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In this paper we consider the transport--Stokes system, which describes the sedimentation of particles in a viscous fluid in inertialess regime. We show existence of Lagrangian solutions to the Cauchy problem with $L^1$ initial data. We…

偏微分方程分析 · 数学 2023-03-13 Marco Inversi

This article generalizes the study of branched/ramified optimal transportation to those with capacity constraints. Each admissible transport network studied here is represented by a transport multi-path between measures, with a capacity…

最优化与控制 · 数学 2024-02-13 Qinglan Xia , Haotian Sun

The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by [9,11]. We show that the dual formulation of this problem is valid in a context…

证券定价 · 定量金融 2013-02-18 Dylan Possamaï , Guillaume Royer , Nizar Touzi

The Cauchy problem for a multidimensional linear transport equation with unbounded drift is investigated. Provided the drift is Holder continuous , existence, uniqueness and strong stability of solutions are obtained. The proofs are based…

偏微分方程分析 · 数学 2017-03-24 David A. C. Mollinedo , Christian Olivera

As an example for the optimization of unstable flows, we present an economics-based method for deciding the optimal rates at which vehicles are allowed to enter a highway. It exploits the naturally occuring fluctuations of traffic flow and…

统计力学 · 物理学 2009-10-31 Bernardo A. Huberman , Dirk Helbing

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

统计理论 · 数学 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

This paper proposes a new stochastic model of traffic dynamics in Lagrangian coordinates. The source of uncertainty is heterogeneity in driving behavior, captured using driver-specific speed-spacing relations, i.e., parametric uncertainty.…

系统与控制 · 计算机科学 2019-08-16 Fangfang Zheng , Saif Eddin Jabari , Henry X. Liu , DianChao Lin

This work originates from a heart's images tracking which is to generate an apparent continuous motion, observable through intensity variation from one starting image to an ending one both supposed segmented. Given two images p0 and p1, we…

经典分析与常微分方程 · 数学 2010-09-20 Olivier Besson , Martine Picq , Jérôme Pousin

We present new geometric intuition on dynamical versions of regularized optimal transport. We introduce two families of variational problems on Riemannian manifolds which contain analogues of the Schr\"odinger bridge problem and the Yasue…

最优化与控制 · 数学 2017-04-24 Flavien Léger

Equations for a perfect fluid can be obtained by means of the variational principle both in the Lagrangian description and in the Eulerian one. It is known that we need additional fields somehow to describe a rotational isentropic flow in…

流体动力学 · 物理学 2010-10-27 Hiroki Fukagawa , Youhei Fujitani

One of the main objectives of science is the recognition of a general pattern in a particular phenomenon in some particular regime. In this work, this is achieved with the analytical expression for the optimal protocol that minimizes the…

统计力学 · 物理学 2025-10-03 Pierre Nazé

Starting from the instability diagram of a traffic flow model, we derive conditions for the occurrence of congested traffic states, their appearance, their spreading in space and time, and the related increase in travel times. We discuss…

物理与社会 · 物理学 2009-10-26 Dirk Helbing , Martin Treiber , Arne Kesting , Martin Schönhof

In this paper, we investigate nonlinear stability of planar steady Euler flows related to least energy solutions of the Lane-Emden equation in a smooth bounded domain. We prove the orbital stability of these flows in terms of both the $L^s$…

偏微分方程分析 · 数学 2023-04-26 Guodong Wang

Efficient path planning for autonomous mobile robots is a critical problem across numerous domains, where optimizing both time and energy consumption is paramount. This paper introduces a novel methodology that considers the dynamic…

机器人学 · 计算机科学 2025-03-17 Víctor C. da S. Campos , Armando A. Neto , Douglas G. Macharet

Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…

投资组合管理 · 定量金融 2025-10-07 Gabriela Kováčová , Georg Menz , Niket Patel

In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…

最优化与控制 · 数学 2026-05-22 Bahar Taskesen

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

机器学习 · 计算机科学 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

We analyzed the stability of the uniform flow solution in the optimal velocity model for traffic and granular flow under the open boundary condition. It was demonstrated that, even within the linearly unstable region, there is a parameter…

统计力学 · 物理学 2009-10-31 Namiko Mitarai , Hiizu Nakanishi

We face the well-posedness of linear transport Cauchy problems $$\begin{cases}\dfrac{\partial u}{\partial t} + b\cdot\nabla u + c\,u = f&(0,T)\times{\mathbb R}^n\\u(0,\cdot)=u_0\in L^\infty&{\mathbb R}^n\end{cases}$$ under borderline…

偏微分方程分析 · 数学 2015-04-17 Albert Clop , Renjin Jiang , Joan Mateu , Joan Orobitg

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