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Michael Goldman

Publications and source records attributed to Michael Goldman.

At least 19 recordsLinked to original sources
arXiv2026

Exact Asymptotics for the 2D Euclidean Random Matching Problem

We determine the exact first-order asymptotics of the expected optimal cost in two-dimensional random bipartite matching, for every finite power cost $q \ge 1$, on the flat torus. In the endpoint case $q=1$, this answers a question by Talagrand, in the periodic case. The argument involves the closely related asymptotics of the energy of the solution of the $p$-Poisson equation with a regularized white-noise source. In the limit of vanishing regularization parameter, we identify this energy as the solution of a Variational Martingale Problem on a limiting Gaussian filtration, whose value is characterized by a parabolic Monge-Amp\`ere flow.

math.PR↗
arXiv2026

The Wasserstein cost of Importance Sampling

Importance sampling (IS) consists in biasing samples from a distribution $f$ towards another distribution $g$. Concretely, given samples $X_i$ from $f$, the IS measure is $$\hat{g}_n = \frac{1}{Z_n}\sum_{i=1}^n \frac{g(X_i)}{f(X_i)} \delta_{X_i},$$ with $Z_n = \sum_{i=1}^n \frac{g(X_i)}{f(X_i)}$. The random measure $\hat{g}_n$ approximates $g$, and is used in many contexts ranging from Monte Carlo integration to Bayesian inference. We show that, in high dimension ($d \geqslant 3$), the Wasserstein cost $W_p^p(\hat{g}_n, g)$ has order $n^{-p/d}$ in expectation, i.e. $$\beta^{\mathrm{low}}_{p,d}\int gf^{-p/d}\leqslant \liminf_{n \to \infty} n^{p/d} \mathbb{E}[W_p^p(\hat{g}_n, g)] \leqslant \limsup_{n \to \infty} n^{p/d} \mathbb{E}[W_p^p(\hat{g}_n, g)] \leqslant\beta_{p,d} \int g f^{-p/d}$$ where $0<\beta^{\mathrm{low}}_{p,d}\leqslant \beta_{p,d}$ are constants depending only on $p$ and $d$, which are equal for $p=2$ and conjectured to be equal for any $p\geqslant 1$. Our results are valid for all $p\geqslant 1$ and $d\geqslant 3$. In the case where $\beta^{\mathrm{low}}_{p,d} = \beta_{p,d}$, we show that the asymptotically optimal sampling distribution $f^*$ for importance sampling is not equal to $g$ but to a tempered version of $g$, namely $f^* \propto g^{d/(p+d)}$, which is reminiscent of Zador's theorem in the domain of measure quantization.

math.PR↗
arXiv2026

Sharp upper bound for a branched transport problem coming from Ginzburg-Landau models

We consider a branched transport type problem with weakly imposed boundary conditions, which can be seen as a blown-up version of a reduced model for type-I superconductors in the regime of vanishing external magnetic field. We prove that if the irrigated measure is (locally) Ahlfors regular then it is of dimension at most $8/5$ in agreement with the conjecture by Conti, the third author and Serfaty.

math.AP↗
arXiv2025

Quantitative rigidity of the Wasserstein contraction under convolution

The aim of this paper is to investigate the contraction properties of $p$-Wasserstein distances with respect to convolution in Euclidean spaces both qualitatively and quantitatively. We connect this question to the question of uniform convexity of the Kantorovich functional on which there was substantial recent progress (mostly for $p=2$ and partially for $p>1$). Motivated by this connection we extend these uniform convexity results to the case $p=1$, which is of independent interest.

math.AP↗
arXiv2025

Curvature penalization of strongly anisotropic interfaces models and their phase-field approximation

