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相关论文: Numerical Solution of the $L^1$-Optimal Transport …

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Optimal Mass Transport (OMT) is a well studied problem with a variety of applications in a diverse set of fields ranging from Physics to Computer Vision and in particular Statistics and Data Science. Since the original formulation of Monge…

机器学习 · 计算机科学 2021-10-26 Amanpreet Singh , Martin Bauer , Sarang Joshi

In this paper we deal with the extension of the Fast Kinetic Scheme (FKS) [J. Comput. Phys., Vol. 255, 2013, pp 680-698] originally constructed for solving the BGK equation, to the more challenging case of the Boltzmann equation. The scheme…

数值分析 · 数学 2016-08-30 Giacomo Dimarco , Raphaël Loubère , Jacek Narski , Thomas Rey

In this work, we solve a discrete optimal transport problem in a nonuniform environment. To solve the optimal transport problem, we build the cost matrix and then use classical solvers for discrete optimal transport. The challenge is to…

最优化与控制 · 数学 2026-03-17 Luca Dieci , Daniyar Omarov

An explicit numerical scheme is proposed for solving the initial-boundary value problem for the radiative transport equation in a rectangular domain with completely absorbing boundary condition. An upwind finite difference approximation is…

数值分析 · 数学 2013-03-27 Nobuyuki Higashimori , Hiroshi Fujiwara

We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…

数值分析 · 数学 2019-11-20 Sarafa Iyaniwura , Tony Wong , Michael J. Ward , Colin B. Macdonald

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

数学物理 · 物理学 2007-05-23 Gershon Wolansky

We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…

最优化与控制 · 数学 2011-05-23 Ahed Hindawi , Ludovic Rifford , Jean-Baptiste Pomet

We show a numerical scheme to solve the moment equations of the radiative transfer, i.e., M1 model which follows the evolution of the energy density, $ E $, and the energy flux, $ \mbox{\boldmath$F$} $. In our scheme we reconstruct the…

太阳与恒星天体物理 · 物理学 2015-06-15 Yuji Kanno , Tetsuya Harada , Tomoyuki Hanawa

The eigenvalue problem of the Laplace-Beltrami operators on curved surfaces plays an essential role in the convergence analysis of the numerical simulations of some important geometric partial differential equations which involve this…

数值分析 · 计算机科学 2013-10-18 Sheng-Gwo Chen , Mei-Hsiu Chi , Jyh-Yang Wu

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

概率论 · 数学 2018-12-31 Hadrien De March

In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the $\infty$-optimal transport problem in the discrete and finite setting. It is the first time, to the best of our knowledge, that…

最优化与控制 · 数学 2023-04-27 Meyer Scetbon

Integral equation methods for solving the Laplace-Beltrami equation on the unit sphere in the presence of multiple "islands" are presented. The surface of the sphere is first mapped to a multiply-connected region in the complex plane via a…

数值分析 · 数学 2013-06-05 Mary Catherine A. Kropinski , Nilima Nigam

We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…

数值分析 · 数学 2013-07-23 Ingrid von Glehn , Thomas März , Colin B. Macdonald

In the present article, we study the numerical approximation of a system of Hamilton-Jacobi and transport equations arising in geometrical optics. We consider a semi-Lagrangian scheme. We prove the well posedness of the discrete problem and…

偏微分方程分析 · 数学 2011-10-20 Yves Achdou , Fabio Camilli , Lucilla Corrias

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

偏微分方程分析 · 数学 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

Inverse boundary value problems for the radiative transport equation play important roles in optics-based medical imaging techniques such as diffuse optical tomography (DOT) and fluorescence optical tomography (FOT). Despite the rapid…

数值分析 · 数学 2015-06-19 Tian Ding , Kui Ren

Many research has been conducted about quadratic programming and inverse optimization. In this paper we present the combination aspect of these subjects, applying on transportation problem. First, we obtain the inverse form of quadratic…

最优化与控制 · 数学 2014-09-25 Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

Towards identifying the number of minimal surfaces sharing the same boundary from the geometry of the boundary, we propose a numerical scheme with high speed and high accuracy. Our numerical scheme is based on the method of fundamental…

数值分析 · 数学 2022-12-14 Koya Sakakibara , Yuuki Shimizu

We consider the method of mappings for performing shape optimization for unsteady fluid-structure interaction (FSI) problems. In this work, we focus on the numerical implementation. We model the optimization problem such that it takes…

最优化与控制 · 数学 2024-06-21 Johannes Haubner , Michael Ulbrich

We study solutions to the multi-marginal Monge-Kantorovich problem which are concentrated on several graphs over the first marginal. We first present two general conditions on the cost function which ensure, respectively, that any solution…

最优化与控制 · 数学 2015-07-22 Abbas Moameni , Brendan Pass