The National Science Foundation Division of Mathematical Sciences awarded Columbia University a $300,000 Project Grant under the Mathematical and Physical Sciences federal grant program (CFDA 47.049). The grant will support research on entropy in optimal transport and finance from July 1, 2021 to June 30, 2024. The Mathematical and Physical Sciences program aims to promote progress in mathematics and the physical sciences to strengthen the nation's scientific enterprise. This award will...
This Project Grant award from the National Science Foundation's (NSF) Mathematical and Physical Sciences (CFDA 47.049) program will provide $160,000 to Cornell University from July 1, 2024 to June 30, 2027 to advance statistical optimal transport theory and its applications. The research project aims to develop new computational and statistical methods for optimal transport, and apply them to various data analysis tasks like clustering, generative modeling, and dimension reduction for...
This National Science Foundation Project Grant of $315,519 supports research at the University of California, Los Angeles from July 2022 to June 2025 under the Mathematical and Physical Sciences program (CFDA 47.049). The award funds research investigating challenging problems in optimal transport theory and its applications in fields including partial differential equations, geometry, probability, and machine learning. Key areas of focus include developing the theory to analyze games with large...
This Project Grant from the National Science Foundation's Mathematical and Physical Sciences program (CFDA 47.049) provides $193,202 to Columbia University from August 15, 2022 through July 31, 2025. The funding will support research investigating long-time behavior and large population limits of stochastic processes with random times. Specifically, the university will develop mathematical and computational tools to analyze complex interacting systems, with a focus on stochastic models involving...
This National Science Foundation Project Grant award of $540,000 provides funding from July 1, 2022 to June 30, 2025 to address new challenges in statistical inference with regularized optimal transport. The award is made under the Mathematical and Physical Sciences program (CFDA 47.049) to Cornell University to explore modern regularization techniques for optimal transport distances and develop a comprehensive statistical theory to facilitate principled inference in high dimensions....
This $228,693 Project Grant awarded by the National Science Foundation (NSF) Division of Mathematical Sciences under the Mathematical and Physical Sciences program (CFDA 47.049) supports collaborative research at Michigan State University to develop theoretical tools and efficient numerical methods for solving the optimal transport problem. The research aims to establish existence and characterize long-term behavior of solutions for a class of degenerate-parabolic fully nonlinear partial...
This Project Grant award from the National Science Foundation's (NSF) Mathematical and Physical Sciences (CFDA 47.049) program is supporting research by The Trustees of Columbia University in the City of New York to advance the theoretical understanding of partial differential equations, free boundary problems, and related mathematical concepts. The $273,927 award, with a performance period from July 1, 2024 to June 30, 2027, focuses on developing new methods and regularity theories for specific...
The Trustees of Columbia University in the City of New York received a $283,044 Project Grant award from the National Science Foundation Division of Mathematical Sciences on July 1, 2021 to complete work by June 30, 2024. The grant supports modeling of financial catastrophe and COVID-19 super spreader events under the Mathematical and Physical Sciences program (CFDA 47.049). This program aims to advance mathematical and physical sciences knowledge and understanding of major national...
This National Science Foundation Project Grant of $229,021 awarded on August 1, 2022 will support research at the University of Texas at Austin to develop mathematical frameworks in optimal transport applications to probability, machine learning, and kinetic theory through July 31, 2025. Under the Mathematical and Physical Sciences program (CFDA 47.049), the investigator will advance understanding of stochastic modeling, artificial intelligence algorithms, and kinetic theory by exploiting...
The Carnegie Mellon University was awarded a $300,000 Project Grant from the National Science Foundation Division of Mathematical Sciences to support research focusing on long-term investing in high-dimensional open markets. The three-year award, made on August 1, 2022, will fund analysis of explicit, tractable models of open markets where the set of available assets can vary over time. In particular, the research will advance understanding of recently developed hybrid and rank Jacobi models,...