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This paper presents a multiscale approach to efficiently compute approximate optimal transport plans between point sets. It is particularly well-suited for point sets that are in high-dimensions, but are close to being intrinsically…

Machine Learning · Computer Science 2021-04-13 Samuel Gerber , Mauro Maggioni

This paper considers filtering, parameter estimation, and testing for potentially dynamically misspecified state-space models. When dynamics are misspecified, filtered values of state variables often do not satisfy model restrictions,…

Econometrics · Economics 2026-04-27 Jean-Jacques Forneron , Zhongjun Qu

The paper considers a class of linear Boltzmann transport equations which models a charged particle transport. The equation is an approximation of the original exact transport equation which involves hyper-singular integrals in their…

Analysis of PDEs · Mathematics 2024-09-04 Jouko Tervo

This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babu\v{s}ka's theorem, we show well-posedness of…

Numerical Analysis · Mathematics 2020-04-07 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…

Numerical Analysis · Mathematics 2025-03-12 José Joaquín Carvajal , Davood Damircheli , Thomas Führer , Francisco Fuica , Michael Karkulik

An adaptive moving mesh finite element method is studied for the numerical solution of the porous medium equation with and without variable exponents and absorption. The method is based on the so-called moving mesh partial differential…

Numerical Analysis · Mathematics 2017-01-03 Cuong Ngo , Weizhang Huang

We study some numerical methods for solving second order elliptic problem with interface. We introduce an immersed interface finite element method based on the `broken' $P_1$-nonconforming piecewise linear polynomials on interface…

Numerical Analysis · Mathematics 2009-11-26 Do Y. Kwak , K. T. Wee

This research explores neural network-based numerical approximation of two-dimensional convection-dominated singularly perturbed problems on square, circular, and elliptic domains. Singularly perturbed boundary value problems pose…

Numerical Analysis · Mathematics 2024-07-11 Gung-Min Gie , Youngjoon Hong , Chang-Yeol Jung , Dongseok Lee

In this paper we study a variant of the branched transportation problem, that we call multi-material transport problem. This is a transportation problem, where distinct commodities are transported simultaneously along a network. The cost of…

Analysis of PDEs · Mathematics 2019-03-07 Andrea Marchese , Annalisa Massaccesi , Riccardo Tione

In this paper a numerical multiscale method for discrete networks is presented. The method gives an accurate coarse scale representation of the full network by solving sub-network problems. The method is used to solve problems with highly…

Numerical Analysis · Mathematics 2018-10-12 Gustav Kettil , Axel Målqvist , Andreas Mark , Mats Fredlund , Kenneth Wester , Fredrik Edelvik

This note aims to demonstrate that performing maximum-likelihood estimation for a mixture model is equivalent to minimizing over the parameters an optimal transport problem with entropic regularization. The objective is pedagogical: we seek…

Machine Learning · Statistics 2025-01-24 Titouan Vayer , Etienne Lasalle

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…

Probability · Mathematics 2007-10-09 Christian Léonard

Routing and scheduling problems are fundamental problems in combinatorial optimization, and also have many applications. Most variations of these problems are NP-Hard, so we need to use heuristics to solve these problems on large instances,…

Data Structures and Algorithms · Computer Science 2015-02-20 Arindam Pal

We consider a class of convex optimization problems modelling temporal mass transport and mass change between two given mass distributions (the so-called dynamic formulation of unbalanced transport), where we focus on those models for which…

Optimization and Control · Mathematics 2018-03-13 Bernhard Schmitzer , Benedikt Wirth

We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set. The methods we adopt are different from previous ones. For…

Probability · Mathematics 2020-03-17 Yonghua Mao , Yanhong Song

The numerical analysis for the small amplitude motion of an elastic beam with internal damping is investigated in domain with moving ends. An efficient numerical method is constructed to solve this moving boundary problem. The stability and…

Numerical Analysis · Mathematics 2019-07-05 Natanael Quintino , Mauro Rincon

We consider the Weak Galerkin finite element approximation of the Singularly Perturbed Biharmonic elliptic problem on a unit square domain with clamped boundary conditions. Shishkin mesh is used for domain discretization as the solution…

Numerical Analysis · Mathematics 2024-09-12 Aayushman Raina , Srinivasan Natesan , Şuayip Toprakseven

This study investigates numerical methods to solve nonlinear transport problems characterized by various sorption isotherms with a focus on the Freundlich type of isotherms. We describe and compare second order accurate numerical schemes,…

Numerical Analysis · Mathematics 2025-07-22 Dagmar Zakova , Peter Frolkovic

Point sets matching problems can be handled by optimal transport. The mechanism behind it is that optimal transport recovers the point-to-point correspondence associated with the least curl deformation. Optimal transport is a special form…

Optimization and Control · Mathematics 2023-02-17 Janith Wijesinghe , Pengwen Chen

In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the $\infty$-optimal transport problem in the discrete and finite setting. It is the first time, to the best of our knowledge, that…

Optimization and Control · Mathematics 2023-04-27 Meyer Scetbon