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We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

Probability · Mathematics 2025-11-03 Karol Bołbotowski

The classical duality theory of Kantorovich and Kellerer for the classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach…

Functional Analysis · Mathematics 2017-10-25 Ibrahim Ekren , H. Mete Soner

In the first part of the paper we briefly decribe the classical problem, raised by Monge in 1781, of optimal transportation of mass. We discuss also Kantorovich's weak solution of the problem, which leads to general existence results, to a…

Analysis of PDEs · Mathematics 2007-05-23 Luigi Ambrosio

In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…

Optimization and Control · Mathematics 2021-05-18 Gennaro Auricchio

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

Optimization and Control · Mathematics 2018-01-23 Robert J McCann

In this note, we study an optimal transportation problem arising in density functional theory. We derive an upper bound on the semi-classical Hohenberg-Kohn functional derived by Cotar, Friesecke and Kl\"{u}ppelberg (2012) which can be…

Optimization and Control · Mathematics 2015-06-12 Brendan Pass

The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…

Mathematical Physics · Physics 2025-06-27 Emanuele Caputo , Augusto Gerolin , Nataliia Monina , Lorenzo Portinale

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

Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…

Portfolio Management · Quantitative Finance 2025-10-07 Gabriela Kováčová , Georg Menz , Niket Patel

Transport properties of particles and waves in spatially periodic structures that are driven by external time-dependent forces manifestly depend on the space-time symmetries of the corresponding equations of motion. A systematic analysis of…

Mesoscale and Nanoscale Physics · Physics 2014-12-23 Sergey Denisov , Sergej Flach , Peter Hanggi

This paper deals with a variant of the optimal transportation problem. Given f $\in$ L 1 (R d , [0, 1]) and a cost function c $\in$ C(R d x R d) of the form c(x, y) = k(y -- x), we minimise $\int$ c d$\gamma$ among transport plans $\gamma$…

Analysis of PDEs · Mathematics 2024-10-10 Jules Candau-Tilh , Michael Goldman , Benoît Merlet

To remedy the drawbacks of full-mass or fixed-mass constraints in classical optimal transport, we propose adaptive optimal transport which is distinctive from the classical optimal transport in its ability of adaptive-mass preserving. It…

Machine Learning · Computer Science 2025-03-10 Pei Yang , Qi Tan , Guihua Wen

We consider the simultaneous optimal transportation of measures, where the target marginal is not necessarily fixed. For this problem, we prove the existence of a solution for completely regular spaces and investigate the structure of the…

Probability · Mathematics 2024-11-26 Kirill Sokolov

Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…

Econometrics · Economics 2026-01-22 Yinchu Zhu , Ilya O. Ryzhov

The stability of optimal transport maps with respect to perturbations of the marginals is a question of interest for several reasons, ranging from the justification of the linearized optimal transport framework to numerical analysis and…

Optimization and Control · Mathematics 2025-10-16 Cyril Letrouit

We study the consequences of the equivalence between the least gradient problem and a boundary-to-boundary optimal transport problem in two dimensions. We extend the relationship between the two problems to their respective dual problems,…

Analysis of PDEs · Mathematics 2021-02-12 Wojciech Górny

We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…

Numerical Analysis · Mathematics 2023-07-14 Matthew A. Cassini , Brittany Froese Hamfeldt

We study solutions to the multi-marginal Monge-Kantorovich problem which are concentrated on several graphs over the first marginal. We first present two general conditions on the cost function which ensure, respectively, that any solution…

Optimization and Control · Mathematics 2015-07-22 Abbas Moameni , Brendan Pass

We study local features, and provide a topological insight into the global structure of the probability density distribution and of the pattern of the optimal paths for large rare fluctuations away from a stable state. In contrast to…

Condensed Matter · Physics 2009-10-22 Mark I. Dykman , Mark M. Millonas , Vadim N. Smelyanskiy

We present a study of the application of a variant of a recently introduced heuristic algorithm for the optimization of transport routes on complex networks to the problem of finding the optimal routes of communication between nodes on…

Physics and Society · Physics 2009-11-13 Yong Yu , Bogdan Danila , John A. Marsh , Kevin E. Bassler