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In this paper we investigate the approximation of continuous functions on the Wasserstein space by smooth functions, with smoothness meant in the sense of Lions differentiability. In particular, in the case of a Lipschitz function we are…

Probability · Mathematics 2023-08-14 Andrea Cosso , Mattia Martini

We generalise the Fundamental Theorem of Calculus to higher dimensions. Our generalisation is based on the observation that the antiderivative of a function of $n$-variables is a solution of a partial differential equation of order $n$…

General Mathematics · Mathematics 2024-02-23 Filip Bár

Using recent advances in integration theory, we give a proof of the fundamental theorem of geometric calculus. We assume only that the tangential derivative $\nabla_VF$ exists and is Lebesgue integrable. We also give sufficient conditions…

Differential Geometry · Mathematics 2007-05-23 Alan Macdonald

In a recent paper [5] a smooth function f : [0; 1] --> R with all derivatives vanishing at 0 has been considered and a global condition, showing that f is indeed identically 0, has been presented. The purpose of this note is to replace the…

History and Overview · Mathematics 2020-08-28 Carlo Benassi , Michela Eleuteri

We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…

Optimization and Control · Mathematics 2025-03-03 Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler

A heuristic formula for 5-point approximation of the first derivative of an unknown function whose values are measured with an error at unequally spaced points is proposed. The derivative at a given point is calculated using the effective…

Data Analysis, Statistics and Probability · Physics 2022-09-14 Emmanuil Beygelzimer , Yan Beygelzimer

In this article, we propose a general framework for the study of differential inclusions in the Wasserstein space of probability measures. Based on earlier geometric insights on the structure of continuity equations, we define solutions of…

Optimization and Control · Mathematics 2020-07-28 Benoît Bonnet , Hélène Frankowska

Let $\mathcal{A}$ denote a real, $n$-dimensional, unital, associative algebra.This paper provides an introductory exposition of calculus over $\mathcal{A}$. An $\mathcal{A}$-differentiable function is one for which the differential is…

Rings and Algebras · Mathematics 2017-08-15 James S. Cook

We introduce principal curves in Wasserstein space, and in general compact metric spaces. Our motivation for the Wasserstein case comes from optimal-transport-based trajectory inference, where a developing population of cells traces out a…

Statistics Theory · Mathematics 2025-05-08 Andrew Warren , Anton Afanassiev , Forest Kobayashi , Young-Heon Kim , Geoffrey Schiebinger

For the importance of differentiation theorems in metric spaces (starting with Pansu Rademacher type theorem in Carnot groups) and relations with rigidity of embeddings see the section 1.2 in Cheeger and Kleiner paper arXiv:math/0611954 and…

Metric Geometry · Mathematics 2009-11-25 Marius Buliga

This paper provides results on Wasserstein gradient flows between measures on the real line. Utilizing the isometric embedding of the Wasserstein space $\mathcal P_2(\mathbb R)$ into the Hilbert space $L_2((0,1))$, Wasserstein gradient…

Optimization and Control · Mathematics 2024-08-13 Johannes Hertrich , Robert Beinert , Manuel Gräf , Gabriele Steidl

In his "Algebraic K-theory of topological spaces II" Waldhausen proved that his functor A(X) splits: There is a canonical map from the stable homotopy of X which has a retraction up to weak equivalence. We adapt Waldhausen's proof to obtain…

K-Theory and Homology · Mathematics 2016-12-28 Mark Ullmann

This paper presents a generalization for Differential and Integral Calculus. Just as the derivative is the instantaneous angular coefficient of the tangent line to a function, the generalized derivative is the instantaneous parameter value…

General Mathematics · Mathematics 2023-03-21 Fernando Marques de Almeida Nogueira

In this paper we investigate solutions to a linear Hamilton-Jacobi equations in the Wasserstein space of probability vectors on a finite simply connected graph. We prove that there exists a solution under the assumption that the initial…

Analysis of PDEs · Mathematics 2023-08-01 Miho Kasai

Functionals (i.e. functions of functions) are widely used in quantum field theory and solid-state physics. In this paper, functionals are given a rigorous mathematical framework and their main properties are described. The choice of the…

Mathematical Physics · Physics 2018-03-14 Christian Brouder , Nguyen Viet Dang , Camille Laurent-Gengoux , Kasia Rejzner

In this paper, we study the consequences of the fundamental theorem of calculus from an algebraic point of view. For functions with singularities, this leads to a generalized notion of evaluation. We investigate properties of such…

Rings and Algebras · Mathematics 2025-01-20 Clemens G. Raab , Georg Regensburger

Many studies have been conducted on flows of probability measures, often in terms of gradient flows. We utilize a generalized notion of derivatives with respect to time to model the instantaneous evolution of empirically observed…

Methodology · Statistics 2021-09-16 Yaqing Chen , Hans-Georg Müller

The Fundamental Theorem of Integral Calculus links the integrand and its antiderivative via a simple first order differential equation. A numerical solution of this ode yields the antiderivative and hence the required integral. This…

General Mathematics · Mathematics 2017-04-11 N. Mohankumar , Soubhadra Sen , A. Natarajan

We present a notion of primitive which corresponds exactly with the Riemann integral. We obtain a characterization of the integrability in the sense of Riemann which produces a Fundamental Theorem of Calculus without special assumptions. We…

History and Overview · Mathematics 2011-12-06 Winston Alarcon-Athens

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

Machine Learning · Statistics 2022-10-18 Veit D. Wild , Robert Hu , Dino Sejdinovic
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