Related papers: Partial differential equations with quadratic nonl…
The paper considers existence of spatially regular solutions for a class of linear Boltzmann transport equations. The related transport problem is an (initial) inflow boundary value problem. This problem is characteristic with variable…
We consider the (barotropic) Euler system describing the motion of a compressible inviscid fluid driven by a stochastic forcing. Adapting the method of convex integration we show that the initial value problem is ill-posed in the class of…
It is well known that the quadratic-cost optimal transportation problem is formally equivalent to the second boundary value problem for the Monge-Amp\`ere equation. Viscosity solutions are a powerful tool for analysing and approximating…
We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…
We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…
Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…
The paper considers existence results of solution for a linear coupled system of Boltzmann transport equations and related inverse problem. The system models the evolution of three species of particles, photons, electrons and positrons.…
A quadratic optimal transport metric on the set of probability measure over $\R^2$ is introduced. The quadratic cost is given by the euclidean norm on $\R^2$ associated to some well chosen symmetric positive matrix, which makes the metric…
We derive explicit pointwise bounds for the spatial derivative $\left| \frac{\partial V}{\partial x} \right|$ of solutions to linear parabolic PDEs with Neumann boundary conditions. The bound is fully explicit in the sense that it depends…
Optimal transportation problem seeks for a coupling $\pi$ of two probability measures $\mu$ and $\nu$ which minimize the total cost $\int c d\pi$, which is linear in $\pi$. In this paper, we introduce a variation of optimal transportation…
The paper considers a class of linear Boltzmann transport equations which models a charged particle transport. The equation is an approximation of the original exact transport equation which involves hyper-singular integrals in their…
In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…
We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…
The dual problem of optimal transportation in Lorentz-Finsler geometry is studied. It is shown that in general no solution exists even in the presence of an optimal coupling. Under natural assumptions dual solutions are established. It is…
Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifting of path-dependent SDEs. We investigate existence of…
This article details a general numerical framework to approximate so-lutions to linear programs related to optimal transport. The general idea is to introduce an entropic regularization of the initial linear program. This regularized…
We face the well-posedness of linear transport Cauchy problems $$\begin{cases}\dfrac{\partial u}{\partial t} + b\cdot\nabla u + c\,u = f&(0,T)\times{\mathbb R}^n\\u(0,\cdot)=u_0\in L^\infty&{\mathbb R}^n\end{cases}$$ under borderline…
In this work we study linear Maxwell equations with time- and space-dependent matrix-valued permittivity and permeability on domains with a perfectly conducting boundary. This leads to an initial boundary value problem for a first order…