中文
相关论文

相关论文: Viscosity solutions for obstacle problems on Wasse…

200 篇论文

In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…

最优化与控制 · 数学 2021-04-28 Benoît Bonnet , Hélène Frankowska

In this article we consider viscous flow in the exterior of an obstacle satisfying the standard no-slip boundary condition at the surface of the obstacle. We seek conditions under which solutions of the Navier-Stokes system in the exterior…

偏微分方程分析 · 数学 2009-02-17 D. Iftimie , M. C. Lopes Filho , H. J. Nussenzveig Lopes

Several concepts of generalized differentiation in Wasserstein space have been proposed in order to deal with the intrinsic nonsmoothness arising in the context of optimization problems in Wasserstein spaces. In this paper we introduce a…

最优化与控制 · 数学 2025-11-20 Rossana Capuani , Antonio Marigonda , Marc Quincampoix

This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…

偏微分方程分析 · 数学 2024-02-02 Giovanni Conforti , Richard C. Kraaij , Luca Tamanini , Daniela Tonon

In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (HJB) equations associated with optimal control problems for path-dependent differential equations. We identify the value…

偏微分方程分析 · 数学 2020-09-11 Jianjun Zhou

We introduce a notion of viscosity solutions for the two-phase Stefan problem, which incorporates possible existence of a mushy region generated by the initial data. We show that a comparison principle holds between viscosity solutions, and…

偏微分方程分析 · 数学 2010-10-21 Inwon C. Kim , Norbert Pozar

This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff between approximation and estimation errors in statistics.…

机器学习 · 统计学 2024-10-30 Jérémie Bigot , Paul Freulon , Boris P. Hejblum , Arthur Leclaire

In this note, we provide a smooth variational principle on Wasserstein space by constructing a smooth gauge-type function using the sliced Wasserstein distance. This function is a crucial tool for optimization problems and in viscosity…

最优化与控制 · 数学 2022-11-17 Erhan Bayraktar , Ibrahim Ekren , Xin Zhang

We investigate a dynamic inverse problem using a regularization which implements the so-called Wasserstein-$1$ distance. It naturally extends well-known static problems such as lasso or total variation regularized problems to a (temporally)…

最优化与控制 · 数学 2025-12-05 Marcello Carioni , Julius Lohmann

An optimal control problem in the space of probability measures, and the viscosity solutions of the corresponding dynamic programming equations defined using the intrinsic linear derivative are studied. The value function is shown to be…

最优化与控制 · 数学 2022-12-29 H. Mete Soner , Qinxin Yan

We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…

偏微分方程分析 · 数学 2016-08-15 P. -L. Lions , P. E. Souganidis

We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space…

概率论 · 数学 2026-05-05 Ibrahim Ekren , Xihao He , Tianxu Lan , Xiaolu Tan

We study a singular perturbation problem for second-order Hamilton-Jacobi equations in the Wasserstein space. Specifically, we characterize the behavior of the solutions as the perturbation parameter $\varepsilon$ tends to zero. The notion…

最优化与控制 · 数学 2025-08-21 Antonios Zitridis

A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…

机器学习 · 统计学 2026-02-24 Yinan Hu , Esteban G. Tabak

This study investigated the stability of Hamilton--Jacobi equation on general metric spaces with a perturbation in some whole space. This type of stability appears in the domain perturbation problem. We find that the stability holds when…

偏微分方程分析 · 数学 2024-02-21 Shimpei Makida , Atsushi Nakayasu

In the present article, we are interested in an initial boundary value problem for a coupled system of partial differential equations arising in martensitic phase transition theory of elastically deformable solid materials, e.g., steel.…

动力系统 · 数学 2011-02-07 Peicheng Zhu

In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients…

最优化与控制 · 数学 2025-05-06 Thomas O. Gallouët , Andrea Natale , Gabriele Todeschi

In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic evolution equations in Hilbert…

概率论 · 数学 2020-09-14 Jianjun Zhou

We prove the existence of weak solutions for the one obstacle problem associated with a class of quasilinear wave equations in one space dimension, extending previous results obtained in the linear case, and we also address the two…

偏微分方程分析 · 数学 2026-04-02 João Paulo Dias , Wladimir Neves , José Francisco Rodrigues

In this paper, we prove the stability of viscosity solutions of the Hamilton--Jacobi equations for a sequence of networks embedded in Euclidean space. The network considered in this paper is not merely a graph -- it comprises a collection…

偏微分方程分析 · 数学 2023-04-27 Shimpei Makida