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We propose two deep neural network-based methods for solving semi-martingale optimal transport problems. The first method is based on a relaxation/penalization of the terminal constraint, and is solved using deep neural networks. The second…

Optimization and Control · Mathematics 2021-03-08 Ivan Guo , Nicolas Langrené , Grégoire Loeper , Wei Ning

A finite element method for elliptic problems with discontinuous coefficients is presented. The discontinuity is assumed to take place along a closed smooth curve. The proposed method allows to deal with meshes that are not adapted to the…

Numerical Analysis · Mathematics 2007-07-12 Gunther H. Peichl , Rachid Touzani

Optimal transportation of raw material from suppliers to customers is an issue arising in logistics that is addressed here with a continuous model relying on optimal transport theory. A physics informed neuralnetwork method is advocated…

Numerical Analysis · Mathematics 2025-08-19 Alexandre Caboussat , Anna Peruso

In [Q. Liao et al., Commun. Math. Sci., 20(2022)], a linear-time Sinkhorn algorithm is developed based on dynamic programming, which significantly reduces the computational complexity involved in solving optimal transport problems. However,…

Optimization and Control · Mathematics 2025-03-25 Ziyuan Lyu , Zihao Wang , Hao Wu , Shuai Yang

This article provides numerical simulation of an optimal transport path from a single source to an atomic measure of equal total mass. We first construct an initial transport path, and then modify the path as much as possible by using both…

Optimization and Control · Mathematics 2021-09-02 Qinglan Xia

We study a fourth-order div problem and its approximation by the discontinuous Petrov-Galerkin method with optimal test functions. We present two variants, based on first and second-order systems. In both cases we prove well-posedness of…

Numerical Analysis · Mathematics 2022-01-03 Thomas Führer , Pablo Herrera , Norbert Heuer

We study the fundamental computational problem of approximating optimal transport (OT) equations using neural differential equations (Neural ODEs). More specifically, we develop a novel framework for approximating unbalanced optimal…

Numerical Analysis · Mathematics 2026-05-21 Minh-Nhat Phung , Minh-Binh Tran

In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…

General Mathematics · Mathematics 2023-05-30 Aymen Laadhari , Ahmad Deeb

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

Probability · Mathematics 2018-12-31 Hadrien De March

A theorem is proved on the uniform estimation of the residual term of the asymptotic expansion with respect to a small parameter of the solution of the initial problem for a singularly perturbed differential operator weakly nonlinear…

Analysis of PDEs · Mathematics 2022-11-14 A. Nesterov , A. Zaborsciy

Physics-Informed Neural Networks (PINN) are a machine learning tool that can be used to solve direct and inverse problems related to models described by Partial Differential Equations. This paper proposes an adaptive inverse PINN applied to…

Numerical Analysis · Mathematics 2024-11-28 Marco Berardi , Fabio Difonzo , Matteo Icardi

We consider the numerical approximation of acoustic wave propagation problems by mixed BDM(k+1)-P(k) finite elements on unstructured meshes. Optimal convergence of the discrete velocity and super-convergence of the pressure by one order are…

Numerical Analysis · Mathematics 2019-05-27 Herbert Egger , Bogdan Radu

This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…

Optimization and Control · Mathematics 2017-10-24 Phuong Huu Hoang , Hyo-Sung Ahn

This paper provides a theoretical and numerical approach to show existence, uniqueness, and the numerical determination of metalenses refracting radiation with energy patterns. The theoretical part uses ideas from optimal transport and for…

Analysis of PDEs · Mathematics 2021-04-13 Cristian E. Gutiérrez , Qingbo Huang , Quentin Mérigot , Boris Thibert

Mathematical modeling at the level of the full cardiovascular system requires the numerical approximation of solutions to a one-dimensional nonlinear hyperbolic system describing flow in a single vessel. This model is often simulated by…

Computational Physics · Physics 2015-04-22 Sebastian Acosta , Charles Puelz , Beatrice Riviere , Daniel J. Penny , Craig G. Rusin

In this paper, a new $C^1$-conforming Petrov-Galerkin method for convection-diffusion equations is designed and analyzed. The trail space of the proposed method is a $C^1$-conforming ${\mathbb Q}_k$ (i.e., tensor product of polynomials of…

Numerical Analysis · Mathematics 2021-03-16 Waixiang Cao , Lueling Jia , Zhimin Zhang

We investigate the Cauchy problem for a quasilinear equation with transport rough input of the form $\mathrm{d} u-\partial_i(a^{ij}(u)\partial_j u)\mathrm{d} t =\mathrm{d} \mathbf{X}_t^i(x)\partial_i u_t,$ $u_0\in L^2$ on the torus $\mathbb…

Probability · Mathematics 2020-12-16 Antoine Hocquet

We introduce a new methodology for modeling regular spatial data using hyperuniform point processes. We show that, under some mixing conditions on the perturbations, perturbed lattices in general dimension are hyperuniform. Due to their…

Probability · Mathematics 2026-03-03 Daniela Flimmel

We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

Numerical Analysis · Mathematics 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

In this work we consider the primal mixed variational formulation of the Poisson equation with a line source. The analysis and approximation of this problem is non-standard as the line source causes the solutions to be singular. We start by…

Analysis of PDEs · Mathematics 2019-10-28 Ingeborg G. Gjerde , Kundan Kumar , Jan M. Nordbotten
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