相关论文: Stochastic homogenization of dynamical discrete op…
This paper deals with the large-scale behaviour of dynamical optimal transport on $\mathbb{Z}^d$-periodic graphs with general lower semicontinuous and convex energy densities. Our main contribution is a homogenisation result that describes…
In this paper we investigate the ability of some recently introduced discrete kinetic models of vehicular traffic to catch, in their large time behavior, typical features of theoretical fundamental diagrams. Specifically, we address the…
We study an optimal transport problem in a compact convex set $\Omega\subset\mathbb{R}^d$ where bulk transport is coupled to dynamic optimal transport on a metric graph $ \mathsf{G} = (\mathsf{V},\mathsf{E})$ which is embedded in $\Omega$.…
We study traffic flow on roads with a localized periodic inhomogeneity such as traffic signals, using a stochastic car-following model. We find that in cases of congestion, traffic flow can be optimized by controlling the inhomogeneity's…
We present a definition of stochastic Hamiltonian process on finite graph via its corresponding density dynamics in Wasserstein manifold. We demonstrate the existence of stochastic Hamiltonian process in many classical discrete problems,…
The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative…
We prove discrete-to-continuum convergence for dynamical optimal transport on $\mathbb{Z}^d$-periodic graphs with energy density having linear growth at infinity. This result provides an answer to a problem left open by Gladbach, Kopfer,…
We study the homogenization of a linear kinetic equation which models the evolution of the density of charged particles submitted to a highly oscillating electric field. The electric field and the initial density are assumed to be random…
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…
In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…
Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…
We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…
We study a continuum model of dislocation transport in order to investigate the formation of heterogeneous dislocation patterns. We propose a physical mechanism which relates the formation of heterogeneous patterns to the dynamics of a…
We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show…
This paper is about the construction of displacement interpolations on a discrete metric graph. Our approach is based on the approximation of any optimal transport problem whose cost function is a distance on a discrete graph by a sequence…
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…
This paper deals with the large-scale behaviour of nonlinear minimum-cost flow problems on random graphs. In such problems, a random nonlinear cost functional is minimised among all flows (discrete vector-fields) with a prescribed net flux…
We analyze transport on a graph with multiple constraints and where the weight of the edges connecting the nodes is a dynamical variable. The network dynamics results from the interplay between a nonlinear function of the flow, dissipation,…
In this work, we develop a new framework for dynamic network flow problems based on optimal transport theory. We show that the dynamic multi-commodity minimum-cost network flow problem can be formulated as a multi-marginal optimal transport…