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We consider the strictly correlated electron (SCE) limit of the fermionic quantum many-body problem in the second-quantized formalism. This limit gives rise to a multi-marginal optimal transport (MMOT) problem. Here the marginal state space…

Optimization and Control · Mathematics 2020-09-17 Yuehaw Khoo , Lin Lin , Michael Lindsey , Lexing Ying

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Probability · Mathematics 2019-05-15 Aurélien Alfonsi , Rafaël Coyaud , Virginie Ehrlacher , Damiano Lombardi

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

Probability · Mathematics 2019-04-08 Gaoyue Guo , Jan Obloj

In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxations are used to provide outer approximation to the set of…

Optimization and Control · Mathematics 2018-08-15 Yuehaw Khoo , Lexing Ying

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

Optimization and Control · Mathematics 2023-07-21 Bohan Zhou , Matthew Parno

We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. By developing a relaxation scheme in which marginal…

Optimization and Control · Mathematics 2025-12-29 Ariel Neufeld , Qikun Xiang

In this paper, we present a numerical method, based on iterative Bregman projections, to solve the optimal transport problem with Coulomb cost. This is related to the strong interaction limit of Density Functional Theory. The first idea is…

Numerical Analysis · Mathematics 2015-05-11 Jean-David Benamou , Guillaume Carlier , Luca Nenna

We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalence forms of the multimarginal POT problem in terms of…

Machine Learning · Statistics 2022-02-25 Khang Le , Huy Nguyen , Tung Pham , Nhat Ho

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…

Optimization and Control · Mathematics 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

The aim of this paper is to present new sparsity results about the so-called Lieb functional, which is a key quantity in Density Functional Theory for electronic structure calculations of molecules. The Lieb functional was actually shown by…

Mathematical Physics · Physics 2024-06-18 Virginie Ehrlacher , Luca Nenna

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…

Optimization and Control · Mathematics 2024-12-17 Jean-David Benamou , Guillaume Chazareix , Marc Hoffmann , Grégoire Loeper , François-Xavier Vialard

We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…

Machine Learning · Statistics 2022-02-23 Tianyi Lin , Nhat Ho , Marco Cuturi , Michael I. Jordan

We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…

Optimization and Control · Mathematics 2023-12-19 Karthik Elamvazhuthi , Matt Jacobs

This paper concerns the application of techniques from optimal transport (OT) to mean field control, in which the probability measures of interest in OT correspond to empirical distributions associated with a large collection of controlled…

Optimization and Control · Mathematics 2025-06-23 Thomas Le Corre , Ana Busic , Sean Meyn

We describe a novel Godunov-type numerical method for solving the equations of resistive relativistic magnetohydrodynamics. In the proposed approach, the spatial components of both magnetic and electric fields are located at zone interfaces…

Computational Physics · Physics 2019-05-01 A. Mignone , G. Mattia , G. Bodo , L. Del Zanna

Optimal transport (OT) is a powerful tool in mathematics and data science but faces severe computational and statistical challenges in high dimensions. We propose convex relaxation approaches based on marginal and cluster moment relaxations…

Optimization and Control · Mathematics 2025-11-25 Yuehaw Khoo , Tianyun Tang

Numerical methods for solving the ideal magnetohydrodynamic (MHD) equations in more than one space dimension must either confront the challenge of controlling errors in the discrete divergence of the magnetic field, or else be faced with…

Numerical Analysis · Mathematics 2015-05-19 Christiane Helzel , James A. Rossmanith , Bertram Taetz

This paper presents consideration of the Semi-Relaxed Sinkhorn (SR-Sinkhorn) algorithm for the semi-relaxed optimal transport (SROT) problem, which relaxes one marginal constraint of the standard OT problem. For evaluation of how the…

Machine Learning · Computer Science 2022-05-30 Takumi Fukunaga , Hiroyuki Kasai

We introduce and analyze symmetric infinite-body optimal transport (OT) problems with cost function of pair potential form. We show that for a natural class of such costs, the optimizer is given by the independent product measure all of…

Mathematical Physics · Physics 2013-12-30 Codina Cotar , Gero Friesecke , Brendan Pass

We study solutions to the multi-marginal Monge-Kantorovich problem which are concentrated on several graphs over the first marginal. We first present two general conditions on the cost function which ensure, respectively, that any solution…

Optimization and Control · Mathematics 2015-07-22 Abbas Moameni , Brendan Pass
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