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Marco Veneroni

Publications and source records attributed to Marco Veneroni.

At least 19 recordsLinked to original sources

On the computation of the infinity Wasserstein distance and the Wasserstein Projection Problem

Computing the infinity Wasserstein distance and retrieving projections of a probability measure onto a closed subset of probability measures are critical sub-problems in various applied fields. However, the practical applicability of these objects is limited by two factors: either the associated quantities are computationally prohibitive or there is a lack of available algorithms capable of calculating them. In this paper, we propose a novel class of Linear Programming problems and a routine that allows us to compute the infinity Wasserstein distance and to compute a projection of a probability measure over a generic subset of probability measures with respect to any $p$-Wasserstein distance with $p\in[1,\infty]$.

math.OC

Generalized Wasserstein Barycenters

We study the existence and uniqueness of the barycenter of a signed distribution of probability measures on a Hilbert space. The barycenter is found, as usual, as a minimum of a functional. In the case where the positive part of the signed measure is atomic, we can show also uniqueness. In the one-dimensional case, we characterize the quantile function of the unique minimum as the orthogonal projection of the $L^2$-barycenter of the quantiles on the cone of nonincreasing functions in $L^2(0,1)$. Further, we provide a stability estimate in dimension one and a counterexample to uniqueness in $\mathbb{R}^2$. Finally, we address the consistency of the barycenters and we prove that barycenters of a sequence of approximating measures converge (up to subsequences) to a barycenter of the limit measure.

math.PR

On the Structure of Optimal Transportation Plans between Discrete Measures

In this paper, we prove a structure theorem for discrete optimal transportation plans. We show that, given any pair of discrete probability measures and a cost function, there exists an optimal transportation plan that can be expressed as the sum of two deterministic plans. As an application, we estimate the infinity-Wasserstein distance between two discrete probability measures $μ$ and $ν$ with the $p$-Wasserstein distance, times a constant depending on $μ$, $ν$, and the fixed cost function.

math.OC

The Equivalence of Fourier-based and Wasserstein Metrics on Imaging Problems

We investigate properties of some extensions of a class of Fourier-based probability metrics, originally introduced to study convergence to equilibrium for the solution to the spatially homogeneous Boltzmann equation. At difference with the original one, the new Fourier-based metrics are well-defined also for probability distributions with different centers of mass, and for discrete probability measures supported over a regular grid. Among other properties, it is shown that, in the discrete setting, these new Fourier-based metrics are equivalent either to the Euclidean-Wasserstein distance $W_2$, or to the Kantorovich-Wasserstein distance $W_1$, with explicit constants of equivalence. Numerical results then show that in benchmark problems of image processing, Fourier metrics provide a better runtime with respect to Wasserstein ones.

math.OC

On the Computation of Kantorovich-Wasserstein Distances between 2D-Histograms by Uncapacitated Minimum Cost Flows

In this work, we present a method to compute the Kantorovich-Wasserstein distance of order one between a pair of two-dimensional histograms. Recent works in Computer Vision and Machine Learning have shown the benefits of measuring Wasserstein distances of order one between histograms with $n$ bins, by solving a classical transportation problem on very large complete bipartite graphs with $n$ nodes and $n^2$ edges. The main contribution of our work is to approximate the original transportation problem by an uncapacitated min cost flow problem on a reduced flow network of size $O(n)$ that exploits the geometric structure of the cost function. More precisely, when the distance among the bin centers is measured with the 1-norm or the $\infty$-norm, our approach provides an optimal solution. When the distance among bins is measured with the 2-norm: (i) we derive a quantitative estimate on the error between optimal and approximate solution; (ii) given the error, we construct a reduced flow network of size $O(n)$. We numerically show the benefits of our approach by computing Wasserstein distances of order one on a set of grey scale images used as benchmark in the literature. We show how our approach scales with the size of the images with 1-norm, 2-norm and $\infty$-norm ground distances, and we compare it with other two methods which are largely used in the literature.

math.OC

Computing Kantorovich-Wasserstein Distances on $d$-dimensional histograms using $(d+1)$-partite graphs

