Related papers: Regularity of the Schr{\"o}dinger cost
We discuss a connection (and a proper place in this framework) of the unforced and deterministically forced Burgers equation for local velocity fields of certain flows, with probabilistic solutions of the so-called Schr\"{o}dinger…
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 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…
The Cauchy problem for the derivative nonlinear Schr\"odinger equation with periodic boundary condition is considered. Local well-posedness for periodic initial data u_0 in the space ^H^s_r, defined by the norms ||u_0||_{^H^s_r}=||<xi>^s…
We consider the logarithmic Schr{\"o}dinger equation, in various geometric settings. We show that the flow map can be uniquely extended from H^1 to L^2 , and that this extension is Lipschitz continuous. Moreover, we prove the regularity of…
Regularization by the Shannon entropy enables us to efficiently and approximately solve optimal transport problems on a finite set. This paper is concerned with regularized optimal transport problems via Bregman divergence. We introduce the…
In this paper, we explore quantitative stability of multi-marginal Schr\"odinger bridges with respect to the marginal constraints. We focus on the case where the number of marginal constraints is large (i.e. ``many-marginals"). When this…
We consider the mass-supercritical, defocusing, nonlinear Schr{\"o}dinger equation. We prove loss of regularity in arbitrarily short times for regularized initial data belonging to a dense set of any fixed Sobolev space for which the…
We study the mean field Schr\"odinger problem (MFSP), that is the problem of finding the most likely evolution of a cloud of interacting Brownian particles conditionally on the observation of their initial and final configuration. Its…
An universal exact description of kinetics of open quantum systems in terms of random wave functions and stochastic Schr\"{o}dinger equation is suggested. It is shown that evolution of random quantum states of an open system is unitary on…
In 2012, Pflug and Pichler proved, under regularity assumptions, that the value function in Multistage Stochastic Programming (MSP) is Lipschitz continuous w.r.t. the Nested Distance, which is a distance between scenario trees (or discrete…
We compute exact second-order asymptotics for the cost of an optimal solution to the entropic optimal transport problem in the continuous-to-discrete, or semi-discrete, setting. In contrast to the discrete-discrete or continuous-continuous…
The aim of this article is to show that the Monge-Kantorovich problem is the limit of a sequence of entropy minimization problems when a fluctuation parameter tends down to zero. We prove the convergence of the entropic values to the…
We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…
Real continuous submodular functions, as a generalization of the corresponding discrete notion to the continuous domain, gained considerable attention recently. The analog notion for entropy functions requires additional properties: a real…
We are mainly interested in extending the known results on ob-servability inequalities and stabilization for the Schr{\"o}dinger equation to the magnetic Schr{\"o}dinger equation. That is in presence of a magnetic potential. We establish…
We study the regularity properties of the minimisers of entropic optimal transport providing a natural analogue of the $\varepsilon$-regularity theory of quadratic optimal transport in the entropic setting. More precisely, we show that if…
In the present paper we establish the solvability of the Regularity boundary value problem in domains with (flat and Lipschitz) lower dimensional boundaries for operators whose coefficients exhibit small oscillations analogous to the…
In this paper, we study the regularity of optimal mappings in Monge's mass transfer problem. Using the approximation to Monge's cost function given by the Euclidean distance c(x,y)=dist(x,y) through the costs…
The so-called JKO scheme, named after Jordan, Kinderlehrer and Otto, provides a variational way to construct discrete time approximations of certain partial differential equations (PDEs) appearing as gradient flows in the space of…