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This article reviews the use of first order convex optimization schemes to solve the discretized dynamic optimal transport problem, initially proposed by Benamou and Brenier. We develop a staggered grid discretization that is well adapted…

Numerical Analysis · Mathematics 2014-02-11 Nicolas Papadakis , Gabriel Peyré , Edouard Oudet

We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising…

Numerical Analysis · Mathematics 2021-05-11 Brittany Froese Hamfeldt , Axel G. R. Turnquist

We study a dynamic optimal transport type problem on a domain that consists of two parts: a compact set $\Omega \subset \mathbb{R}^d$ (bulk) and a non-intersecting and sufficiently regular curve $\Gamma \subset \Omega$. On each of them, a…

Analysis of PDEs · Mathematics 2025-04-07 Marcello Carioni , Juliane Krautz , Jan-F. Pietschmann

We construct Two-Point Flux Approximation (TPFA) finite volume schemes to solve the quadratic optimal transport problem in its dynamic form, namely the problem originally introduced by Benamou and Brenier. We show numerically that these…

Numerical Analysis · Mathematics 2021-08-31 Andrea Natale , Gabriele Todeschi

We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…

Probability · Mathematics 2008-09-09 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

We investigate the optimal transport problem between probability measures when the underlying cost function is understood to satisfy a least action principle, also known as a Lagrangian cost. These generalizations are useful when connecting…

Machine Learning · Computer Science 2024-06-04 Aram-Alexandre Pooladian , Carles Domingo-Enrich , Ricky T. Q. Chen , Brandon Amos

This paper settles the existence question for a rather general class of convex optimal design problems with a volume constraint. In low dimensions, we prove the existence of an optimal configuration for general convex minimization problems…

Analysis of PDEs · Mathematics 2008-03-19 Eduardo V. Teixeira

We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…

Machine Learning · Statistics 2023-08-29 Jiacheng Zhu , Aritra Guha , Dat Do , Mengdi Xu , XuanLong Nguyen , Ding Zhao

This paper slightly improves a classical result by Gangbo and McCann (1996) about the structure of optimal transport plans for costs that are concave functions of the Euclidean distance. Since the main difficulty for proving the existence…

Optimization and Control · Mathematics 2025-09-03 Paul Pegon , Davide Piazzoli , Filippo Santambrogio

We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…

Functional Analysis · Mathematics 2023-03-06 Krzysztof J. Ciosmak

In the optimal partial transport problem, one is asked to transport a fraction $0<m \leq \min\{||f||_{L^1}, ||g||_{L^1}\}$ of the mass of $f=f \chi_\Omega$ onto $g=g\chi_\Lambda$ while minimizing a transportation cost. If $f$ and $g$ are…

Analysis of PDEs · Mathematics 2013-03-21 Emanuel Indrei

We consider the problem of controlling a vehicle to arrive at a fixed destination while minimizing a combination of energy consumption and travel time. Our model includes vehicle speed and accelaration limits, aerodynamic drag, rolling…

Optimization and Control · Mathematics 2023-06-13 Nicholas Moehle

We consider the model of a transportation problem with the objective of finding a minimum-cost transportation plan for shipping a given commodity from a set of supply centers to the customers. Since the exact values of supply and demand and…

Optimization and Control · Mathematics 2023-01-31 Elif Garajová , Miroslav Rada

We present a self-contained analysis of a particular family of metrics over the set of non-negative integers. We show that these metrics, which are defined through a nested sequence of optimal transport problems, provide tight estimates for…

Optimization and Control · Mathematics 2022-04-21 Mario Bravo , Thierry Champion , Roberto Cominetti

We introduce and study a multi-marginal optimal partial transport problem. Under a natural and sharp condition on the dominating marginals, we establish uniqueness of the optimal plan. Our strategy of proof establishes and exploits a…

Analysis of PDEs · Mathematics 2015-08-10 Jun Kitagawa , Brendan Pass

This is our first paper on the extension of our recent work on the Lax-Oleinik commutators and its applications to the intrinsic approach of propagation of singularities of the viscosity solutions of Hamilton-Jacobi equations. We…

Analysis of PDEs · Mathematics 2024-02-07 Wei Cheng , Jiahui Hong , Tianqi Shi

We use the randomization idea and proof techniques from optimal transport to study optimal reinsurance problems. We start by providing conditions for a class of problems that allow us to characterize the support of optimal treaties, and…

Optimization and Control · Mathematics 2024-11-04 Beatrice Acciaio , Hansjörg Albrecher , Brandon García Flores

We consider maps $T$ solving the optimal transport problem with a cost $c(x-y)$ modeled on the $p$-cost. For H\"older continuous marginals, we prove a $C^{1,\alpha}$-partial regularity result for $T $in the set $\{|T(x)-x|>0\}$.

Analysis of PDEs · Mathematics 2024-07-15 Michael Goldman , Lukas Koch

We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…

Optimization and Control · Mathematics 2023-05-05 Maciej Buze , Manh Hong Duong

These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures…

Classical Analysis and ODEs · Mathematics 2010-09-21 Filippo Santambrogio