This paper presents a novel method to compute the exact Kantorovich-Wasserstein distance between a pair of $d$-dimensional histograms having $n$ bins each. We prove that this problem is equivalent to an uncapacitated minimum cost flow problem on a $(d+1)$-partite graph with $(d+1)n$ nodes and $dn^{\frac{d+1}{d}}$ arcs, whenever the cost is separable along the principal $d$-dimensional directions. We show numerically the benefits of our approach by computing the Kantorovich-Wasserstein distance of order 2 among two sets of instances: gray scale images and $d$-dimensional biomedical histograms. On these types of instances, our approach is competitive with state-of-the-art optimal transport algorithms.

math.OC

Stochastic homogenization of maximal monotone relations and applications

We study the homogenization of a stationary random maximal monotone operator on a probability space equipped with an ergodic dynamical system. The proof relies on Fitzpatrick's variational formulation of monotone relations, on Visintin's scale integration/disintegration theory and on Tartar-Murat's compensated compactness. We provide applications to systems of PDEs with random coefficients arising in electromagnetism and in nonlinear elasticity.

math.AP

Analysis of a variational model for nematic shells

We analyze an elastic surface energy which was recently introduced by G. Napoli and L.Vergori to model thin films of nematic liquid crystals. We show how a novel approach that takes into account also the extrinsic properties of the surfaces coated by the liquid crystal leads to considerable differences with respect to the classical intrinsic energy. Our results concern three connected aspects: i) using methods of the calculus of variations, we establish a relation between the existence of minimizers and the topology of the surface; ii) we prove, by a Ginzburg-Landau approximation, the well-posedness of the gradient flow of the energy; iii) in the case of a parametrized axisymmetric torus we obtain a stronger characterization of global and local minimizers, which we supplement with numerical experiments.

math-ph

Morse's index formula in VMO for compact manifolds with boundary

In this paper, we study Vanishing Mean Oscillation vector fields on a compact manifold with boundary. Inspired by the work of Brezis and Niremberg, we construct a topological invariant - the index - for such fields, and establish the analogue of Morse's formula. As a consequence, we characterize the set of boundary data which can be extended to nowhere vanishing VMO vector fields. Finally, we show briefly how these ideas can be applied to (unoriented) line fields with VMO regularity, thus providing a reasonable framework for modelling a surface coated with a thin film of nematic liquid crystals.

math.FA

Equilibrium configurations of nematic liquid crystals on a torus

The topology and the geometry of a surface play a fundamental role in determining the equilibrium configurations of thin films of liquid crystals. We propose here a theoretical analysis of a recently introduced surface Frank energy, in the case of two-dimensional nematic liquid crystals coating a toroidal particle. Our aim is to show how a different modeling of the effect of extrinsic curvature acts as a selection principle among equilibria of the classical energy, and how new configurations emerge. In particular, our analysis predicts the existence of new stable equilibria with complex windings.

math-ph

Variational formulation of the Fokker-Planck equation with decay: a particle approach

We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an energy-dissipation functional in a Gamma-convergence sense. Moreover, we prove that the resulting functional, which involves entropic terms and the Wasserstein metric, is again a variational formulation for the Fokker-Planck equation with decay.

math.AP

Global minimizers for the doubly-constrained Helfrich energy: the axisymmetric case

Since the pioneering work of Canham and Helfrich, variational formulations involving curvature-dependent functionals, like the classical Willmore functional, have proven useful for shape analysis of biomembranes. We address minimizers of the Canham-Helfrich functional defined over closed surfaces enclosing a fixed volume and having fixed surface area. By restricting attention to axisymmetric surfaces, we prove the existence of global minimizers.

math.AP

Global minimizers for axisymmetric multiphase membranes

We consider a Canham-Helfrich-type variational problem defined over closed surfaces enclosing a fixed volume and having fixed surface area. The problem models the shape of multiphase biomembranes. It consists of minimizing the sum of the Canham-Helfrich energy, in which the bending rigidities and spontaneous curvatures are now phase-dependent, and a line tension penalization for the phase interfaces. By restricting attention to axisymmetric surfaces and phase distributions, we extend our previous results for a single phase (arXiv:1202.1979) and prove existence of a global minimizer.

math-ph

Stochastic homogenization of subdifferential inclusions via scale integration

We study the stochastic homogenization of the system -div σ^ε= f^εσ^ε\in \partial ϕ^ε(\nabla u^ε), where (ϕ^ε) is a sequence of convex stationary random fields, with p-growth. We prove that sequences of solutions (σ^ε,u^ε) converge to the solutions of a deterministic system having the same subdifferential structure. The proof relies on Birkhoff's ergodic theorem, on the maximal monotonicity of the subdifferential of a convex function, and on a new idea of scale integration, recently introduced by A. Visintin.

