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This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…

概率论 · 数学 2024-07-24 Mehdi Talbi

Dynamic programming equations for mean field control problems with a separable structure are Eikonal equations on the Wasserstein space. Standard differentiation using linear derivatives yield a direct extension of the classical viscosity…

最优化与控制 · 数学 2024-01-09 H. Mete Soner , Qinxin Yan

On a complete, connected, locally compact, non-compact geodesic space $(X,d)$, we assign each compact set a distance-like function. With the help of these functions, we obtain a pseudo-metric on the space of (non-empty) compact subsets of…

动力系统 · 数学 2022-02-01 Xiaojun Cui , Liang Jin , Xifeng Su

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

This paper is a companion paper to [Lipman and Daubechies 2011]. We provide numerical procedures and algorithms for computing the alignment of and distance between two disk type surfaces. We provide a convergence analysis of the discrete…

数值分析 · 数学 2014-02-18 Yaron Lipman , Jesus Puente , Ingrid Daubechies

This paper is a continuation of our accompanying paper [Talbi, Touzi and Zhang (2021)], where we characterized the mean field optimal stopping problem by an obstacle equation on the Wasserstein space of probability measures, provided that…

概率论 · 数学 2022-11-18 Mehdi Talbi , Nizar Touzi , Jianfeng Zhang

In this paper we prove the equivalence between some known notions of solutions to the eikonal equation and more general analogs of the Hamilton-Jacobi equations in complete and rectifiably connected metric spaces. The notions considered are…

偏微分方程分析 · 数学 2020-06-04 Qing Liu , Nageswari Shanmugalingam , Xiaodan Zhou

We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations $F(x, u, du, d^{2}u)=0$ defined on a finite-dimensional Riemannian manifold $M$.…

偏微分方程分析 · 数学 2008-03-13 Daniel Azagra , Juan Ferrera , Beatriz Sanz

The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…

偏微分方程分析 · 数学 2023-08-30 Samuel Daudin , Benjamin Seeger

In this paper, we study isometries of $p$-Wasserstein spaces. In our first result, for every complete and separable metric space $X$ and for every $p\geq1$, we construct a metric space $Y$ such that $X$ embeds isometrically into $Y$, and…

度量几何 · 数学 2025-10-20 Zoltán M. Balogh , Eric Ströher , Tamás Titkos , Dániel Virosztek

We show that Busemann functions on a smooth, non-compact, complete, boundaryless, connected Riemannian manifold are viscosity solutions with respect to the Hamilton-Jacobi equation determined by the Riemannian metric and consequently they…

动力系统 · 数学 2013-12-24 Xiaojun Cui , Jian cheng

We study the geometry of the space of measures of a compact ultrametric space X, endowed with the L^p Wasserstein distance from optimal transportation. We show that the power p of this distance makes this Wasserstein space affinely…

泛函分析 · 数学 2014-06-04 Benoît Kloeckner

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

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

最优化与控制 · 数学 2020-06-15 Julie Delon , Agnes Desolneux

In this work we prove an analogue, for partial differential equations on the space of probability measures, of the classical vanishing viscosity result known for equations on the Euclidean space. Our result allows in particular to show that…

概率论 · 数学 2022-06-07 Ludovic Tangpi

We prove a comparison result for viscosity solutions of second order parabolic partial differential equations in the Wasserstein space. The comparison is valid for semisolutions that are Lipschitz continuous in the measure in a…

偏微分方程分析 · 数学 2024-10-16 Erhan Bayraktar , Ibrahim Ekren , Xin Zhang

Let $(X,d,\mathfrak{m})$ be a metric measure space. The study of the Wasserstein space $(\mathbb{P}_p(X),\mathbb{W}_p)$ associated to $X$ has proved useful in describing several geometrical properties of $X.$ In this paper we focus on the…

度量几何 · 数学 2021-02-18 Jaime Santos-Rodríguez

We study the structure of the support of a doubling measure by analyzing its self-similarity properties, which we estimate using a variant of the $L^1$ Wasserstein distance. We show that measure satisfying certain self-similarity conditions…

度量几何 · 数学 2014-11-11 Jonas Azzam , Guy David , Tatiana Toro

In this paper we introduce a notion of viscosity solutions for Eikonal equations defined on topological networks. Existence of a solution for the Dirichlet problem is obtained via representation formulas involving a distance function…

偏微分方程分析 · 数学 2011-03-22 D. Schieborn , F. Camilli

We study analogs of value functions arising in classical mechanics in the space of probability measures endowed with the Wasserstein metric $W_p$, for $1<p<\infty$. Our main result is that each of these generalized value functions is a type…

偏微分方程分析 · 数学 2015-05-12 Ryan Hynd , Hwa Kil Kim
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