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We propose to align distributional data from the perspective of Wasserstein means. We raise the problem of regularizing Wasserstein means and propose several terms tailored to tackle different problems. Our formulation is based on the…

机器学习 · 计算机科学 2020-02-24 Liang Mi , Wen Zhang , Yalin Wang

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are…

机器学习 · 计算机科学 2022-05-02 Bahar Taskesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn

In this paper, we consider the following Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,t,u(x,t),\partial_xu(x,t))=0, u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions…

动力系统 · 数学 2014-03-18 Lin Wang , Jun Yan

We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…

偏微分方程分析 · 数学 2022-11-18 Alessio Porretta

In this note, we show the existence of regular solutions to the stationary version of the Navier-Stokes system for compressible fluids with a density dependent viscosity, known as the shallow water equations. For arbitrary large forcing we…

偏微分方程分析 · 数学 2016-07-15 Šimon Axmann , Piotr B. Mucha , Milan Pokorný

The aim of this paper is to prove the existence of minimizers for a variational problem involving the minimization under volume constraint of the sum of the perimeter and a non-local energy of Wasserstein type. This extends previous partial…

偏微分方程分析 · 数学 2021-08-26 Jules Candau-Tilh , Michael Goldman

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

机器学习 · 计算机科学 2018-11-15 Marco Cuturi , Gabriel Peyré

Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…

机器学习 · 统计学 2024-10-02 Qin Li , Maria Oprea , Li Wang , Yunan Yang

As a natural approach to modeling system safety conditions, chance constraint (CC) seeks to satisfy a set of uncertain inequalities individually or jointly with high probability. Although a joint CC offers stronger reliability certificate,…

最优化与控制 · 数学 2022-04-04 Haoming Shen , Ruiwei Jiang

In this article, the notion of viscosity solution is introduced for the path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with the optimal control problems for path-dependent stochastic differential equations. We identify…

最优化与控制 · 数学 2020-04-07 Jianjun Zhou

We discuss stabilization around trajectories of the continuity equation with nonlocal vector fields, where the control is localized, i.e., it acts on a fixed subset of the configuration space. We first show that the correct definition of…

最优化与控制 · 数学 2024-03-06 Nikolay Pogodaev , Francesco Rossi

Stable and accurate finite element methods are presented for Darcy flow in heterogeneous porous media with an interface of discontinuity of the hydraulic conductivity tensor. Accurate velocity fields are computed through global or local…

数值分析 · 数学 2025-05-26 Maicon R. Correa , Abimael F. D. Loula

The consensus problem -- achieving agreement among a network of agents -- is a central theme in both theory and applications. Recently, this problem has been extended from Euclidean spaces to the space of probability measures, where the…

最优化与控制 · 数学 2025-10-01 Pilgyu Jung , Yoon Mo Jung

In this paper we prove existence and uniqueness of viscosity solutions of elliptic systems associated to fully nonlinear operators for minimization problems that involve interconnected obstacles. This system appears, among other, in the…

偏微分方程分析 · 数学 2023-05-09 S. Andronicou , E. Milakis

The aim of these notes is to present in a comprehensive and relatively self-contained way some recent developments in the mathematical analysis of two-dimensional viscous flows. We consider the incompressible Navier-Stokes equations in the…

偏微分方程分析 · 数学 2012-03-06 Thierry Gallay

In this work we consider viscosity solutions to second order partial differential equations on Riemannian manifolds. We prove maximum principles for solutions to Dirichlet problem on a compact Riemannian manifold with boundary. Using a…

微分几何 · 数学 2011-01-31 Shige Peng , Detang Zhou

The Wasserstein distance quantifies the distance between two probability measures on a metric space. We prove an analogue of the Berry-Esseen inequality for the Wasserstein distance on a finite area hyperbolic surface. This inequality…

数论 · 数学 2025-12-18 Peter Humphries

We analyze the two-dimensional incompressible Navier-Stokes equations on a smooth, bounded domain with Navier boundary conditions. Starting from an initial vorticity in $L^p$ with $p>2$, we show strong convergence of the vorticity in the…

偏微分方程分析 · 数学 2025-11-07 Josef Demmel , Emil Wiedemann

The paper proposes a new approach to model risk measurement based on the Wasserstein distance between two probability measures. It formulates the theoretical motivation resulting from the interpretation of fictitious adversary of robust…

数理金融 · 定量金融 2019-03-05 Yu Feng , Erik Schlögl

We consider an initial value problem for a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian. Our Hamiltonian comes from the dynamics of $N$-peakon in the Camassa--Holm equation. It is given by a quadratic form with a…

偏微分方程分析 · 数学 2020-07-06 Tomasz Cieślak , Jakub Siemianowski , Andrzej Święch