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In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…

Probability · Mathematics 2022-02-22 Lei Yu

The optimal transport (OT) map offers the most economical way to transfer one probability measure distribution to another. Classical OT theory does not involve a discussion of preserving topological connections and orientations in…

General Topology · Mathematics 2025-07-03 Yuping Lv , Qi Zhao , Xuebin Chang , Wei Zeng

The deterministic variant of the Lambert's problem was posed by Lambert in the 18th century and its solution for conic trajectory has been derived by many, including Euler, Lambert, Lagrange, Laplace, Gauss and Legendre. The solution…

Optimization and Control · Mathematics 2024-02-05 Alexis M. H. Teter , Iman Nodozi , Abhishek Halder

Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…

Understanding the continuous evolution of populations from discrete temporal snapshots is a critical research challenge, particularly in fields like developmental biology and systems medicine where longitudinal tracking of individual…

Machine Learning · Statistics 2025-10-21 Byoungwoo Park , Juho Lee

We present a definition of stochastic Hamiltonian process on finite graph via its corresponding density dynamics in Wasserstein manifold. We demonstrate the existence of stochastic Hamiltonian process in many classical discrete problems,…

Dynamical Systems · Mathematics 2021-01-22 Jianbo Cui , Shu liu , Haomin Zhou

We consider a Beckmann formulation of an unbalanced optimal transport (UOT) problem. The $\Gamma$-convergence of this formulation of UOT to the corresponding optimal transport (OT) problem is established as the balancing parameter $\alpha$…

Numerical Analysis · Mathematics 2023-03-31 Zhe Xiong , Lei Li , Ya-Nan Zhu , Xiaoqun Zhang

Modern methods of generative modelling and unpaired data translation based on Schr\"odinger bridges and stochastic optimal control theory aim to transform an initial density to a target one in an optimal way. In the present paper, we assume…

Machine Learning · Computer Science 2026-03-24 Nikita Puchkin , Denis Suchkov , Alexey Naumov , Denis Belomestny

We study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the cubic fourth order nonlinear Schr\"odinger equation on the circle. In particular, we establish an optimal regularity result for…

Analysis of PDEs · Mathematics 2018-10-05 Tadahiro Oh , Philippe Sosoe , Nikolay Tzvetkov

Computational methods for learning to sample from the Boltzmann distribution -- where the target distribution is known only up to an unnormalized energy function -- have advanced significantly recently. Due to the lack of explicit target…

Machine Learning · Statistics 2025-11-26 Guan-Horng Liu , Jaemoo Choi , Yongxin Chen , Benjamin Kurt Miller , Ricky T. Q. Chen

In this paper, we reformulate the Schrodinger equation in gauge-theoretic terms. Starting from the Madelung representation, we rewrite the conserved probability-current using gauge fields, namely a one-form gauge field in the…

High Energy Physics - Theory · Physics 2026-04-30 Dmitry S. Ageev , Vladimir A. Bykov

In this paper, we present quantum algorithms for a class of highly-oscillatory transport equations, which arise in semiclassical computation of surface hopping problems and other related non-adiabatic quantum dynamics, based on the…

Numerical Analysis · Mathematics 2025-09-05 Anjiao Gu , Shi Jin

The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…

Optimization and Control · Mathematics 2024-06-24 Asmaa Eldesoukey , Olga Movilla Miangolarra , Tryphon T. Georgiou

We establish a connection between Optimal Transport Theory and classical Convection Theory for geophysical flows. Our starting point is the model designed few years ago by Angenent, Haker and Tannenbaum to solve some Optimal Transport…

Analysis of PDEs · Mathematics 2015-05-13 Yann Brenier

Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance…

Machine Learning · Statistics 2022-10-21 Titouan Vayer , Rémi Flamary , Romain Tavenard , Laetitia Chapel , Nicolas Courty

We show convergence of the gradients of the Schr\"odinger potentials to the Brenier map in the small-time limit under general assumptions on the marginals, which allow for unbounded densities and supports. Furthermore, we provide novel…

Probability · Mathematics 2023-04-18 Alberto Chiarini , Giovanni Conforti , Giacomo Greco , Luca Tamanini

Controlling the evolution of a many-body stochastic system from a disordered reference state to a structured target ensemble, characterized empirically through samples, arises naturally in non-equilibrium statistical mechanics and…

Statistical Mechanics · Physics 2026-04-10 Haiqian Yang , Vishaal Krishnan , Sumit Sinha , L. Mahadevan

We propose a procedure for estimating the Schr\"odinger bridge between two probability distributions. Unlike existing approaches, our method does not require iteratively simulating forward and backward diffusions or training neural networks…

Machine Learning · Statistics 2024-08-22 Aram-Alexandre Pooladian , Jonathan Niles-Weed

Optimal Transport (OT) distances such as Wasserstein have been used in several areas such as GANs and domain adaptation. OT, however, is very sensitive to outliers (samples with large noise) in the data since in its objective function,…

Machine Learning · Computer Science 2020-10-13 Yogesh Balaji , Rama Chellappa , Soheil Feizi

Scientists often want to make predictions beyond the observed time horizon of "snapshot" data following latent stochastic dynamics. For example, in time course single-cell mRNA profiling, scientists have access to cellular transcriptional…

Machine Learning · Statistics 2025-05-23 Renato Berlinghieri , Yunyi Shen , Jialong Jiang , Tamara Broderick