This paper studies the effect of anisotropy on sharp or diffuse interfaces models. When the surface tension is a convex function of the normal to the interface, the anisotropy is said to be weak. This usually ensures the lower semicontinuity of the associated energy. If, however, the surface tension depends on the normal in a nonconvex way, this so-called strong anisotropy may lead to instabilities related to the lack of lower semicontinuity of the functional. We investigate the regularizing effects of adding a higher order term of Willmore type to the energy. We consider two types of problems. The first one is an anisotropic nonconvex generalization of the perimeter, and the second one is an anisotropic nonconvex Mumford-Shah functional. In both cases, lower semicontinuity properties of the energies with respect to a natural mode of convergence are established, as well as $\Gamma$-convergence type results by means of a phase field approximation. In comparison with related results for curvature dependent energies, one of the original aspects of our work is that, in the context of free discontinuity problems, we are able to consider singular structures such as crack-tips or multiple junctions.

math.AP↗
arXiv2025

Dynamics of screened particles towards equi-spaced ground states

This paper deals with the dynamics - driven by the gradient flow of negative fractional seminorms - of empirical measures towards equi-spaced ground states. Specifically, we consider periodic empirical measures $\mu$ on the real line that are screened by the Lebesgue measure, i.e., with $\mu-d x$ having zero average. To each of these measures $\mu$ we associate a {(periodic)} function $u$ satisfying $u'= d x - \mu$. For $s\in (0,\frac 12)$ we introduce energy functionals $\mathcal E^s(\mu)$ that can be understood as the density of the $s$-Gagliardo seminorm of $u$ per unit length. Since for $s\ge \frac 12$, the $s$-Gagliardo seminorms are infinite on functions with jumps, some regularization procedure is needed: For $s\in[\frac 12,1)$ we define $\mathcal E_\e^s(\mu):= \mathcal E^s(\mu_\e)$, where $\mu_\varepsilon$ is obtained by mollifying $\mu$ on scale $\varepsilon$. We prove that the minimizers of $\mathcal E^s$ and $\mathcal E_\varepsilon^s$ are the equi-spaced configurations of particles with lattice spacing equal to one. Then, we prove the exponential convergence of the corresponding gradient flows to the equi-spaced steady states. Finally, although for $s\in[\frac 12 ,1)$ the energy functionals $\mathcal E_\varepsilon^s$ blow up as $\varepsilon\to 0$, their gradients are uniformly bounded (with respect to $\varepsilon$), so that the corresponding trajectories converge, as $\varepsilon\to 0$, to the gradient flow solution of a suitable renormalized energy.

math.FA↗
arXiv2025

A $\Gamma$-convergence result for 2D type-I superconductors

We consider a 2D non-standard Modica-Mortola type functional. This functional arises from the Ginzburg-Landau theory of type-I superconductors in the case of an infinitely long sample and in the regime of comparable penetration and coherence lengthes. We prove that the functional $\Gamma$-converges to the perimeter functional. This result is a first step in understanding how to extend the results of Conti, Goldman, Otto, Serfaty (2018) to the regime of non vanishing Ginzburg-Landau parameter $\kappa$.

math.AP↗
arXiv2024

New dimensional bounds for a branched transport problem

We consider a branched transport problem with weakly imposed boundary conditions. This problem arises as a reduced model for pattern formation in type-I superconductors. For this model, it is conjectured that the dimension of the boundary measure is non-integer. We prove this conjecture in a simplified 2D setting, under the (strong) assumption of Ahlfors regularity of the irrigated measure. This work is the first rigorous proof of a singular behaviour for irrigated measures resulting from minimality.

math.AP↗
arXiv2024

Asymptotics for Random Quadratic Transportation Costs

We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three. Previous results were essentially limited to the two (or one) dimensional case, or to distributions whose absolutely continuous part is uniform. The proof relies upon recent advances in the stability theory of optimal transportation, combined with functional analytic techniques and some ideas from quantitative stochastic homogenization. The key tool we develop is a quantitative upper bound for the usual quadratic optimal transportation problem in terms of its boundary variant, where points can be freely transported along the boundary. The methods we use are applicable to more general random measures, including occupation measure of Brownian paths, and may open the door to further progress on challenging problems at the interface of analysis, probability, and discrete mathematics.

math.PR↗
arXiv2024

A charged liquid drop model with Willmore energy

We consider a variational model of electrified liquid drops, involving competition between surface tension and charge repulsion. Since the natural model happens to be ill-posed, we show that by adding to the perimeter a Willmore-type energy, the problem turns back to be well-posed. We also prove that for small charge the droplets is spherical.

