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We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the target variable, as well as a stochastic version of the…

Analysis of PDEs · Mathematics 2020-10-07 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

We propose integer-programming formulations for an optimal safety-landing site (SLS) location problem that arises in the design of urban air-transportation networks. We first develop a set-cover based approach for the case where the…

Optimization and Control · Mathematics 2025-07-10 Claudia D'Ambrosio , Marcia Fampa , Jon Lee , Felipe Sinnecker

We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. By developing a relaxation scheme in which marginal…

Optimization and Control · Mathematics 2025-12-29 Ariel Neufeld , Qikun Xiang

We consider the geometric optics problem of finding a system of two reflectors that transform a spherical wavefront into a beam of parallel rays with prescribed intensity distribution. Using techniques from optimal transportation theory, it…

Numerical Analysis · Mathematics 2011-11-08 Tilmann Glimm , Nick Henscheid

In this paper, we address the numerical solution of the Optimal Transport Problem on undirected weighted graphs, taking the shortest path distance as transport cost. The optimal solution is obtained from the long-time limit of the gradient…

Numerical Analysis · Mathematics 2020-09-29 Enrico Facca , Michele Benzi

Absolute pose estimation is a fundamental problem in computer vision, and it is a typical parameter estimation problem, meaning that efforts to solve it will always suffer from outlier-contaminated data. Conventionally, for a fixed…

Computer Vision and Pattern Recognition · Computer Science 2019-12-17 Yinlong Liu , Xuechen Li , Manning Wang , Guang Chen , Zhijian Song , Alois Knoll

In this paper, we propose a numerical method to solve the classic $L^2$-optimal transport problem. Our algorithm is based on use of multiple shooting, in combination with a continuation procedure, to solve the boundary value problem…

Numerical Analysis · Mathematics 2021-05-21 Jianbo Cui , Luca Dieci , Haomin Zhou

The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by…

Numerical Analysis · Mathematics 2025-08-12 Klas Modin

The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…

Optimization and Control · Mathematics 2018-02-07 Johan Karlsson , Axel Ringh

We address the numerical solution via Galerkin type methods of the Monge-Amp\`ere equation with transport boundary conditions arising in optimal mass transport, geometric optics and computational mesh or grid movement techniques. This fully…

Numerical Analysis · Mathematics 2018-08-27 Ellya Kawecki , Omar Lakkis , Tristan Pryer

We study the consequences of the equivalence between the least gradient problem and a boundary-to-boundary optimal transport problem in two dimensions. We extend the relationship between the two problems to their respective dual problems,…

Analysis of PDEs · Mathematics 2021-02-12 Wojciech Górny

We present an isogeometric collocation method for solving the biharmonic equation over planar bilinearly parameterized multi-patch domains. The developed approach is based on the use of the globally $C^4$-smooth isogeometric spline space…

Numerical Analysis · Mathematics 2023-12-25 Mario Kapl , Aljaž Kosmač , Vito Vitrih

We propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special type. We propose some kind of "algebra" on different models and corresponding…

Optimization and Control · Mathematics 2017-02-28 Alexander Gasnikov

This paper represents a mixed numerical method for the multi-resolution solution of non-linear partial differential equations based on B-Spline wavelets. The method is based on a second-order finite difference formula combined with the…

Analysis of PDEs · Mathematics 2018-12-27 Seyedhadi Seyedi

Recently, Papadakis et al. proposed an efficient primal-dual algorithm for solving the dynamic optimal transport problem with quadratic ground cost and measures having densities with respect to the Lebesgue measure. It is based on the fluid…

Numerical Analysis · Mathematics 2015-09-02 Jan Henrik Fitschen , Friederike Laus , Gabriele Steidl

The polynomial spline collocation method is proposed for solution of Volterra integral equations of the first kind with special piecewise continuous kernels. The Gauss-type quadrature formula is used to approximate integrals during the…

Numerical Analysis · Mathematics 2021-11-24 A. Tynda , S. Noeiaghdam , D. Sidorov

In many scientific fields imaging is used to relate a certain physical quantity to other dependent variables. Therefore, images can be considered as a map from a real-world coordinate system to the non-negative measurements being acquired.…

Computer Vision and Pattern Recognition · Computer Science 2018-04-18 Liam Cattell , Gustavo K. Rohde

We show via examples that, when solving optimal control problems, representing the optimal state and input trajectory directly using interpolation schemes may not be the best choice. Due to the lack of considerations for solution…

Optimization and Control · Mathematics 2021-12-16 Yuanbo Nie , Eric C. Kerrigan

This work originates from a heart's images tracking which is to generate an apparent continuous motion, observable through intensity variation from one starting image to an ending one both supposed segmented. Given two images p0 and p1, we…

Classical Analysis and ODEs · Mathematics 2010-09-20 Olivier Besson , Martine Picq , Jérôme Pousin

A bivariate spline method is developed to numerically solve second order elliptic partial differential equations (PDE) in non-divergence form. The existence, uniqueness, stability as well as approximation properties of the discretized…

Numerical Analysis · Mathematics 2017-01-05 Ming-Jun Lai , Chunmei Wang