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In the present work, we develop a novel particle method for a general class of mean field control problems, with source and terminal constraints. Specific examples of the problems we consider include the dynamic formulation of thep-Wasserstein metric, optimal transport around an obstacle, and measure transport subject to acceleration controls. Unlike existing numerical approaches, our particle method is meshfree and does not require global knowledge of an underlying cost function or of the terminal constraint. A key feature of our approach is a novel way of enforcing the terminal constraint via a soft, nonlocal approximation, inspired by recent work on blob methods for diffusion equations.We prove convergence of our particle approximation to solutions of the continuum mean-field control problem in the sense of Γ-convergence. A byproduct of our result is an extension of existing discrete-to-continuum convergence results for mean field control problems to more general state and measure costs, as arise when modeling transport around obstacles, and more general constraint sets, including controllable linear time invariant systems. Finally, we conclude by implementing our method numerically and using it to compute solutions the example problems discussed above. We conduct a detailed numerical investigation of the convergence properties of our method, as well as its behavior in sampling applications and for approximation of optimal transport maps. 

In this article, we consider the problem of stabilizing a class of degenerate stochastic processes, which are constrained to a bounded Euclidean domain or a compact smooth manifold, to a given target probability density. This stabilization problem arises in the field of swarm robotics, for example, in applications where a swarm of robots is required to cover an area according to a target probability density. Most existing works on modeling and control of robotic swarms that use partial differential equation (PDE) models assume that the robots' dynamics are holonomic and, hence, the associated stochastic processes have generators that are elliptic. We relax this assumption on the ellipticity of the generator of the stochastic processes, and consider the more practical case of the stabilization problem for a swarm of agents whose dynamics are given by a controllable driftless control-affine system. We construct state-feedback control laws that exponentially stabilize a swarm of nonholonomic agents to a target probability density that is sufficiently regular. State-feedback laws can stabilize a swarm only to target probability densities that are positive everywhere. To stabilize the swarm to probability densities that possibly have disconnected supports, we introduce a semilinear PDE model of a collection of interacting agents governed by a hybrid switching diffusion process. The interaction between the agents is modeled using a (mean-field) feedback law that is a function of the local density of the swarm, with the switching parameters as the control inputs. We show that under the action of this feedback law, the semilinear PDE system is globally asymptotically stable about the given target probability density. The stabilization strategies with and without agent interactions are verified numerically for agents that evolve according to the Brockett integrator; the strategy with interactions is additionally verified for agents that evolve according to an underactuated s... 

Score matching based diffusion has shown to achieve the state of art results in generation modeling. In the original score matching based diffusion algorithm, the forward equation is a differential equation for which the probability density equation evolves according to a linear partial differential equation, the Fokker-Planck equation. A drawback of this approach is that one needs the data distribution to have a Lipschitz logarithmic gradient. This excludes a large class of data distributions that have a compact support. We present a deterministic diffusion process for which the vector fields are always Lipschitz and hence the score does not explode for probability measures with compact support. This deterministic diffusion process can be seen as a regularization of the porous media equation equation, which enables one to guarantee long term convergence of the forward process to the noise distribution. Though the porous media equation is itself not always guaranteed to have a Lipschitz vector field, it can be used to understand the closeness of the output of the algorithm to the data distribution as a function of the the time horizon and score matching error. This analysis enables us to show that the algorithm has better dependence on the score matching error than approaches based on stochastic diffusions. Using numerical experiments we verify our theoretical results on example one and two dimensional data distributions which are compactly supported. Additionally, we validate the approach on a modified MNIST data set for which the distribution is concentrated on a compact set. In each of the experiments, the approach using deterministic diffusion performs better that the diffusion algorithm with stochastic forward process, when considering the FID scores of the generated samples. 

This paper considers the control of fluid on a solid vertical fiber, where the fiber radius is larger than the film thickness. The fluid dynamics is governed by a fourth-order partial differential equation (PDE) that models this flow regime. Fiber coating is affected by the Rayleigh–Plateau instability that leads to breakup into moving droplets. In this work, we show that control of the film profile can be achieved by dynamically altering the input flux to the fluid system that appears as a boundary condition of the PDE. We use the optimal control methodology to compute the control function. This method entails solving a minimization of a given cost function over a time horizon. We formally derive the optimal control conditions, and numerically verify that subject to the domain length constraint, the thin film equation can be controlled to generate a desired film profile with a single point of actuation. Specifically, we show that the system can be driven to both constant film profiles and traveling waves of certain speeds. 

As a counterpoint to classical stochastic particle methods for linear diffusion equations, such as Langevin dynamics for the Fokker-Planck equation, we develop a deterministic particle method for the weighted porous medium equation and prove its convergence on bounded time intervals. This generalizes related work on blob methods for unweighted porous medium equations. From a numerical analysis perspective, our method has several advantages: it is meshfree, preserves the gradient flow structure of the underlying PDE, converges in arbitrary dimension, and captures the correct asymptotic behavior in simulations.