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Award ID contains: 1509387

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  1. We seek network routing towards a desired final distribution that can mediate possible random link failures. In other words, we seek a routing plan that utilizes alternative routes so as to be relatively robust to link failures. To this end, we provide a mathematical formulation of a relaxed transport problem where the final distribution only needs to be close to the desired one. The problem is cast as a maximum entropy problem for probability distributions on paths with an added terminal cost. The entropic regularizing penalty aims at distributing the choice of paths amongst possible alternatives. We prove that the unique solution may be obtained by solving a generalized Schro ̈dinger system of equations. An iterative algorithm to com- pute the solution is provided. Each iteration of the algorithm contracts the distance (in the Hilbert metric) to the optimal solution by more than 1/2, leading to extremely fast convergence. 
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  2. We consider particles obeying Langevin dynamics while being at known positions and having known velocities at the two end-points of a given interval. Their motion in phase space can be modeled as an Ornstein–Uhlenbeck process conditioned at the two end-points—a generalization of the Brownian bridge. Using standard ideas from stochastic optimal control we construct a stochastic differential equation (SDE) that generates such a bridge that agrees with the statistics of the conditioned process, as a degenerate diffusion. Higher order linear diffusions are also considered. In general, a time-varying drift is sufficient to modify the prior SDE and meet the end-point conditions. When the drift is obtained by solving a suitable differential Lyapunov equation, the SDE models correctly the statistics of the bridge. These types of models are relevant in controlling and modeling distribution of particles and the interpolation of density functions. 
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  3. We propose unbalanced versions of the quantum mechanical version of optimal mass transport that is based on the Lindblad equation describing open quantum systems. One of them is a natural interpolation framework between matrices and matrix-valued measures via a quantum mechanical formulation of Fisher-Rao information and the matricial Wasserstein distance, and the second is an interpolation between Wasserstein distance and Frobenius norm. We also give analogous results for the matrix-valued density measures, i.e., we add a spatial dependency on the density matrices. This might extend the applications of the framework to interpolating matrix-valued densities/images with unequal masses. 
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