math.AP

Passing to the Limit in a Wasserstein Gradient Flow: From Diffusion to Reaction

We study a singular-limit problem arising in the modelling of chemical reactions. At finite ε > 0, the system is described by a Fokker-Planck convection-diffusion equation with a double-well convection potential. This potential is scaled by 1/ε, and in the limit ε -> 0, the solution concentrates onto the two wells, resulting into a limiting system that is a pair of ordinary differential equations for the density at the two wells. This convergence has been proved in Peletier, Savaré, and Veneroni, SIAM Journal on Mathematical Analysis, 42(4):1805-1825, 2010, using the linear structure of the equation. In this paper we re-prove the result by using solely the Wasserstein gradient-flow structure of the system. In particular we make no use of the linearity, nor of the fact that it is a second-order system. The first key step in this approach is a reformulation of the equation as the minimization of an action functional that captures the property of being a curve of maximal slope in an integrated form. The second important step is a rescaling of space. Using only the Wasserstein gradient-flow structure, we prove that the sequence of rescaled solutions is pre-compact in an appropriate topology. We then prove a Gamma-convergence result for the functional in this topology, and we identify the limiting functional and the differential equation that it represents. A consequence of these results is that solutions of the ε-problem converge to a solution of the limiting problem.

math.AP

From diffusion to reaction via Gamma-convergence

We study the limit of high activation energy of a special Fokker-Planck equation, known as Kramers-Smoluchowski (K-S) equation. This equation governs the time evolution of the probability density of a particle performing a Brownian motion under the influence of a chemical potential H/e. We choose H having two wells corresponding to two chemical states A and B. We prove that after a suitable rescaling the solution to (K-S) converges, in the limit of high activation energy (e -> 0), to the solution of a simple system modeling the diffusion of A and B, and the reaction A <-> B. The aim of this paper is to give a rigorous proof of Kramer's formal derivation and to embed chemical reactions and diffusion processes in a common variational framework which allows to derive the former as a singular limit of the latter, thus establishing a connection between two worlds often regarded as separate. The singular limit is analysed by means of Gamma-convergence in the space of finite Borel measures endowed with the weak-* topology.

math.AP

Stripe patterns and the eikonal equation

We study a new formulation for the eikonal equation |grad u| =1 on a bounded subset of R^2. Considering a field P of orthogonal projections onto 1-dimensional subspaces, with divergence bounded in L^2, we prove existence and uniqueness for solutions of the equation P div P=0. We give a geometric description, comparable with the classical case, and we prove that such solutions exist only if the domain is a tubular neighbourhood of a regular closed curve. This formulation provides a useful approach to the analysis of stripe patterns. It is specifically suited to systems where the physical properties of the pattern are invariant under rotation over 180 degrees, such as systems of block copolymers or liquid crystals.

math.AP

Stripe patterns in a model for block copolymers

We consider a pattern-forming system in two space dimensions defined by an energy G_e. The functional G_e models strong phase separation in AB diblock copolymer melts, and patterns are represented by {0,1}-valued functions; the values 0 and 1 correspond to the A and B phases. The parameter e is the ratio between the intrinsic, material length scale and the scale of the domain. We show that in the limit (as e goes to 0) any sequence u_e of patterns with uniformly bounded energy G_e(u_e) becomes stripe-like: the pattern becomes locally one-dimensional and resembles a periodic stripe pattern of periodicity O(e). In the limit the stripes become uniform in width and increasingly straight. Our results are formulated as a convergence theorem, which states that the functional G_e Gamma-converges to a limit functional G_0. This limit functional is defined on fields of rank-one projections, which represent the local direction of the stripe pattern. The functional G_0 is only finite if the projection field solves a version of the Eikonal equation, and in that case it is the L^2-norm of the divergence of the projection field, or equivalently the L^2-norm of the curvature of the field. At the level of patterns the converging objects are the jump measures |grad(u_e)| combined with the projection fields corresponding to the tangents to the jump set. The central inequality from Peletier & Roeger, (Archive for Rational Mechanics and Analysis, to appear), provides the initial estimate and leads to weak measure-function-pair convergence. We obtain strong convergence by exploiting the non-intersection property of the jump set.

math.AP