dimensional open bounded domain under Dirichlet boundary conditions with an infinite memory. First, we establish the well-posedness in the…
We consider entropically regularized, semi-discrete versions of variational problems on the set of probability measures involving optimal transport as well as other terms. We prove that the solutions can be characterized by well-posed…
We consider an optimal transportation problem with more than two marginals. We use a family of semi-Riemannian metrics derived from the mixed, second order partial derivatives of the cost function to provide upper bounds for the dimension…
In this work we study a system of Schr\"odinger equations involving nonlinearities with quadratic growth. We establish sharp criterion concerned with the dichotomy global existence versus blow-up in finite time. Such a criterion is given in…
We consider a class of parameter-dependent optimal control problems of elliptic PDEs with constraints of general type on the control variable. Applying the concept of variational discretization, [4], together with techniques from the…
The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod…
We study the problem of identifying an optimal coupling between input-output distributional data generated by a causal dynamical system. The coupling is required to satisfy prescribed marginal distributions and a causality constraint…
This paper is about the construction of displacement interpolations on a discrete metric graph. Our approach is based on the approximation of any optimal transport problem whose cost function is a distance on a discrete graph by a sequence…
This paper focuses on multi-block optimization problems over transport polytopes, which underlie various applications including strongly correlated quantum physics and machine learning. Conventional block coordinate descent-type methods for…
In [8], some exact splittings are proposed for inhomogeneous quadratic differential equations including, for example, transport equations, kinetic equations, and Schr{\"o}dinger type equations with a rotation term. In this work, these exact…
In this work we propose a batch version of the Greenkhorn algorithm for multimarginal regularized optimal transport problems. Our framework is general enough to cover, as particular cases, some existing algorithms like Sinkhorn and…
This paper is devoted to the well-posedness of stochastic nonlinear Schr\"odinger equations in the energy space H1(Rd), which is a natural continuation of our recent work [1]. We consider both focusing and defocusing nonlinearities and…
We consider the multi-marginal optimal transport of aligning several compactly supported marginals on the Heisenberg group to minimize the total cost, which we take to be the sum of the squared Carnot-Carath\'eodory distances from the…
We consider optimal control problems for discrete-time random dynamical systems, finding unique perturbations that provoke maximal responses of statistical properties of the system. We treat systems whose transfer operator has an $L^2$…
We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising…
We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…