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Over the past few years, numerous computational models have been developed to solve Optimal Transport (OT) in a stochastic setting, where distributions are represented by samples and where the goal is to find the closest map to the ground…

Statistics Theory · Mathematics 2023-02-01 Adrien Vacher , François-Xavier Vialard

Boltzmann transport equation (BTE) is an ideal tool to describe the multiscale phonon transport phenomena, which are critical to applications like microelectronics cooling. Numerically solving phonon BTE is extremely computationally…

Computational Physics · Physics 2021-03-18 Ruiyang Li , Eungkyu Lee , Tengfei Luo

Recent advances in deep learning for solving partial differential equations (PDEs) have introduced physics-informed neural networks (PINNs), which integrate machine learning with physical laws. Physics-informed convolutional neural networks…

Computational Engineering, Finance, and Science · Computer Science 2025-11-11 Wanyun Zhou , Haoze Song , Xiaowen Chu

This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…

Computational Finance · Quantitative Finance 2026-04-21 Sri Sairam Gautam B

Estimating optimal transport (OT) maps (a.k.a. Monge maps) between two measures $P$ and $Q$ is a problem fraught with computational and statistical challenges. A promising approach lies in using the dual potential functions obtained when…

Optimization and Control · Mathematics 2022-06-20 Aram-Alexandre Pooladian , Marco Cuturi , Jonathan Niles-Weed

In several applications, including imaging of deformable objects while in motion, simultaneous localization and mapping, and unlabeled sensing, we encounter the problem of recovering a signal that is measured subject to unknown…

Information Theory · Computer Science 2021-03-15 Yanting Ma , Petros T. Boufounos , Hassan Mansour , Shuchin Aeron

Physics-informed neural networks (PINNs) have emerged as a promising numerical method based on deep learning for modeling boundary value problems, showcasing promising results in various fields. In this work, we use PINNs to discretize…

Computational Physics · Physics 2024-06-10 Michel Nohra , Steven Dufour

Predicting traffic conditions has been recently explored as a way to relieve traffic congestion. Several pioneering approaches have been proposed based on traffic observations of the target location as well as its adjacent regions, but they…

Artificial Intelligence · Computer Science 2023-08-22 Xingyi Cheng , Ruiqing Zhang , Jie Zhou , Wei Xu

Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…

Machine Learning · Statistics 2021-12-03 Quang Huy Tran , Hicham Janati , Ievgen Redko , Rémi Flamary , Nicolas Courty

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

Numerical Analysis · Mathematics 2022-10-31 Gang Bao , Yixuan Zhang

In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…

Optimization and Control · Mathematics 2023-07-12 Stefano Cipolla , Jacek Gondzio , Filippo Zanetti

We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…

Optimization and Control · Mathematics 2025-08-11 Ricardo Baptista , Panagiota Birmpa , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang

Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

Optimal transport is a powerful framework for the efficient allocation of resources between sources and targets. However, traditional models often struggle to scale effectively in the presence of large and heterogeneous populations. In this…

Artificial Intelligence · Computer Science 2024-11-13 Navpreet Kaur , Juntao Chen , Yingdong Lu

We propose dynamical optimal transport (OT) problems constrained in a parameterized probability subset. In application problems such as deep learning, the probability distribution is often generated by a parameterized mapping function. In…

Optimization and Control · Mathematics 2018-09-12 Wuchen Li , Stanley Osher

Optimal transport has found numerous applications across data science, many of which require differentiating the optimal transport map with respect to the underlying probability densities in the Fr\'echet sense. In this work, we show that…

Analysis of PDEs · Mathematics 2025-12-01 Alberto González-Sanz , Shunan Sheng

Standard representational similarity methods align each layer of a network to its best match in another independently, producing asymmetric results, lacking a global alignment score, and struggling with networks of different depths. These…

Machine Learning · Computer Science 2026-04-23 Shaan Shah , Meenakshi Khosla

Physics-informed neural networks (PINNs) effectively embed physical principles into machine learning, but often struggle with complex or alternating geometries. We propose a novel method for integrating geometric transformations within…

Machine Learning · Computer Science 2023-11-30 Samuel Burbulla

The time-fractional optimal transport (OT) and mean-field planning (MFP) models are developed to describe the anomalous transport of the agents in a heterogeneous environment such that their densities are transported from the initial…

Optimization and Control · Mathematics 2023-09-06 Yiqun Li , Hong Wang , Wuchen Li

Finding optimal trajectories for multiple traffic demands in a congested network is a challenging task. Optimal transport theory is a principled approach that has been used successfully to study various transportation problems. Its usage is…

Physics and Society · Physics 2024-10-10 Abdullahi Adinoyi Ibrahim , Michael Muehlebach , Caterina De Bacco