Zobrazeno 1 - 10
of 54
pro vyhledávání: '"Wilfrid Gangbo"'
Publikováno v:
The Annals of Probability. 50
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ea0930fdcf6efad943276fc45fe928e
https://doi.org/10.1214/22-aop1580
https://doi.org/10.1214/22-aop1580
Publikováno v:
SIAM Journal on Mathematical Analysis. 53:1320-1356
We prove that viscosity solutions of Hamilton--Jacobi--Bellman (HJB) equations, corresponding either to deterministic optimal control problems for systems of $n$ particles or to stochastic optimal ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ada8adf95d3f574b96e3f765a003df1d
https://doi.org/10.1137/20m1331135
https://doi.org/10.1137/20m1331135
Autor:
Wilfrid Gangbo, Yat Tin Chow
Publikováno v:
Journal of Differential Equations. 267:6065-6117
We study stochastic processes on the Wasserstein space, together with their infinitesimal generators. One of these processes is modeled after Brownian motion and plays a central role in our work. Its infinitesimal generator defines a partial Laplacia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::330ae36fc9c10cd9d4e39aa7faa3d901
https://doi.org/10.1016/j.jde.2019.06.012
https://doi.org/10.1016/j.jde.2019.06.012
Publikováno v:
European Journal of Applied Mathematics. 31:574-600
The classical Monge–Kantorovich (MK) problem as originally posed is concerned with how best to move a pile of soil or rubble to an excavation or fill with the least amount of work relative to some cost function. When the cost is given by the square
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ffbf7252a70dbbfd1ef03d8be8bcd3da
https://doi.org/10.1017/s0956792519000172
https://doi.org/10.1017/s0956792519000172
Autor:
Adrian Tudorascu, Wilfrid Gangbo
Publikováno v:
Journal de Mathématiques Pures et Appliquées. 125:119-174
In this paper we elucidate the connection between various notions of differentiability in the Wasserstein space: some have been introduced intrinsically (in the Wasserstein space, by using typical objects from the theory of Optimal Transport) and use
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1ddc3ba3637c7f3e54e7f93e4f8020f
https://doi.org/10.1016/j.matpur.2018.09.003
https://doi.org/10.1016/j.matpur.2018.09.003
We study the free probabilistic analog of optimal couplings for the quadratic cost, where classical probability spaces are replaced by tracial von Neumann algebras, and probability measures on $\mathbb{R}^m$ are replaced by non-commutative laws of $m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4c010d6ef961b8546956924bea533824
Autor:
Wilfrid Gangbo
Publikováno v:
Notices of the American Mathematical Society. 65:313-316
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e97f2a9338d2001a54805a809e47442
https://doi.org/10.1090/noti1648
https://doi.org/10.1090/noti1648
Publikováno v:
Journal of Scientific Computing. 75:182-197
We propose a new algorithm to approximate the Earth Mover’s distance (EMD). Our main idea is motivated by the theory of optimal transport, in which EMD can be reformulated as a familiar $$L_1$$ type minimization. We use a regularization which gives
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f350beaeea38359fdf555b06407348a
https://doi.org/10.1007/s10915-017-0529-1
https://doi.org/10.1007/s10915-017-0529-1
We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier in [4] . Our extension allows optimal transfer of unnormalized and unequal masses. We obtain
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::196cb27fad3f9fc6d3a5f0607a9c301e
http://arxiv.org/abs/1902.03367
http://arxiv.org/abs/1902.03367
Publikováno v:
Comptes Rendus Mathematique. 353:1099-1104
Let c : A(k-1) -> R+ be convex and Omega subset of R-n be a bounded domain. Let f(0) and f(1) be two closed k-forms on Omega satisfying appropriate boundary conditions. We discuss the minimization of integral(Omega) c (A) dx over a subset of (k - 1)-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::42e2b1a587b9d29d7cebbf1627067736
https://doi.org/10.1016/j.crma.2015.09.015
https://doi.org/10.1016/j.crma.2015.09.015