相关论文: Primal dual methods for Wasserstein gradient flows
Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…
The diffusive transport distance, a novel pseudo-metric between probability measures on the real line, is introduced. It generalizes Martingale optimal transport, and forms a hierarchy with the Hellinger and the Wasserstein metrics. We…
We introduce in this paper two time discretization schemes tailored for a range of Wasserstein gradient flows. These schemes are designed to preserve mass, positivity and to be uniquely solvable. In addition, they also ensure energy…
In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…
This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…
A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…
In this paper, we propose and analyze a second order accurate (in both time and space) numerical scheme for the Poisson-Nernst-Planck-Navier-Stokes system, which describes the ion electro-diffusion in fluids. In particular, the…
In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…
We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different…
This paper studies the convergence properties of the inexact Jordan-Kinderlehrer-Otto (JKO) scheme and proximal-gradient algorithm in the context of Wasserstein spaces. The JKO scheme, a widely-used method for approximating solutions to…
We present two novel classes of fully discrete energy-preserving algorithms for the sine-Gordon equation subject to Neumann boundary conditions. The cosine pseudo-spectral method is first used to develop structure-preserving spatial…
We present three high-order Nystrom discretization strategies of various boundary integral equation formulations of the impenetrable time-harmonic Navier equations in two dimensions. One class of such formulations is based on the four…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
This article devises a new numerical method for first-order transport problems by using the primal-dual weak Galerkin (PD-WG) finite element method recently developed in scientific computing. The PD-WG method is based on a variational…
In this paper, we study the Crank-Nicolson method for temporal dimension and the piecewise quadratic polynomial collocation method for spatial dimensions of time-dependent nonlocal problems. The new theoretical results of such…
The goal of this work is to develop a novel splitting approach for the numerical solution of multiscale problems involving the coupling between Stokes equations and ODE systems, as often encountered in blood flow modeling applications. The…
In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is a unnormalized probability density function of the filter…
In this paper, we introduce and analyze a class of numerical schemes that demonstrate remarkable superiority in terms of efficiency, the preservation of positivity, energy stability, and high-order precision to solve the time-dependent…
This paper presents a fully discrete numerical scheme for one-dimensional nonlocal wave equations and provides a rigorous theoretical analysis. To facilitate the spatial discretization, we introduce an auxiliary variable analogous to the…
In this article, we study the semi discrete and fully discrete formulations for a Kirchhoff type quasilinear integro-differential equation involving time-fractional derivative of order $\alpha \in (0,1) $. For the semi discrete formulation…