Related papers: Minimizing relative entropy of path measures under…
The \emph{Schr\"odinger problem} is obtained by replacing the mean square distance with the relative entropy in the Monge-Kantorovich problem. It was first addressed by Schr\"odinger as the problem of describing the most likely evolution of…
Motivated by modern machine learning applications where we only have access to empirical measures constructed from finite samples, we relax the marginal constraints of the classical Schr\"odinger bridge problem by penalizing the transport…
We study the reducibility of a Linear Schr\"odinger equation subject to a small unbounded almost-periodic perturbation which is analytic in time and space. Under appropriate assumptions on the smallness, analiticity and on the frequency of…
We consider the physically relevant fully compressible setting of the Rayleigh Benard problem of a fluid confined between two parallel plates, heated from the bottom, and subjected to the gravitational force. Under suitable restrictions…
In this work, we study a discrete Schr\"odinger bridge problem with partial marginal observations. A main difficulty compared to the classical Schr\"odinger bridge formulation is that our problem is not strictly convex and standard…
This paper is dedicated to the study of both viscous compressible barotropic fluids and Navier-Stokes equation with dependent density, when the viscosity coefficients are variable, in dimension $d\geq2$. We aim at proving the local and…
Convergence and stability results for the inverse Born series [Moskow and Schotland, Inverse Problems, 24:065005, 2008] are generalized to mappings between Banach spaces. We show that by restarting the inverse Born series one obtains a…
Stochastic flows of an advective-diffusive nature are ubiquitous in physical sciences. Of particular interest is the problem to reconcile observed marginal distributions with a given prior posed by E. Schrodinger in 1932/32 and known as the…
Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…
The Lambert problem originated in orbital mechanics. It concerns with determining the initial velocity for a boundary value problem involving the dynamical constraint due to gravitational potential with additional time horizon and endpoint…
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…
We present a new approach for search of coexisting classes of localised modes admitted by the repulsive (defocusing) scalar or vector nonlinear Schr\"odinger-type equations. The approach is based on the observation that generic solutions of…
There are several ways to measure the compressibility of a random measure; they include general approaches such as using the rate-distortion curve, as well as more specific notions, such as the Renyi information dimension (RID). The RID…
We study the Schr\"odinger bridge problem when the endpoint distributions are available only through samples. Classical computational approaches estimate Schr\"odinger potentials via Sinkhorn iterations on empirical measures and then…
Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…
The motion of a particle is studied in a random space-time. It is assumed that the velocity is small enough for the non-relativistic approximation to be valid. The randomness of the metric induces a diffusion in coordinate space. Hence it…
The problem of reconciling a prior probability law on paths with data was introduced by E. Schr\"odinger in 1931/32. It represents an early formulation of a maximum likelihood problem. This specific formulation can also be seen as the…
We study the relativistic version of Schr\"odinger equation for a point particle in 1-d with potential of the first derivative of the delta function. The momentum cutoff regularization is used to study the bound state and scattering states.…
In the early 1930's, Erwin Schroedinger, motivated by his quest for a more classical formulation of quantum mechanics, posed a large deviation problem for a cloud of independent Brownian particles. He showed that the solution to the problem…
We consider the 1d nonlinear Schr\"odinger equation (NLS) on the torus with initial data distributed according to the Gaussian measure with covariance operator $(1 - \Delta)^{-s}$, where $\Delta$ is the Laplace operator. We prove that the…