Related papers: Quantitative Stability of Many-Marginal Schrodinge…
We develop an elementary and self-contained differential approach, in an $L^\infty$ setting, for well-posedness (existence, uniqueness and smooth dependence with respect to the data) for the multi-marginal Schr{\"o}dinger system which…
We develop a quantitative contraction framework for Schrodinger and Sinkhorn bridges based on transportation-cost inequalities and Riccati matrix difference equations. Our approach combines logarithmic Sobolev and Talagrand-type…
This work studies the Schr\"odinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initial and terminal densities supported over the Lie group while…
The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…
In this article we study stability aspects for the determination of time-dependent vector and scalar potentials in relativistic Schr\"odinger equation from partial knowledge of boundary measurements. For space dimensions strictly greater…
We consider the partial data inverse boundary problem for the Schr\"odinger operator at a frequency $k>0$ on a bounded domain in $\mathbb{R}^n$, $n\ge 3$, with impedance boundary conditions. Assuming that the potential is known in a…
Quadratically regularized optimal transport (QOT) is a sparse alternative to entropic optimal transport. We develop a quantitative stability theory for QOT under perturbations of the marginals, the transport cost function, and the…
This paper introduces a dynamic formulation of divergence-regularized optimal transport with weak targets on the path space. In our formulation, the classical relative entropy penalty is replaced by a general convex divergence, and terminal…
We prove a local Lipschitz stability estimate for Gel'fand-Calder\'on's inverse problem for the Schr\"odinger equation. The main novelty is that only a finite number of boundary input data is available, and those are independent of the…
Schr\"{o}dinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular method to numerically solve the Schr\"{o}dinger bridge…
The time dependent complex Schr\"odinger equation with cubic nonlinearity is solved by constructing differential quadrature algorithm based on sinc functions. Reduction to a coupled system of real equations enables to approach the space…
Consider the one-dimensional $L^2$ supercritical nonlinear Schr\"odinger equation \begin{equation} i\partial_{t}\psi+\partial^{2}_{x}\psi+\vert \psi\vert^{2k}\psi=0 \text{, $k>2$}. \end{equation} It is well known that solitary waves for…
Linear stability of inviscid, parallel, and stably stratified shear flow is studied under the assumption of smooth strictly monotonic profiles of shear flow and density, so that the local Richardson number is positive everywhere. The…
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…
The article presents new entropic continuity bounds for conditional expectations and conditional covariance matrices. These bounds are expressed in terms of the relative entropy between different coupling distributions. Our approach…
We study the existence, stability, and mobility of fundamental discrete solitons in two- and three-dimensional nonlinear Schroedinger lattices with a combination of cubic self-focusing and quintic self-defocusing onsite nonlinearities.…
This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…
We study the orbital stability of action ground-states of the nonlinear Schr\"odinger equation over two particular cases of metric graphs, the $\mathcal{T}$ and the tadpole graphs. We show the existence of stability transitions near the…
Motivated by the connection between the Kyle equilibrium with static private signal and the Brownian bridge, we study a much broader class of bridges that allow one to consider more general equilibrium models, for example ones including…
We study a martingale Schr\"odinger bridge problem: given two probability distributions, find their martingale coupling with minimal relative entropy. Our main result provides Schr\"odinger potentials for this coupling. Namely, under…