Related papers: An optimal-transport finite-particle method for ma…
We propose a method for optimal Bayesian filtering with deterministic particles. In order to avoid particle degeneration, the filter step is not performed at once. Instead, the particles progressively flow from prior to posterior. This is…
We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…
Filtering in spatially-extended dynamical systems is a challenging problem with significant practical applications such as numerical weather prediction. Particle filters allow asymptotically consistent inference but require infeasibly large…
This is the first part of a general description in terms of mass transport for time-evolving interacting particles systems, at a mesoscopic level. Beyond kinetic theory, our framework naturally applies in biology, computer vision, and…
We study a nonlinear, degenerate cross-diffusion model which involves two densities with two different drift velocities. A general framework is introduced based on its gradient flow structure in Wasserstein space to derive a notion of…
By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…
In this paper, we introduce a modification of the free boundary problem related to optimal stopping problems for diffusion processes. This modification allows the application of this PDE method in cases where the usual regularity…
We propose and analyze a monotone finite element method for an elliptic distributed optimal control problem constrained by a convection-diffusion-reaction equation in the convection-dominated regime. The method is based on the edge-averaged…
Many machine learning problems can be seen as approximating a \textit{target} distribution using a \textit{particle} distribution by minimizing their statistical discrepancy. Wasserstein Gradient Flow can move particles along a path that…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
The diffusion properties of self-propelled particles which move at constant speed and, in addition, reverse their direction of motion repeatedly are investigated. The internal dynamics of particles triggering these reversal processes is…
In this paper we are concerned with the global minimization of a possibly non-smooth and non-convex objective function constrained on the unit hypersphere by means of a multi-agent derivative-free method. The proposed algorithm falls into…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…
Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…
We propose an improved effective-medium theory to obtain the concentration dependence of the viscosity of particle suspensions at arbitrary volume fractions. Our methodology can be applied, in principle, to any particle shape as long as the…
We consider the problem of sampling from a distribution governed by a potential function. This work proposes an explicit score based MCMC method that is deterministic, resulting in a deterministic evolution for particles rather than a…
We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…
We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…
Modelling the vascular transport and adhesion of man-made particles is crucial for optimizing their efficacy in the detection and treatment of diseases. Here, a Lattice Boltzmann and Immersed Boundary methods are combined together for…