Related papers: A Primal-dual Forward-backward Splitting Method fo…
The dynamic Schr\"odinger bridge problem seeks a stochastic process that defines a transport between two target probability measures, while optimally satisfying the criteria of being closest, in terms of Kullback-Leibler divergence, to a…
The finite difference scheme with the shifted Gr\"{u}nwarld formula is employed to semi-discrete the fractional diffusion equations. This spatial discretization can reduce to the large system of ordinary differential equations (ODEs) with…
The gradient discretisation method (GDM) is a generic framework for designing and analysing numerical schemes for diffusion models. In this paper, we study the GDM for the porous medium equation, including fast diffusion and slow diffusion…
Search-based planning with motion primitives is a powerful motion planning technique that can provide dynamic feasibility, optimality, and real-time computation times on size, weight, and power-constrained platforms in unstructured…
Seismic traveltime tomography represents a popular and useful tool for unravelling the structure of the subsurface across the scales. In this work we address the case where the forward model is represented by the eikonal equation and derive…
We propose a forward-backward splitting algorithm based on Bregman distances for composite minimization problems in general reflexive Banach spaces. The convergence is established using the notion of variable quasi-Bregman monotone…
We propose a forward-backward splitting dynamical system for solving inclusion problems of the form $0\in A(x)+B(x)$ in Hilbert spaces, where $A$ is a maximal operator and $B$ is a single-valued operator. Involved operators are assumed to…
In this article, we propose a novel scalar-transport model for the simulation of scalar quantities in two-phase flows with a phase-field method (diffuse-interface method). In a two-phase flow, the scalar quantities typically have disparate…
Distribution matching (DM) is a versatile domain-invariant representation learning technique that has been applied to tasks such as fair classification, domain adaptation, and domain translation. Non-parametric DM methods struggle with…
In this paper we propose a new fast splitting algorithm to solve the Weighted Split Bregman minimization problem in the backward step of an accelerated Forward-Backward algorithm. Beside proving the convergence of the method, numerical…
We present a numerical method which is able to approximate traveling waves (e.g. viscous profiles) in systems with hyperbolic and parabolic parts by a direct long-time forward simulation. A difficulty with long-time simulations of traveling…
Strang splitting is a widely used second-order method for solving diffusion-reaction problems. However, its convergence order is often reduced to order $1$ for Dirichlet boundary conditions and to order $1.5$ for Neumann and Robin boundary…
We introduce a framework for quasi-Newton forward--backward splitting algorithms (proximal quasi-Newton methods) with a metric induced by diagonal $\pm$ rank-$r$ symmetric positive definite matrices. This special type of metric allows for a…
We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in \cite{vu} for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators…
As a counterpoint to recent numerical methods for crystal surface evolution, which agree well with microscopic dynamics but suffer from significant stiffness that prevents simulation on fine spatial grids, we develop a new numerical method…
We study distributed optimization to minimize a global objective that is a sum of smooth and strongly-convex local cost functions. Recently, several algorithms over undirected and directed graphs have been proposed that use a gradient…
Recently, diffusion models have gained popularity and attention in trajectory optimization due to their capability of modeling multi-modal probability distributions. However, addressing nonlinear equality constraints, i.e, dynamic…
We study Diffusion Schr\"odinger Bridge (DSB) models in the context of dynamical astrophysical systems, specifically tackling observational inverse prediction tasks within Giant Molecular Clouds (GMCs) for star formation. We introduce the…
We propose enforcing constraints on Model-Based Diffusion by introducing emerging barrier functions inspired by interior point methods. We demonstrate that the standard Model-Based Diffusion algorithm can lead to catastrophic performance…
We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…