Related papers: Minimizing relative entropy of path measures under…
We study the potential functions that determine the optimal density for $\varepsilon$-entropically regularized optimal transport, the so-called Schr\"odinger potentials, and their convergence to the counterparts in classical optimal…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
We study the Cauchy problem of quasilinear Schr\"odinger equations, for which Kenig et al. (Invent Math, 2004; Adv Math, 2006) obtained large data local well-posedness by pseudo-differential techniques and viscosity methods, while Marzuola…
We investigate the kinetic Schr\"odinger problem, obtained considering Langevin dynamics instead of Brownian motion in Schr\"odinger's thought experiment. Under a quasilinearity assumption we establish exponential entropic turnpike…
We study the problem of maximizing R{\'e}nyi entropy of order $2$ (equivalently, minimizing the index of coincidence) over the set of joint distributions with prescribed marginals. A closed-form optimizer is known under a feasibility…
Entropic optimal transport offers a computationally tractable approximation to the classical problem. In this note, we study the approximation rate of the entropic optimal transport map (in approaching the Brenier map) when the…
This is the second part of a two-paper series studying the nonlinear Schr\"odinger equation with quasi-periodic initial data. In this paper, we focus on the quasi-periodic Cauchy problem for the derivative nonlinear Schr\"odinger equation.…
Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative…
We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…
Taking only the characteristics as absolute, in the spirit of Arnold's "Geometrical Methods in the Theory of Ordinary Differential Equations" (Springer, 1988), we give an independent of coordinates formulation of general variational entropy…
We consider the compressible Kraichnan model of turbulent advection with small molecular diffusivity and velocity field regularized at short scales to mimic the effects of viscosity. As noted in ref.[5], removing those two regularizations…
We develop a theory of regularity for continuum Schr\"odinger operators based on the Martin compactification of the complement of the essential spectrum. This theory is inspired by Stahl--Totik regularity for orthogonal polynomials, but…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
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…
The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…
We consider the problem of sampling from an unknown distribution for which only a sufficiently large number of training samples are available. In this paper, we build on previous work combining Schr\"odinger bridges and plug & play Langevin…
We adapt the statistical mechanics of the shallow-water equations to the case where the flow is forced at small scales. We assume that the statistics of forcing is encoded in a prior potential vorticity distribution which replaces the…
The scope of this paper is twofold. First, we derive rigorously a low-velocity and Galilei-covariant limit of the gravitoelectromagnetic (GEM) equations. Subsequently, these reduced GEM equations are coupled to the Schr\"odinger equation…
We study stochastic density control between Gaussian-mixture endpoint distributions under Brownian prior dynamics. Since the direct Schr\"odinger bridge between Gaussian mixtures is generally not available in closed form, we introduce a…
General extensions of an inequality due to Rogozin, concerning the essential supremum of a convolution of probability density functions on the real line, are obtained. While a weak version of the inequality is proved in the very general…