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We study long-term growth-optimal strategies on a simple market with linear proportional transaction costs. We show that several problems of this sort can be solved in closed form, and explicit the non-analytic dependance of optimal…

Statistical Mechanics · Physics 2011-06-24 Erik Aurell , Paolo Muratore-Ginanneschi

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

We present two continuous symmetry reduction methods for reducing high-dimensional dissipative flows to local return maps. In the Hilbert polynomial basis approach, the equivariant dynamics is rewritten in terms of invariant coordinates. In…

Chaotic Dynamics · Physics 2011-01-10 Evangelos Siminos , Predrag Cvitanović

We introduce a method which allows one to recover the equations of motion of a class of nonholonomic systems by finding instead an unconstrained Hamiltonian system on the full phase space, and to restrict the resulting canonical equations…

Mathematical Physics · Physics 2015-05-13 A. M. Bloch , O. E. Fernandez , T. Mestdag

We propose a consistency model based on the optimal-transport flow. A physics-informed design of partially input-convex neural networks (PICNN) plays a central role in constructing the flow field that emulates the displacement…

Machine Learning · Computer Science 2025-11-11 Fanghui Song , Zhongjian Wang , Jiebao Sun

We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic transport given by the gradient of a continuously differentiable…

Probability · Mathematics 2019-09-18 Nathael Gozlan , Nicolas Juillet

In practice, optimization tasks have some structure that allows developing new algorithms for every problem with faster convergence rates. Using the structure of optimization tasks, we can propose algorithms with more optimistic convergence…

Optimization and Control · Mathematics 2020-09-01 Alexander Tyurin

This paper provides new theoretical connections between multi-time Hamilton-Jacobi partial differential equations and variational image decomposition models in imaging sciences. We show that the minimal values of these optimization problems…

Optimization and Control · Mathematics 2020-07-27 Jérôme Darbon , Tingwei Meng

We consider some repulsive multimarginal optimal transportation problems which include, as a particular case, the Coulomb cost. We prove a regularity property of the minimizers (optimal transportation plan) from which we deduce existence…

Optimization and Control · Mathematics 2016-09-01 Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

Optimization and Control · Mathematics 2023-07-21 Bohan Zhou , Matthew Parno

Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…

Optimization and Control · Mathematics 2024-12-20 Gabriele Todeschi , Ludovic Métivier , Jean-Marie Mirebeau

The most common physical formalisms are the Lagrangian formalism and the Hamiltonian formalism. From the superficial point of view, they are one and the same, but rewritten in other terms. However, it seems that the Hamiltonian formalism…

Mathematical Physics · Physics 2020-04-01 Dmitry S. Kulyabov , Anna V. Korolkova , Migran N. Gevorkyan , Leonid A. Sevastianov

Optimization algorithms appear in the core calculations of numerous Artificial Intelligence (AI) and Machine Learning methods, as well as Engineering and Business applications. Following recent works on the theoretical deficiencies of AI, a…

Optimization and Control · Mathematics 2024-10-29 Nikolaos P. Bakas , Vagelis Plevris , Andreas Langousis , Savvas A. Chatzichristofis

A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

Optimization and Control · Mathematics 2018-01-23 Jonathan Korman , Robert J. McCann

We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…

Optimization and Control · Mathematics 2016-01-06 Ajeet Kumar , Alexander Vladimirsky

We present a novel reduced-order Model (ROM) that leverages optimal transport (OT) theory and displacement interpolation to enhance the representation of nonlinear dynamics in complex systems. While traditional ROM techniques face…

Numerical Analysis · Mathematics 2024-11-14 Moaad Khamlich , Federico Pichi , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

In this paper, we propose the optimal production transport model, which is an extension of the classical optimal transport model. We observe in economics, the production of the factories can always be adjusted within a certain range, while…

Optimization and Control · Mathematics 2025-07-02 Jie Fan , Tianhao Wu , Hao Wu

In this paper, we introduce a unified framework for studying various cloud traffic management problems, ranging from geographical load balancing to backbone traffic engineering. We first abstract these real-world problems as a…

Networking and Internet Architecture · Computer Science 2016-02-04 Chen Feng , Hong Xu , Baochun Li

This paper intents to present the state of art and recent developments of the optimal transportation theory with many marginals for a class of repulsive cost functions. We introduce some aspects of the Density Functional Theory (DFT) from a…

Analysis of PDEs · Mathematics 2015-12-02 Simone Di Marino , Augusto Gerolin , Luca Nenna
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