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We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…

Numerical Analysis · Mathematics 2026-03-03 Axel G. R. Turnquist

We consider random perturbations of discrete-time dynamical systems. We give sufficient conditions for the stochastic stability of certain classes of maps, in a strong sense. This improves the main result in J. F. Alves, V. Araujo, Random…

Dynamical Systems · Mathematics 2010-03-01 Jose F. Alves , Helder Vilarinho

For a class of quasi-variational inequalities (QVIs) of obstacle-type the stability of its solution set and associated optimal control problems are considered. These optimal control problems are non-standard in the sense that they involve…

Optimization and Control · Mathematics 2020-08-25 Amal Alphonse , Michael Hintermüller , Carlos N. Rautenberg

Stability of Wardrop equilibria is analyzed for dynamical transportation networks in which the drivers' route choices are influenced by information at multiple temporal and spatial scales. The considered model involves a continuum of…

Dynamical Systems · Mathematics 2015-03-17 Giacomo Como , Ketan Savla , Daron Acemoglu , Munther A. Dahleh , Emilio Frazzoli

Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…

Portfolio Management · Quantitative Finance 2025-10-07 Gabriela Kováčová , Georg Menz , Niket Patel

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

Previous studies have shown that, in a diverge-merge network with two intermediate links (the DM network), the kinematic wave model always admits stationary solutions under constant boundary conditions, but periodic oscillations can develop…

Dynamical Systems · Mathematics 2013-07-30 Wen-Long Jin

This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…

Optimization and Control · Mathematics 2026-05-20 Anton Selitskiy , David Millard

Both natural and engineered supply networks exhibit universal structural patterns, such as the formation of loops, yet the principles governing optimal structures remain unclear. These patterns can be interpreted as solutions of…

Adaptation and Self-Organizing Systems · Physics 2026-04-21 Aarathi Parameswaran , Andrea Benigni , Dirk Witthaut , Iva Bačić

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…

Analysis of PDEs · Mathematics 2019-05-30 Robert J McCann , Brendan Pass

We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…

Dynamical Systems · Mathematics 2014-11-04 Vladimir Y. Protasov , Raphael M. Jungers

The linear stability of stratified two-phase flows in rectangular ducts is studied numerically. The linear stability analysis takes into account all possible infinitesimal three-dimensional disturbances and is carried out by solution of the…

Fluid Dynamics · Physics 2020-04-09 Alexander Gelfgat , Neima Brauner

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

Optimization and Control · Mathematics 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

Structures such as waves, jets, and vortices have a dramatic impact on the transport properties of a flow. Passive tracer transport in incompressible two-dimensional flows is described by Hamiltonian dynamics, and, for idealized structures,…

chao-dyn · Physics 2009-10-22 Jeffrey B. Weiss

The stability of solutions to optimal transport problems under variation of the measures is fundamental from a mathematical viewpoint: it is closely related to the convergence of numerical approaches to solve optimal transport problems and…

Numerical Analysis · Mathematics 2022-07-25 Anatole Gallouët , Quentin Mérigot , Boris Thibert

We consider regularised quadratic optimal transport with subquadratic polynomial or entropic regularisation. In both cases, we prove interior Lipschitz-estimates on a transport-like map and interior gradient Lipschitz-estimates on the…

Analysis of PDEs · Mathematics 2026-02-06 Rishabh S. Gvalani , Lukas Koch

This paper concerns the inverse source problems for the time-harmonic elastic and electromagnetic wave equations. The goal is to determine the external force and the electric current density from boundary measurements of the radiated wave…

Analysis of PDEs · Mathematics 2018-08-17 Gang Bao , Peijun Li , Yue Zhao

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…

Classical Analysis and ODEs · Mathematics 2021-06-02 Benoît Kloeckner
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