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This paper is about the construction of displacement interpolations on a discrete metric graph. Our approach is based on the approximation of any optimal transport problem whose cost function is a distance on a discrete graph by a sequence…

度量几何 · 数学 2022-09-05 Christian Léonard

In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…

经典分析与常微分方程 · 数学 2021-06-02 Benoît Kloeckner

In this article, we are concerned with long-time behaviour of solutions to a semi-classical Schr\"odinger-type equation on the torus. We consider time scales which go to infinity when the semi-classical parameter goes to zero and we…

偏微分方程分析 · 数学 2012-11-08 Nalini Anantharaman , Clotilde Fermanian-Kammerer , Fabricio Macià

We show that the Schroedinger equation is a lift of Newton's law of motion on the space of probability measures, where derivatives are taken w.r.t. the Wasserstein Riemannian metric. Here the potential is the sum of the total classical…

数学物理 · 物理学 2009-03-12 Max-K. von Renesse

We look at the long-time behaviour of solutions to a semi-classical Schr\"odinger equation on the torus. We consider time scales which go to infinity when the semi-classical parameter goes to zero and we associate with each time-scale the…

偏微分方程分析 · 数学 2014-08-10 Nalini Anantharaman , Clotilde Fermanian Kammerer , Fabricio Macià

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…

最优化与控制 · 数学 2024-03-04 Guillaume Carlier , Lénaïc Chizat , Maxime Laborde

We propose a technique for interpolating between probability distributions on discrete surfaces, based on the theory of optimal transport. Unlike previous attempts that use linear programming, our method is based on a dynamical formulation…

偏微分方程分析 · 数学 2018-09-20 Hugo Lavenant , Sebastian Claici , Edward Chien , Justin Solomon

This article is aimed at presenting the Schr\"odinger problem and some of its connections with optimal transport. We hope that it can be used as a basic user's guide to Schr\"odinger problem. We also give a survey of the related literature.…

概率论 · 数学 2022-09-05 Christian Léonard

In this article, the structure of semiclassical measures for solutions to the linear Schr\"{o}dinger equation on the torus is analysed. We show that the disintegration of such a measure on every invariant lagrangian torus is absolutely…

泛函分析 · 数学 2011-09-14 Nalini Anantharaman , Fabricio Macià

The aim of this article is to introduce and address the problem to smoothly interpolate (empirical) probability measures. To this end, we lift the concept of a spline curve from the setting of points in a Euclidean space that that of…

最优化与控制 · 数学 2018-01-11 Yongxin Chen , Giovanni Conforti , Tryphon T. Georgiou

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

概率论 · 数学 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

Leveraging connections between diffusion-based sampling, optimal transport, and stochastic optimal control through their shared links to the Schr\"odinger bridge problem, we propose novel objective functions that can be used to transport…

机器学习 · 统计学 2024-10-11 Qijia Jiang , David Nabergoj

We study the continuity and the measurability of the solution to Schr\"odinger's functional equation, with respect to space, kernel and marginals, provided the space of all Borel probability measures is endowed with the weak topology. This…

概率论 · 数学 2020-03-31 Toshio Mikami

Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…

最优化与控制 · 数学 2015-06-16 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

We propose a procedure for estimating the Schr\"odinger bridge between two probability distributions. Unlike existing approaches, our method does not require iteratively simulating forward and backward diffusions or training neural networks…

机器学习 · 统计学 2024-08-22 Aram-Alexandre Pooladian , Jonathan Niles-Weed

In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…

最优化与控制 · 数学 2026-01-15 Alec Metsch

We study optimal transportation of measures on compact manifolds for costs defined from convex Lagrangians. We prove that optimal transportation can be interpolated by measured Lipschitz laminations, or geometric currents. The methods are…

动力系统 · 数学 2007-05-23 Patrick Bernard , Boris Buffoni

We consider the Schr\"odinger equations with arbitrary (large) power non-linearity on the three-dimensional torus. We construct non-trivial probability measures supported on Sobolev spaces and show that the equations are globally well-posed…

偏微分方程分析 · 数学 2021-08-20 Mouhamadou Sy

We establish the stability of solutions to the entropically regularized optimal transport problem with respect to the marginals and the cost function. The result is based on the geometric notion of cyclical invariance and inspired by the…

最优化与控制 · 数学 2022-07-07 Promit Ghosal , Marcel Nutz , Espen Bernton

This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…

概率论 · 数学 2019-11-19 Simone Di Marino , Augusto Gerolin
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