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Diffusion models have recently outperformed alternative approaches to model the distribution of natural images, such as GANs. Such diffusion models allow for deterministic sampling via the probability flow ODE, giving rise to a latent space…

Machine Learning · Statistics 2022-12-06 Valentin Khrulkov , Gleb Ryzhakov , Andrei Chertkov , Ivan Oseledets

In this work, we study the instability of an inverse problem of radiative transport equation with angularly averaged measurement near the diffusion limit, i.e. the normalized mean free path (the Knudsen number) $0 < \eps \ll 1$. It is…

Mathematical Physics · Physics 2022-06-14 Hongkai Zhao , Yimin Zhong

We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…

Optimization and Control · Mathematics 2025-08-11 Ricardo Baptista , Panagiota Birmpa , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang

Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…

Machine Learning · Statistics 2023-02-09 Marco Cuturi , Michal Klein , Pierre Ablin

We study Sobolev a priori estimates for the optimal transportation $T = \nabla \Phi$ between probability measures $\mu=e^{-V} \ dx$ and $\nu=e^{-W} \ dx$ on $\R^d$. Assuming uniform convexity of the potential $W$ we show that $\int \| D^2…

Probability · Mathematics 2011-03-09 Alexander V. Kolesnikov

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…

Optimization and Control · Mathematics 2026-01-15 Alec Metsch

In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…

Optimization and Control · Mathematics 2026-05-22 Bahar Taskesen

Recently a Dynamic-Monge-Kantorovich formulation of the PDE-based $L^1$-optimal transport problem was presented. The model considers a diffusion equation enforcing the balance of the transported masses with a time-varying conductivity that…

Numerical Analysis · Mathematics 2020-05-11 Enrico Facca , Franco Cardin , Mario Putti

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

Biological Physics · Physics 2026-03-16 Yann Lanoiselée , Denis S. Grebenkov , Gianni Pagnini

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

Probability · Mathematics 2017-08-29 Soumik Pal

Physical systems that dissipate, mix and develop turbulence also irreversibly transport statistical density. In statistical physics, laws for these processes have a mathematical form and tractability that depends on whether the description…

Statistical Mechanics · Physics 2022-11-16 Swetamber Das , Jason R. Green

We establish sufficient conditions for the existence of globally Lipschitz transport maps between probability measures and their log-Lipschitz perturbations, with dimension-free bounds. Our results include Gaussian measures on Euclidean…

Probability · Mathematics 2023-12-12 Max Fathi , Dan Mikulincer , Yair Shenfeld

Large-scale electrical and thermal currents in ordinary metals are well approximated by effective medium theory: global transport properties are governed by the solution to homogenized coupled diffusion equations. In some metals, including…

Analysis of PDEs · Mathematics 2021-02-03 Guillaume Bal , Andrew Lucas , Mitchell Luskin

We introduce Wasserstein-like dynamical transport distances between vector-valued densities on the real line. The mobility function from the scalar theory is replaced by a mobility matrix, that is subject to positivity and concavity…

Analysis of PDEs · Mathematics 2016-01-18 Jonathan Zinsl , Daniel Matthes

We consider a one dimensional transport model with nonlocal velocity given by the Hilbert transform and develop a global well-posedness theory of probability measure solutions. Both the viscous and non-viscous cases are analyzed. Both in…

Analysis of PDEs · Mathematics 2011-11-01 J. A. Carrillo , L. C. F. Ferreira , J. C. Precioso

This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…

Probability · Mathematics 2021-02-11 Michel Mandjes , Jaap Storm

We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the…

Statistics Theory · Mathematics 2019-05-02 Marcel Klatt , Carla Tameling , Axel Munk

A new method is developed for the study of transport properties of 1D models with random potentials. It is based on an exact transformation that reduces discrete Schr\"odinger equation in the tight-binding model to a two-dimensional…

Condensed Matter · Physics 2009-11-07 V. Dossetti-Romero , F. M. Izrailev , A. A. Krokhin

The study of heat transport in low-dimensional oscillator lattices presents a formidable challenge. Theoretical efforts have been made trying to reveal the underlying mechanism of diversified heat transport behaviors. In lack of a unified…

Statistical Mechanics · Physics 2016-05-05 Lei Wang , Nianbei Li , Peter Hanggi