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We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

In this paper we extend recent developments in computational optimal transport to the setting of Riemannian manifolds. In particular, we show how to learn optimal transport maps from samples that relate probability distributions defined on…

We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Arthur Stephanovitch , Anqi Dong , Tryphon T. Georgiou

We study the Muskat problem for one fluid in arbitrary dimension, bounded below by a flat bed and above by a free boundary given as a graph. In addition to a fixed uniform gravitational field, the fluid is acted upon by a generic force…

Analysis of PDEs · Mathematics 2023-06-02 Huy Q. Nguyen , Ian Tice

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

In this paper we consider a constrained parabolic optimal control problem. The cost functional is quadratic and it combines the distance of the trajectory of the system from the desired evolution profile together with the cost of a control.…

Optimization and Control · Mathematics 2021-09-29 Luka Grubišić , Martin Lazar , Ivica Nakić , Martin Tautenhahn

During the last decade Optimal Transport had a relevant role in the study of geometry of singular spaces that culminated with the Lott-Sturm-Villani theory. The latter is built on the characterisation of Ricci curvature lower bounds in…

Metric Geometry · Mathematics 2020-05-04 Fabio Cavalletti , Nicola Gigli , Flavia Santarcangelo

This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…

Classical Analysis and ODEs · Mathematics 2009-09-16 Guillaume Carlier , Luigi De Pascale , Filippo Santambrogio

We present some new ideas to derive {\em a priori} second order estiamtes for a wide class of fully nonlinear parabolic equations. Our methods, which produce new existence results for the initial-boundary value problems in $\bfR^n$, are…

Analysis of PDEs · Mathematics 2014-09-15 Bo Guan , Shujun Shi , Zhenan Sui

We establish a general condition on the cost function to obtain uniqueness and Monge solutions in the multi-marginal optimal transport problem, under the assumption that a given collection of the marginals are absolutely continuous with…

Optimization and Control · Mathematics 2022-02-15 Brendan Pass , Adolfo Vargas-Jiménez

We study the large time behavior of the optimal transportation cost towards the uniform distribution, for the occupation measure of a stationary Brownian motion on the flat torus in $d$ dimensions, where the cost of transporting a unit of…

Probability · Mathematics 2024-02-16 Mauro Mariani , Dario Trevisan

Ansatze are constructed under which the solutions of 11D supergravity must be stationary points of a parabolic flow on a Riemannian manifold $M^{10-p}$. This parabolic flow turns out to be the Ricci flow coupled to a scalar field, a…

Differential Geometry · Mathematics 2021-08-25 Teng Fei , Bin Guo , Duong H. Phong

Motivated by the Swampland Distance Conjecture, we study distances in field space using the framework of Optimal Transport. The associated optimisation problem naturally leads to a notion of distance in terms of a (generalised) Wasserstein…

High Energy Physics - Theory · Physics 2026-04-29 Saskia Demulder , Dieter Lust , Carmine Montella , Thomas Raml

We consider the global well-posedness of weak energy conservative solution to a general quasilinear wave equation through variational principle, where the solution may form finite time cusp singularity, when energy concentrates. As a main…

Analysis of PDEs · Mathematics 2020-08-17 Hong Cai , Geng Chen , Yannan Shen

A spatially-periodic longitudinal wave is considered in relativistic dissipative hydrodynamics. At sufficiently small wave amplitudes, an analytic solution is obtained in the linearised limit of the macroscopic conservation equations within…

Fluid Dynamics · Physics 2018-03-07 Victor E. Ambrus

We introduce a framework for solving a class of parabolic partial differential equations on triangle mesh surfaces, including the Hamilton-Jacobi equation and the Fokker-Planck equation. PDE in this class often have nonlinear or stiff terms…

Numerical Analysis · Mathematics 2024-06-04 Leticia Mattos Da Silva , Oded Stein , Justin Solomon

We study the existence of traveling waves for the parabolic system \begin{equation} \partial_t w - \partial_{x}^2 w = -\nabla_{\mathbb{u}} W(w) \mbox{ in } [0,+\infty) \times \mathbb{R} \end{equation} where $W$ is a potential bounded below…

Analysis of PDEs · Mathematics 2022-06-01 Ramon Oliver-Bonafoux

We consider an initial and boundary value problem invoked from the mathematical model for moisture transport in porous materials. Because of the difficulty appearing in the boundary condition, we have changed it and obtain the nonlinear…

Analysis of PDEs · Mathematics 2024-07-08 Akiko Morimura , Toyohiko Aiki

We solve the martingale optimal transport problem for cost functionals represented by optimal stopping problems. The measure-valued martingale approach developed in ArXiv: 1507.02651 allows us to obtain an equivalent infinite-dimensional…

Probability · Mathematics 2017-11-27 Erhan Bayraktar , Alexander Cox , Yavor Stoev
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