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The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…

Optimization and Control · Mathematics 2024-12-05 Daniel Owusu Adu , Yongxin Chen

A method is proposed to transform any analytic solution of the Bloch equation into an analytic solution of the Landau-Lifshitz-Gilbert equation. This allows for the analytical description of the dynamics of a two level system with damping.…

Quantum Physics · Physics 2010-07-26 Christian Brouder

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

Optimization and Control · Mathematics 2023-07-21 Bohan Zhou , Matthew Parno

We obtain the existence, nonexistence and multiplicity of positive solutions with prescribed mass for nonlinear Schr\"{o}dinger equations in bounded domains via a global bifurcation approach. The nonlinearities in this paper can be mass…

Analysis of PDEs · Mathematics 2024-09-17 Wei Ji

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

We introduce an inhomogeneously-nonlinear Schr{\"o}dinger lattice, featuring a defocusing segment, a focusing segment and a transitional interface between the two. We illustrate that such inhomogeneous settings present vastly different…

Pattern Formation and Solitons · Physics 2009-11-11 Debra L. Machacek , Elizabeth A. Foreman , Q. E. Hoq , P. G. Kevrekidis , A. Saxena , D. J. Frantzeskakis , A. R. Bishop

Recent advances in continuous-time optimal stopping have been driven by entropy-regularized formulations of randomized stopping problems, with most existing approaches relying on partial differential equation methods. In this paper, we…

Computational Finance · Quantitative Finance 2026-02-23 Daniel Chee , Noufel Frikha , Libo Li

The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…

Optimization and Control · Mathematics 2021-03-17 Tan H. Cao , Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

We present sufficient conditions for exact controllability of a semilinear infinite dimensional dynamical system. The system mild solution is formed by a noncompact semigroup and a nonlinear disturbance that does not need to be Lipschitz…

Functional Analysis · Mathematics 2018-04-02 Radoslaw Zawiski

We establish well-posedness for a class of systems of SDEs with non-Lipschitz coefficients in the diffusion and jump terms and with two sources of interdependence: a monotone function of all the components in the drift of each SDE and the…

Probability · Mathematics 2026-03-24 Ying Jiao , Nikolaos Kolliopoulos

We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of…

Optimization and Control · Mathematics 2020-10-28 Christian Clason , Dirk A. Lorenz , Hinrich Mahler , Benedikt Wirth

In recent years, an increasing attention has been paid to quantum heterostructures with tailored functionalities, such as heterojunctions and quantum matematerials, in which quantum dynamics of electrons can be described by the…

Numerical Analysis · Mathematics 2024-12-20 Jingrun Chen , Dingjiong Ma , Zhiwen Zhang

We indicate that the nonlinear Schr\"odinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods,…

Numerical Analysis · Mathematics 2017-04-10 Jianbo Cui , Jialin Hong , Zhihui Liu , Weien Zhou

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

Optimization and Control · Mathematics 2023-06-22 Stephan Eckstein , Marcel Nutz

In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schr\"odinger equation with additive noise, we propose a fully discrete scheme, whose spatial direction is based on spectral Galerkin method and temporal…

Numerical Analysis · Mathematics 2016-06-07 Chuchu Chen , Jialin Hong , Xu Wang

The paper studies the optimal density steering problem for nonlinear continuous-time stochastic systems. To accurately capture nonlinear dynamics in high-uncertainty regions that deviate significantly from a nominal linearization point, we…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Mattia Mosso , George Rapakoulias , Yue Guan , Panagiotis Tsiotras

The aim of this paper is to examine the large-scale behavior of dynamical optimal transport on stationary random graphs embedded in $\R^n$. Our primary contribution is a stochastic homogenization result that characterizes the effective…

Probability · Mathematics 2025-07-16 Peter Gladbach , Eva Kopfer

We adopt the integral definition of the fractional Laplace operator and analyze an optimal control problem for a fractional semilinear elliptic partial differential equation (PDE); control constraints are also considered. We establish the…

Numerical Analysis · Mathematics 2021-09-07 Enrique Otarola

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova