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Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

机器人学 · 计算机科学 2022-10-31 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

This work is concerned with the efficient optimization method for solving a large class of optimal mass transport problems. An inexact primal-dual algorithm is presented from the time discretization of a proper dynamical system, and by…

最优化与控制 · 数学 2022-07-29 Jun Hu , Hao Luo , Zihang Zhang

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

最优化与控制 · 数学 2012-11-29 Jonathan Korman , Robert J. McCann

We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…

最优化与控制 · 数学 2021-04-27 Jose Blanchet , Karthyek Murthy , Fan Zhang

This paper presents an efficient parallel method for the deterministic solution of the 3D stationary Boltzmann transport equation applied to diffusive problems such as nuclear core criticality computations. Based on standard…

计算物理 · 物理学 2017-10-05 Salli Moustafa , François Févotte , Mathieu Faverge , Laurent Plagne , Pierre Ramet

In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…

最优化与控制 · 数学 2023-07-12 Stefano Cipolla , Jacek Gondzio , Filippo Zanetti

A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…

数值分析 · 数学 2012-08-27 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman

We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…

概率论 · 数学 2017-09-14 Mathias Beiglboeck , Manu Eder , Christiane Elgert , Uwe Schmock

We investigate the distributed multi-agent sharing optimization problem in a directed graph, with a composite objective function consisting of a smooth function plus a convex (possibly non-smooth) function shared by all agents. While…

最优化与控制 · 数学 2024-06-21 Sajad Zandi , Mehdi Korki

We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…

最优化与控制 · 数学 2020-09-11 Nazarii Tupitsa , Pavel Dvurechensky , Alexander Gasnikov , César A. Uribe

We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…

概率论 · 数学 2025-10-06 Philipp Jettkant , Andreas Sojmark

Reactive transport in permeable porous media is relevant for a variety of applications, but poses a significant challenge due to the range of length and time scales. Multiscale methods that aim to link microstructure with the macroscopic…

数值分析 · 数学 2023-12-27 Mina Karimi , Kaushik Bhattacharya

The paper presents a variational quantum algorithm to solve initial-boundary value problems described by second-order partial differential equations. The approach uses hybrid classical/quantum hardware that is well suited for quantum…

Simulating infiltration in porous media using Richards' equation remains computationally challenging due to its parabolic structure and nonlinear coefficients. While a wide range of numerical methods for differential equations have been…

数值分析 · 数学 2026-04-16 Arnob Barua , Christopher E. Kees , Dmitri Kuzmin

We study an optimal transportation approach for recovering parameters in dynamical systems with a single smoothly varying attractor. We assume that the data is not sufficient for estimating time derivatives of state variables but enough to…

动力系统 · 数学 2022-04-12 Yunan Yang , Levon Nurbekyan , Elisa Negrini , Robert Martin , Mirjeta Pasha

We investigate duality and existence of dual optimizers for several adapted optimal transport problems under minimal assumptions. This includes the causal and bicausal transport, the causal and bicausal barycenter problem, and a…

概率论 · 数学 2024-11-20 Daniel Kršek , Gudmund Pammer

The conductivity of a finite temperature 1+1 dimensional fermion gas described by the massive Thirring model is shown to be related to the retarded propagator of the dual boson sine-Gordon model. Duality provides a natural resummation which…

高能物理 - 理论 · 物理学 2009-11-07 T. S. Evans , A. Gomez Nicola , R. J. Rivers , D. A. Steer

We develop a numerical algorithm for computing the effective drift and diffusivity of the steady-state behavior of an overdamped particle driven by a periodic potential whose amplitude is modulated in time by multiplicative noise and forced…

计算物理 · 物理学 2020-02-18 Juan C. Latorre , Peter R. Kramer , Grigorios A. Pavliotis

We introduce a Benamou-Brenier formulation for the continuous-time martingale optimal transport problem as a weak length relaxation of its discrete-time counterpart. By the correspondence between classical martingale problems and…

概率论 · 数学 2018-08-29 Martin Huesmann , Dario Trevisan

Our work aims to estimate the camera motion mounted on the head of a mobile robot or a moving object from RGB-D images in a static scene. The problem of motion estimation is transformed into a nonlinear least squares function. Methods for…

机器人学 · 计算机科学 2023-11-13 Slimane Djema , Zoubir Abdeslem Benselama , Ramdane Hedjar , Krabi Abdallah