Related papers: A nonlocal free boundary problem with Wasserstein …
This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a unique coercive stable fixed point subject to general additive Markovian noise in the limit of small…
In this paper we consider the minimization of the functional \[ J[u]:=\int_\Omega |\Delta u|^2+\chi_{\{u>0\}} \] in the admissible class of functions \[ \mathcal A:= \left\{u\in W^{2, 2}(\Omega) {\mbox{ s.t. }} u-u_0\in W^{1,2}_0(\Omega)…
We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…
We study the interaction between entropy and Wasserstein distance in free probability theory. In particular, we give lower bounds for several versions of free entropy dimension along Wasserstein geodesics, as well as study their topological…
In this paper, we propose a numerical method to solve the classic $L^2$-optimal transport problem. Our algorithm is based on use of multiple shooting, in combination with a continuation procedure, to solve the boundary value problem…
Let $u$ be a solution to the normalized p-harmonic obstacle problem with $p>2$. That is, $u\in W^{1,p}(B_1(0))$, $2<p<\infty$, $u\ge 0$ and $$ \d\left( |\nabla u|^{p-2}\nabla u\right)=\chi_{\{u>0\}}\textrm{ in }B_1(0) $$ where $u(x)\ge 0$…
We study the problem of sampling from a probability distribution $\pi$ on $\rset^d$ which has a density \wrt\ the Lebesgue measure known up to a normalization factor $x \mapsto \rme^{-U(x)} / \int_{\rset^d} \rme^{-U(y)} \rmd y$. We analyze…
We study existence of probability measure valued jump-diffusions described by martingale problems. We develop a simple device that allows us to embed Wasserstein spaces and other similar spaces of probability measures into locally compact…
We construct a non-local Benamou-Brenier-type transport distance on the space of stationary point processes and analyse the induced geometry. We show that our metric is a specific variant of the transport distance recently constructed in…
We consider synthesis and analysis of probability measures using the entropy-regularized Wasserstein-2 cost and its unbiased version, the Sinkhorn divergence. The synthesis problem consists of computing the barycenter, with respect to these…
The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…
We investigate Bernoulli free boundary problems prescribing infinite jump conditions. The mathematical set-up leads to the analysis of non-differentiable minimization problems of the form $\int \left(\nabla u\cdot (A(x)\nabla u) +…
We prove the existence of a homogenization limit for solutions of appropriately formulated sequences of boundary obstacle problems for the Laplacian on $C^{1,\alpha}$ domains. Specifically, we prove that the energy minimizers $u_\epsilon$…
Inspired by Lin-Pan-Wang (Comm. Pure Appl. Math., 65(6): 833-888, 2012), we continue to study the corresponding time-independent case of the Keller-Rubinstein-Sternberg problem. To be precise, we explore the asymptotic behavior of…
The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…
We study a variety of Wasserstein distributionally robust optimization (WDRO) problems where the distributions in the ambiguity set are chosen by constraining their Wasserstein discrepancies to the empirical distribution. Using the notion…
We investigate an inflow problem for the multi-dimensional isentropic compressible Navier-Stokes equations. The fluid under consideration occupies the exterior domain of unit ball, $\Omega=\{x\in\mathbb{R}^n\,\vert\, |x|\ge 1\}$, and a…
We solve a general class of free boundary Monge-Amp\`ere equations given by \[ \det D^2u = \lambda \dfrac{f(-u)}{g(u^\star)h(\nabla u)}\chi_{\{u<0\}} \; \text{ in } \mathbb{R}^n, \quad \nabla u (\mathbb{R}^n) = P \] where $P$ is a bounded…
How much dependence is there in the prime factorization of a random integer distributed uniformly from 1 to n? How much dependence is there in the decomposition into cycles of a random permutation of n points? What is the relation between…
We use a Korevaar-style maximum principle approach to show the following: Fixing a $C^{2}$ bound on the log densities of a set of smooth measures, there is a quantifiably-sized Wasserstein neighborhood over which all pairs of such measures…