Related papers: Efficient Primal-dual Forward-backward Splitting M…
In this work, we construct a primal-dual forward-backward (PDFB) splitting method for computing a class of cross-diffusion systems that can be formulated as gradient flows under transport distances induced by matrix mobilities. By…
Combining the classical theory of optimal transport with modern operator splitting techniques, we develop a new numerical method for nonlinear, nonlocal partial differential equations, arising in models of porous media, materials science,…
We present a method to efficiently compute Wasserstein gradient flows. Our approach is based on a generalization of the back-and-forth method (BFM) introduced by Jacobs and L\'eger to solve optimal transport problems. We evolve the gradient…
Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence…
In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with…
We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…
A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…
We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…
We develop structure preserving schemes for a class of nonlinear mobility continuity equation. When the mobility is a concave function, this equation admits a form of gradient flow with respect to a Wasserstein-like transport metric. Our…
We present a framework enabling variational data assimilation for gradient flows in general metric spaces, based on the minimizing movement (or Jordan-Kinderlehrer-Otto) approximation scheme. After discussing stability properties in the…
Surfactants have important effects on the dynamics of droplets on solid surfaces, which has inspired many industrial applications. Phase-field surfactant model with moving contact lines (PFS-MCL) has been employed to investigate the complex…
We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…
Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…
We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…
This paper discusses the efficiency of Hybrid Primal-Dual (HPD) type algorithms to approximate solve discrete Optimal Transport (OT) and Wasserstein Barycenter (WB) problems, with and without entropic regularization. Our first contribution…
This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…
We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…
In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…
We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…
We consider a nonlinear fourth-order diffusion equation that arises in denoising of image densities. We propose an implicit time-stepping scheme that employs a primal-dual method for computing the subgradient of the total variation…