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In this paper, we introduce and develop the theory of semimartingale optimal transport in a path dependent setting. Instead of the classical constraints on marginal distributions, we consider a general framework of path dependent…

Probability · Mathematics 2020-09-15 Ivan Guo , Gregoire Loeper

We present a novel parameter identification algorithm for the estimation of parameters in models of cell motility using imaging data of migrating cells. Two alternative formulations of the objective functional that measures the difference…

We introduce a class of "inverse parametric optimization" problems, in which one is given both a parametric optimization problem and a desired optimal solution; the task is to determine parameter values that lead to the given solution. We…

Data Structures and Algorithms · Computer Science 2010-01-21 David Eppstein

In this paper, we propose an acceleration framework for a class of iterative methods using the Reduced Order Method (ROM). Assuming that the underlying iterative scheme generates a rich basis for the solution space, we construct the next…

Numerical Analysis · Mathematics 2025-12-01 Kazufumi Ito , Tiancheng Xue

We consider so-called branched transport and variants thereof in two space dimensions. In these models one seeks an optimal transportation network for a given mass transportation task. In two space dimensions, they are closely connected to…

Numerical Analysis · Mathematics 2020-04-01 Carolin Dirks , Benedikt Wirth

This article surveys nonlinear model reduction methods that remain effective in regimes where linear reduced-space approximations are intrinsically inefficient, such as transport-dominated problems with wave-like phenomena and moving…

Numerical Analysis · Mathematics 2026-02-03 Jan S. Hesthaven , Benjamin Peherstorfer , Benjamin Unger

A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the statistical independence between two sets of random variables:…

Optimization and Control · Mathematics 2025-12-17 Andrew D. Lipnick , Esteban G. Tabak , Giulio Trigila , Yating Wang , Xuancheng Ye , Wenjun Zhao

We introduce a minimization formulation for the determination of a finite-dimensional, time-dependent, orthonormal basis that captures directions of the phase space associated with transient instabilities. While these instabilities have…

Computational Physics · Physics 2016-04-27 Hessam Babaee , Themistoklis Sapsis

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

The reduced basis method is a powerful model reduction technique designed to speed up the computation of multiple numerical solutions of parametrized partial differential equations. We consider a quantity of interest, which is a linear…

Analysis of PDEs · Mathematics 2014-07-11 Alexandre Janon , Maëlle Nodet , Clémentine Prieur

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

We propose a new methodology for parametric domain decomposition using iterative principal component analysis. Starting with iterative principle component analysis, the high dimension manifold is reduced to the lower dimension manifold.…

Machine Learning · Computer Science 2025-05-14 Chetra Mang , Axel TahmasebiMoradi , Mouadh Yagoubi

In this work, we propose viable and efficient strategies for stabilized parametrized advection dominated problems, with random inputs. In particular, we investigate the combination of wRB (weighted reduced basis) method for stochastic…

Numerical Analysis · Mathematics 2018-11-05 Davide Torlo , Francesco Ballarin , Gianluigi Rozza

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching…

Machine Learning · Statistics 2018-11-01 Ruilin Li , Xiaojing Ye , Haomin Zhou , Hongyuan Zha

We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport. Our method integrates favorable features from mainstream imputation approaches: optimal…

Econometrics · Economics 2024-07-09 YoonHaeng Hur , Tengyuan Liang

We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…

Numerical Analysis · Mathematics 2026-05-19 Hojjat Kaveh , Ricardo Baptista , Andrew M. Stuart

Nonlocal operators of fractional type are a popular modeling choice for applications that do not adhere to classical diffusive behavior; however, one major challenge in nonlocal simulations is the selection of model parameters. In this work…

Optimization and Control · Mathematics 2020-10-09 Olena Burkovska , Christian Glusa , Marta D'Elia

The inverse radiative transfer problem finds broad applications in medical imaging, atmospheric science, astronomy, and many other areas. This problem intends to recover the optical properties, denoted as absorption and scattering…

Numerical Analysis · Mathematics 2017-08-08 Qin Li , Ruiwen Shu , Li Wang

This work introduces an empirical quadrature-based hyperreduction procedure and greedy training algorithm to effectively reduce the computational cost of solving convection-dominated problems with limited training. The proposed approach…

Numerical Analysis · Mathematics 2023-09-14 Marzieh Alireza Mirhoseini , Matthew J. Zahr