Related papers: Regularity in Monge's mass transfer problem
The optimal mass transportation was introduced by Monge some 200 years ago and is, today, the source of large number of results in analysis, geometry and convexity. Here I investigate a new, surprising link between optimal transformations…
We consider an optimal transport problem between laws of random probability measures: given a base cost function, we build the associated OT cost between probability measures that in turn we use to define the OT cost between probability…
We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual…
In this paper, we establish the global $W^{2,p}$ estimate for the Monge-Amp\`ere obstacle problem: $(Du)_{\sharp}f\chi{_{\{u>\frac{1}{2}|x|^2\}}}=g$, where $f$ and $g$ are positive continuous functions supported in disjoint bounded $C^2$…
We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…
In this paper, we investigate Monge-Kantorovich problems for which the absolute continuity of marginals is relaxed. For $X,Y\subseteq\mathbb{R}^{n+1}$ let $(X,\mathcal{B}_X,\mu)$ and $(Y,\mathcal{B}_Y,\nu)$ be two Borel probability spaces,…
The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…
The Monge-Amp\`{e}re equation arises in the theory of optimal transport. When more complicated cost functions are involved in the optimal transportation problem, which are motivated e.g. from economics, the corresponding equation for the…
We study the convergence of the transport plans $\gamma_\epsilon$ towards $\gamma_0$ as well as the cost of the entropy-regularized optimal transport $(c,\gamma_\epsilon)$ towards $(c,\gamma_0)$ as the regularization parameter $\epsilon$…
We prove quantitative bounds on the stability of optimal transport maps and Kantorovich potentials from a fixed source measure $\rho$ under variations of the target measure $\mu$, when the cost function is the squared Riemannian distance on…
We consider regularised quadratic optimal transport with subquadratic polynomial or entropic regularisation. In both cases, we prove interior Lipschitz-estimates on a transport-like map and interior gradient Lipschitz-estimates on the…
In this paper, we prove second derivative estimates together with classical solvability for the Dirichlet problem of certain Monge-Ampere type equations under sharp hypotheses. In particular we assume that the matrix function in the…
We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…
We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave probability measure is Lipschitz. The proof combines a recent…
Let M and \bar M be n-dimensional manifolds equipped with suitable Borel probability measures \rho and \bar\rho. Ma, Trudinger & Wang gave sufficient conditions on a transportation cost c \in C^4(M \times \bar M) to guarantee smoothness of…
We introduce and analyze a statistical estimator for Monge transport maps: solutions to the quadratic optimal transport problem in Euclidean space. For absolutely continuous source measures, this map is uniquely defined as the gradient of a…
We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…
A quantum version of the Monge--Kantorovich optimal transport problem is analyzed. The transport cost is minimized over the set of all bipartite coupling states $\rho^{AB}$, such that both of its reduced density matrices $\rho^A$ and…
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…
We investigate metric conditions that allow to prove existence and uniqueness of a map solving the Monge problem between two marginals in a metric (measure) space, proving two main results. Firstly, we introduce a nonsmooth version of the…