math.AP↗
arXiv2024

Subadditivity and optimal matching of unbounded samples

We obtain new bounds for the optimal matching cost for empirical measures with unbounded support. For a large class of radially symmetric and rapidly decaying probability laws, we prove for the first time the asymptotic rate of convergence for the whole range of power exponents $p$ and dimensions $d$. Moreover we identify the exact prefactor when $p\le d$. We cover in particular the Gaussian case, going far beyond the currently known bounds. Our proof technique is based on approximate sub- and super-additivity bounds along a geometric decomposition adapted to some features the density, such as its radial symmetry and its decay at infinity.

math.PR↗
arXiv2023

Non-convex functionals penalizing simultaneous oscillations along two independent directions: structure of the defect measure

We continue the analysis of a family of energies penalizing oscillations in oblique directions: they apply to functions $u(x_1,x_2)$ with $x_l\in\mathbb{R}^{n_l}$ and vanish when $u(x)$ is of the form $u_1(x_1)$ or $u_2(x_2)$. We mainly study the rectifiability properties of the defect measure $\nabla_1\nabla_2u$ of functions with finite energy. The energies depend on a parameter $θ\in(0,1]$ and the set of functions with finite energy grows with $θ$. For $θ<1$ we prove that the defect measure is $(n_1-1,n_2-1)$-tensor rectifiable in $Ω_1\timesΩ_2$. We first get the result for $n_1=n_2=1$ and deduce the general case through slicing using White's rectifiability criterion. When $θ=1$ the situation is less clear as measures of arbitrary dimensions from zero to $n_1+n_2-1$ are possible. We show however, in the case $n_1=n_2=1$ and for Lipschitz continuous functions, that the defect measures are $1\,$-rectifiable. This case bears strong analogies with the study of entropic solutions of the eikonal equation.

math.AP↗
arXiv2023

An exterior optimal transport problem

This paper deals with a variant of the optimal transportation problem. Given f $\in$ L 1 (R d , [0, 1]) and a cost function c $\in$ C(R d x R d) of the form c(x, y) = k(y -- x), we minimise $\int$ c d$\gamma$ among transport plans $\gamma$ whose first marginal is f and whose second marginal is not prescribed but constrained to be smaller than 1 -- f. Denoting by $\Upsilon$(f) the infimum of this problem, we then consider the maximisation problem sup{$\Upsilon$(f) : $\int$ f = m} where m \> 0 is given. We prove that maximisers exist under general assumptions on k, and that for k radial, increasing and coercive these maximisers are the characteristic functions of the balls of volume m.

math.AP↗
arXiv2023

Optimal transport methods for combinatorial optimization over two random point sets

We investigate the minimum cost of a wide class of combinatorial optimization problems over random bipartite geometric graphs in $\mathbb{R}^d$ where the edge cost between two points is given by a $p$-th power of their Euclidean distance. This includes e.g.\ the travelling salesperson problem and the bounded degree minimum spanning tree. We establish in particular almost sure convergence, as $n$ grows, of a suitable renormalization of the random minimum cost, if the points are uniformly distributed and $d \ge 3$, $1\le p<d$. Previous results were limited to the range $p<d/2$. Our proofs are based on subadditivity methods and build upon new bounds for random instances of the Euclidean bipartite matching problem, obtained through its optimal transport relaxation and functional analytic techniques.

math.PR↗
arXiv2023

On the concave one-dimensional random assignment problem and Young integration theory

We investigate the one-dimensional random assignment problem in the concave case, i.e., the assignment cost is a concave power function, with exponent $0<p<1$, of the distance between $n$ source and $n$ target points, that are i.i.d. random variables with a common law on an interval. We prove that the limit of a suitable renormalization of the costs exists if the exponent $p$ is different than $1/2$. Our proof in the case $1/2<p<1$ makes use of a novel version of the Kantorovich optimal transport problem based on Young integration theory, where the difference between two measures is replaced by the weak derivative of a function with finite $q$-variation, which may be of independent interest. We also prove a similar result for the random bipartite Traveling Salesperson Problem.

math.PR↗