Constrained overdamped Langevin dynamics for symmetric multimarginal optimal transportation
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Publication:5074802
DOI10.1142/S0218202522500105zbMATH Open1485.65063arXiv2102.03091OpenAlexW3127278261MaRDI QIDQ5074802FDOQ5074802
Authors: Aurélien Alfonsi, Rafaël Coyaud, Virginie Ehrlacher 
Publication date: 10 May 2022
Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)
Abstract: The Strictly Correlated Electrons (SCE) limit of the Levy-Lieb functional in Density Functional Theory (DFT) gives rise to a symmetric multi-marginal optimal transport problem with Coulomb cost, where the number of marginal laws is equal to the number of electrons in the system, which can be very large in relevant applications. In this work, we design a numerical method, built upon constrained overdamped Langevin processes to solve Moment Constrained Optimal Transport (MCOT) relaxations (introduced in A. Alfonsi, R. Coyaud, V. Ehrlacher and D. Lombardi, Math. Comp. 90, 2021, 689--737) of symmetric multi-marginal optimal transport problems with Coulomb cost. Some minimizers of such relaxations can be written as discrete measures charging a low number of points belonging to a space whose dimension, in the symmetrical case, scales linearly with the number of marginal laws. We leverage the sparsity of those minimizers in the design of the numerical method and prove that any local minimizer to the resulting problem is actually a emph{global} one. We illustrate the performance of the proposed method by numerical examples which solves MCOT relaxations of 3D systems with up to 100 electrons.
Full work available at URL: https://arxiv.org/abs/2102.03091
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Numerical optimization and variational techniques (65K10) Optimal transportation (49Q22) Stochastic particle methods (65C35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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Cited In (4)
- Genetic Column Generation: Fast Computation of High-Dimensional Multimarginal Optimal Transport Problems
- A Global Optimization Approach for Multimarginal Optimal Transport Problems with Coulomb Cost
- An external dual charge approach to the multimarginal optimal transport with Coulomb cost
- Switched diffusion processes for non-convex optimization and saddle points search
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