相关论文: Discretization of functionals involving the Monge-…
In this paper, we study higher-order-accurate-in-time minimizing movements schemes for Wasserstein gradient flows. We introduce a novel accelerated second-order scheme, leveraging the differential structure of the Wasserstein space in both…
We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…
The Monge-Kantorovich mass transfer problem is equivalently formulated as a convex optimization problem for a potential function. In the light of this formulation an interative algorithm is developed for determining the solution. It is a…
We consider the Dirichlet problem for the complex Monge--Amp\`ere equation on strongly pseudoconvex K\"ahler manifolds when the right-hand side is decreasing in the solution. Using flow-based arguments, we establish existence of smooth…
In order to perform numerical simulations of the KPZ equation, in any dimensionality, a spatial discretization scheme must be prescribed. The known fact that the KPZ equation can be obtained as a result of a Hopf--Cole transformation…
Sampling from nonsmooth target probability distributions is essential in various applications, including the Bayesian Lasso. We propose a splitting-based sampling algorithm for the time-implicit discretization of the probability flow for…
We present an iterative approach to approximate the solution to the Dirichlet complex Monge-Amp\`ere eigenvalue problem on a bounded strictly pseudoconvex domain in $\C^n$. This approach is inspired by a similar approach initiated by F.…
We present a deep generative model, named Monge-Amp\`ere flow, which builds on continuous-time gradient flow arising from the Monge-Amp\`ere equation in optimal transport theory. The generative map from the latent space to the data space…
A complete family of functional Steiner formulas is established. As applications, an explicit representation of functional intrinsic volumes using special mixed Monge-Amp\`ere measures and a new version of the Hadwiger theorem on convex…
We present a novel approach of discretizing variable coefficient diffusion operators in the context of meshfree generalized finite difference methods. Our ansatz uses properties of derived operators and combines the discrete Laplace…
In this paper, we study flexibility of weak solutions to the Monge-Amp\`ere system (MA) via convex integration. This new system of Pdes is an extension of the Monge-Amp\`ere equation in $d=2$ dimensions, naturally arising from the…
We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…
We establish the gradient flow representation of diffusion with mobility $b$ with respect to the modified Wasserstein quasi-metric $W_h$, where $h(r)=rb(r)$. The appropriate selection of the free energy functional depends on the specific…
A complex Monge-Amp\`ere equation for differential $(p,p)$-forms is introduced on compact K\"ahler manifolds. For any $1 \leq p < n$, we show the existence of smooth solutions unique up to adding constants. For $p=1$, this corresponds to…
We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…
We introduce an immersed high-order discontinuous Galerkin method for solving the compressible Navier-Stokes equations on non-boundary-fitted meshes. The flow equations are discretised with a mixed discontinuous Galerkin formulation and are…
In this paper, we propose a new numerical scheme for a spatially discrete model of constrained total variation flows, which are total variation flows whose values are constrained in a Riemannian manifold. The difficulty of this problem is…
We analyze a reaction coefficient identification problem for the spectral fractional powers of a symmetric, coercive, linear, elliptic, second-order operator in a bounded domain $\Omega$. We realize fractional diffusion as the…
As a counterpoint to classical stochastic particle methods for diffusion, we develop a deterministic particle method for linear and nonlinear diffusion. At first glance, deterministic particle methods are incompatible with diffusive partial…
We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…