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We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…

Numerical Analysis · Mathematics 2024-01-29 Maximiliano Frungillo

In this paper we continue the analysis of the two-scale method for the Monge-Amp\`ere equation for dimension $d \geq 2$ introduced in [10]. We prove continuous dependence of discrete solutions on data that in turn hinges on a discrete…

Numerical Analysis · Mathematics 2018-04-16 Ricardo H. Nochetto , Dimitrios Ntogkas , Wujun Zhang

Conservation laws in the form of elliptic and parabolic partial differential equations (PDEs) are fundamental to the modeling of many problems such as heat transfer and flow in porous media. Many of such PDEs are stochastic due to the…

Computational Physics · Physics 2018-11-19 Amir H. Delgoshaie , Peter W. Glynn , Patrick Jenny , Hamdi A. Tchelepi

A method is proposed for a self-consistent evaluation of the coupling constant in the Gross-Pitaevskii equation without involving a pseudopotential replacement. A renormalization of the coupling constant occurs due to medium effects and the…

Statistical Mechanics · Physics 2007-05-23 A. Yu. Cherny , J. Brand

Gap solitons near a band edge of a spatially periodic nonlinear PDE can be formally approximated by solutions of Coupled Mode Equations (CMEs). Here we study this approximation for the case of the 2D Periodic Nonlinear Schr\"{o}dinger /…

Pattern Formation and Solitons · Physics 2015-05-13 Tomáš Dohnal , Hannes Uecker

The continuum-scale electrokinetic porous-media flow and excess charge redistribution equations are uncoupled using eigenvalue decomposition. The uncoupling results in a pair of independent diffusion equations for "intermediate" potentials…

Computational Physics · Physics 2020-09-01 Kristopher L. Kuhlman , Bwalya Malama

The multistsochastic Monge--Kantorovich problem on the product $X = \prod_{i=1}^n X_i$ of $n$ spaces is a generalization of the multimarginal Monge--Kantorovich problem. For a given integer number $1 \le k<n$ we consider the minimization…

Functional Analysis · Mathematics 2020-08-19 Nikita A. Gladkov , Alexander V. Kolesnikov , Alexander P. Zimin

We present three alternative derivations of the method of characteristics (MOC) for a second order nonlinear hyperbolic partial differential equation. The MOC gives rise to two mutually coupled systems of ordinary differential equations. As…

In this paper, we provide a new PDE proof for the celebrated Borell--Brascamp--Lieb inequality. Our approach reveals a deep connection between the Borell--Brascamp--Lieb inequality and properties of diffusion equations of porous medium type…

Analysis of PDEs · Mathematics 2024-05-28 Kazuhiro Ishige , Qing Liu , Paolo Salani

This paper discusses several techniques which may be used for applying the coupling method to solutions of stochastic differential equations (SDEs). They all work in dimension $d\ge 1$, although, in $d=1$ the most natural way is to use…

Probability · Mathematics 2021-06-30 Alexander Veretennikov

We prove an inequality on the Kantorovich-Rubinstein distance --which can be seen as a particular case of a Wasserstein metric-- between two solutions of the spatially homogeneous Boltzmann equation without angular cutoff, but with a…

Analysis of PDEs · Mathematics 2010-02-02 Nicolas Fournier , Clément Mouhot

The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…

Probability · Mathematics 2013-08-02 Christian Léonard

This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…

Analysis of PDEs · Mathematics 2021-02-09 Dohyun Kwon , Alpár Richárd Mészáros

An approximate perturbed direct homotopy reduction method is proposed and applied to two perturbed modified Korteweg-de Vries (mKdV) equations with fourth order dispersion and second order dissipation. The similarity reduction equations are…

Pattern Formation and Solitons · Physics 2009-11-13 Xiaoyu Jiao , Ruoxia Yao , S. Y. Lou

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

Graphics · Computer Science 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

We study a second-order parabolic equation with divergence form elliptic operator, having piecewise constant diffusion coefficients with two points of discontinuity. Such partial differential equations appear in the modelization of…

Probability · Mathematics 2013-12-31 Zhen-Qing Chen , Mounir Zili

Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…

Computational Engineering, Finance, and Science · Computer Science 2022-05-09 Damyn M Chipman

We consider two variational evolution problems related to Monge-Kantorovich mass transfer. These problems provide models for collapsing sandpiles and for compression molding. We prove the following connection between these problems and…

Analysis of PDEs · Mathematics 2007-05-23 Mikhail Feldman

In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…

Numerical Analysis · Mathematics 2007-05-23 Mario Annunziato

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)…

Optimization and Control · Mathematics 2025-02-05 Giuseppe Buttazzo , Guillaume Carlier , Katharina Eichinger