Related papers: A Convergent Finite Difference Method for Optimal …
The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…
The question of which costs admit unique optimizers in the Monge-Kantorovich problem of optimal transportation between arbitrary probability densities is investigated. For smooth costs and densities on compact manifolds, the only known…
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…
The elliptic Monge-Amp\`ere equation is a fully nonlinear Partial Differential Equation that originated in geometric surface theory and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image…
In this work, we apply two meshless methods for the numerical solution of the time-dependent transport equation defined on the sphere in spherical coordinates. The first technique, which was introduced by Mirzaei (BIT Numerical Mathematics,…
In wave propagation problems, finite difference methods implemented on staggered grids are commonly used to avoid checkerboard patterns and to improve accuracy in the approximation of short-wavelength components of the solutions. In this…
Given a smooth Riemannian manifold $(M,g)$, compact and without boundary, we analyze the dynamical optimal mass transport problem where the cost is given by the sum of the kinetic energy and the relative entropy with respect to a reference…
We consider a class of structured fractional minimization problems, in which the numerator part of the objective is the sum of a differentiable convex function and a convex non-smooth function, while the denominator part is a convex or…
Fitted finite element methods are constructed for a singularly perturbed convection-diffusion problem in two space dimensions. Exponential splines as basis functions are combined with Shishkin meshes to obtain a stable parameter-uniform…
We give a new and constructive proof of the existence of global-in-time weak solutions of the 3-dimensional incompressible semi-geostrophic equations (SG) in geostrophic coordinates, for arbitrary initial measures with compact support. This…
In this paper we study a system of advection-diffusion equations in a bulk domain coupled to an advection-diffusion equation on an embedded surface. Such systems of coupled partial differential equations arise in, for example, the modeling…
In order to circumvent the difficulties in solving numerically the discrete optimal transport problem, in which one minimizes the linear target function $P\mapsto\langle C,P\rangle:=\sum_{i,j}C_{ij}P_{ij}$, Cuturi introduced a variant of…
We use the $p$-Laplacian with large $p$-values in order to approximate geodesic distances to features on surfaces. This differs from Fayolle and Belyaev's (2018) [1] computational results using the $p$-Laplacian for the distance-to-surface…
A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…
We prove that the finite-difference based derivative-free descent (FD-DFD) methods have a capability to find the global minima for a class of multiple minima problems. Our main result shows that, for a class of multiple minima objectives…
We consider cost minimizing stopping time solutions to Skorokhod embedding problems, which deal with transporting a source probability measure to a given target measure through a stopped Brownian process. PDEs and a free boundary problem…
This paper studies the numerical solution of traveling singular sources problems. In such problems, a big challenge is the sources move with different speeds, which are described by some ordinary differential equations. A…
This paper presents hybrid numerical techniques for solving the Boltzmann transport equation formulated by means of low-order equations for angular moments of the angular flux. The moment equations are derived by the projection operator…
A common approach to compute distances on continuous surfaces is by considering a discretized polygonal mesh approximating the surface and estimating distances on the polygon. We show that exact geodesic distances restricted to the polygon…
We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…