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Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

Machine Learning · Statistics 2020-11-10 Titouan Vayer

We prove existence and uniqueness of solutions to a transport equation modelling vehicular traffic in which the velocity field depends non-locally on the downstream traffic density via a discontinuous anisotropic kernel. The result is…

Analysis of PDEs · Mathematics 2015-10-16 Paola Goatin , Francesco Rossi

Modeling traffic distribution and extracting optimal flows in multilayer networks is of utmost importance to design efficient multi-modal network infrastructures. Recent results based on optimal transport theory provide powerful and…

Physics and Society · Physics 2022-05-24 Abdullahi Adinoyi Ibrahim , Alessandro Lonardi , Caterina De Bacco

The optimal power flow (OPF) problem, which plays a central role in operating electrical networks is considered. The problem is nonconvex and is in fact NP hard. Therefore, designing efficient algorithms of practical relevance is crucial,…

Optimization and Control · Mathematics 2014-08-20 S. Magnússon , P. C. Weeraddana , C. Fischione

Origin-Destination Matrix (ODM) estimation is a classical problem in transport engineering aiming to recover flows from every Origin to every Destination from measured traffic counts and a priori model information. In addition to traffic…

Optimization and Control · Mathematics 2019-07-18 Gabriel Michau , Nelly Pustelnik , Pierre Borgnat , Patrice Abry , Alfredo Nantes , Ashish Bhaskar , Edward Chung

We present a set-oriented graph-based computational framework for continuous-time optimal transport over nonlinear dynamical systems. We recover provably optimal control laws for steering a given initial distribution in phase space to a…

Dynamical Systems · Mathematics 2018-12-21 Karthik Elamvazhuthi , Piyush Grover

We examine the dynamic network flow problem under the assumption that the flow consists of discrete units. The dynamic network flow problem is commonly addressed in the context of developing evacuation plans, where the flow is typically…

Data Structures and Algorithms · Computer Science 2024-04-26 Bubai Manna , Bodhayan Roy , Vorapong Suppakitpaisarn

The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability…

Artificial Intelligence · Computer Science 2022-12-29 Sarah Boufelja Y. , Anthony Quinn , Martin Corless , Robert Shorten

This paper deals with the large-scale behaviour of dynamical optimal transport on $\mathbb{Z}^d$-periodic graphs with general lower semicontinuous and convex energy densities. Our main contribution is a homogenisation result that describes…

Analysis of PDEs · Mathematics 2021-10-29 Peter Gladbach , Eva Kopfer , Jan Maas , Lorenzo Portinale

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

Probability · Mathematics 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou

In this paper, we develop a distributionally robust chance-constrained formulation of the Optimal Power Flow problem (OPF) whereby the system operator can leverage contextual information. For this purpose, we exploit an ambiguity set based…

Optimization and Control · Mathematics 2022-10-05 Adrián Esteban-Pérez , Juan M. Morales

Weak optimal transport generalizes the classical theory of optimal transportation to nonlinear cost functions and covers a range of problems that lie beyond the traditional theory - including entropic transport, martingale transport, and…

Probability · Mathematics 2025-07-16 Filip Pramenković

Classic optimal transport theory is formulated through minimizing the expected transport cost between two given distributions. We propose the framework of distorted optimal transport by minimizing a distorted expected cost, which is the…

Optimization and Control · Mathematics 2025-05-20 Haiyan Liu , Bin Wang , Ruodu Wang , Sheng Chao Zhuang

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

Efficient trajectory generation is crucial for autonomous systems; however, current numerical methods often struggle to handle periodic behaviors effectively, particularly when the onboard sensors require equidistant temporal sampling. This…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Liraz Mudrik , Sean Kragelund , Isaac Kaminer

The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…

Optimization and Control · Mathematics 2021-03-12 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common across modern scientific environments. The ability to transform samples from one distribution $P$ to another distribution $Q$…

Machine Learning · Statistics 2018-11-30 Diego A. Mesa , Justin Tantiongloc , Marcela Mendoza , Todd P. Coleman

Numerical methods for solving the ideal magnetohydrodynamic (MHD) equations in more than one space dimension must either confront the challenge of controlling errors in the discrete divergence of the magnetic field, or else be faced with…

Numerical Analysis · Mathematics 2015-05-19 Christiane Helzel , James A. Rossmanith , Bertram Taetz

Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these…

Numerical Analysis · Mathematics 2015-03-13 Michael Westdickenberg , Jon Wilkening

Energy distributions of high frequency linear wave fields are often modelled in terms of flow or transport equations with ray dynamics given by a Hamiltonian vector field in phase space. Applications arise in underwater and room acoustics,…

Computational Physics · Physics 2014-08-12 David Chappell , Gregor Tanner , Niels Sondergaard , Dominik Loechel