Related papers: A system of Schr\"odinger's problems and functiona…
We consider network routing under random link failures with a desired final distribution. We provide a mathematical formulation of a relaxed transport problem where the final distribution only needs to be close to the desired one. The…
A class of generalized Schr\"{o}dinger problems in bounded domain is studied. A complete overview of the set of solutions is provided, depending on the values assumed by parameters involved in the problem. In order to obtain the results, we…
We present an extension of some results of higher order calculus of variations and optimal control to generalized functions. The framework is the category of generalized smooth functions, which includes Schwartz distributions, while sharing…
We study a semimartingale optimal transport problem interpolating between the Schr\"odinger bridge and the stretched Brownian motion associated with the Bass solution of the Skorokhod embedding problem. The cost combines an entropy term on…
We propose new construction of dependent variables for equations of an ideal barotropic fluid. This construction is based on a direct generalization of the known connection between Schroedinger equation and a system of Euler-type equations.…
We develop an Euler-type method to predict the evolution of a time-dependent probability measure without explicitly learning an operator that governs its evolution. We use linearized optimal transport theory to prove that the measure-valued…
We investigate the martingale Schr\"odinger bridge, recently introduced by Nutz and Wiesel as a distinguished martingale transport plan between two probability measures in convex order. We show that this construction extends naturally to…
In this paper, we present quantum algorithms for a class of highly-oscillatory transport equations, which arise in semiclassical computation of surface hopping problems and other related non-adiabatic quantum dynamics, based on the…
We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…
We study the uniqueness question for two inverse problems on graphs. Both problems consist in finding (possibly complex) edge or nodal based quantities from boundary measurements of solutions to the Dirichlet problem associated with a…
We consider an inverse extremal problem for variational functionals on arbitrary time scales. Using the Euler-Lagrange equation and the strengthened Legendre condition, we derive a general form for a variational functional that attains a…
Motivated by modern machine learning applications where we only have access to empirical measures constructed from finite samples, we relax the marginal constraints of the classical Schr\"odinger bridge problem by penalizing the transport…
We develop the basic theory of ergodic Schr\"odinger operators, which is well known for ergodic probability measures, in the case of a base dynamics on an infinite measure space. This includes the almost sure constancy of the spectrum and…
We construct global-in-time, unique solutions of the two-dimensional Euler equations in a Yudovich type space and a $\rm bmo$-type space. First, we show the regularity of solutions for the two-dimensional Euler equations in the Spanne space…
A new kind of gauge theory is introduced, where the minimal coupling and corresponding covariant derivatives are defined in the space of functions pertaining to the functional Schroedinger picture of a given field theory. While, for…
We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t)…
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
We study the problem of stopping a Brownian motion at a given distribution $\nu$ while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set…
In this paper, we present a variational treatment of the linear dependence for a non-orthogonal time-dependent basis set in solving the Schr\"odinger equation. The method is based on: i) the definition of a linearly independent working…
In this note, we study an optimal transportation problem arising in density functional theory. We derive an upper bound on the semi-classical Hohenberg-Kohn functional derived by Cotar, Friesecke and Kl\"{u}ppelberg (2012) which can be…