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This paper focuses on the Monge-Kantorovich formulation of the optimal transport problem and the associated $L^2$ Wasserstein distance. We use the $L^2$ Wasserstein distance in the Nearest Neighbour (NN) machine learning architecture to…

Computer Vision and Pattern Recognition · Computer Science 2019-03-20 Michael Snow , Jan Van lent

Consider transportation of one distribution of mass onto another, chosen to optimize the total expected cost, where cost per unit mass transported from x to y is given by a smooth function c(x,y). If the source density f^+(x) is bounded…

Analysis of PDEs · Mathematics 2011-07-07 Alessio Figalli , Young-Heon Kim , Robert J. McCann

We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…

Numerical Analysis · Mathematics 2018-07-19 Jean-David Benamou , Vincent Duval

We extend a dimensional upper bound on how much an optimal transport map can degenerate for the quadratic transportation cost, originally due to Caffarelli, to cost functions that satisfy the curvature condition of Ma, Trudinger, and Wang.

Analysis of PDEs · Mathematics 2012-11-28 Young-Heon Kim , Jun Kitagawa

We study a multi-marginal optimal transportation problem on a Riemannian manifold, with cost function given by the average distance squared from multiple points to their barycenter. Under a standard regularity condition on the first…

Analysis of PDEs · Mathematics 2013-03-26 Young-Heon Kim , Brendan Pass

It is well known that martingale transport plans between marginals $\mu\neq\nu$ are never given by Monge maps -- with the understanding that the map is over the first marginal $\mu$, or forward in time. Here, we change the perspective, with…

Probability · Mathematics 2024-07-03 Marcel Nutz , Ruodu Wang , Zhenyuan Zhang

We consider the problem of optimal approximation of a target measure by an atomic measure with $N$ atoms, in branched optimal transport distance. This is a new branched transport version of optimal quantization problems. New difficulties…

Optimization and Control · Mathematics 2025-04-01 Paul Pegon , Mircea Petrache

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…

Analysis of PDEs · Mathematics 2026-02-06 Rishabh S. Gvalani , Lukas Koch

We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…

Optimization and Control · Mathematics 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz

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

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

A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form $(\nabla u)\_\\#e^{- u}$ for…

Functional Analysis · Mathematics 2015-07-16 Filippo Santambrogio

We study the regularity of solutions to an optimal transportation problem where the dimension of the source is larger than that of the target. We demonstrate that if the target is $c$-convex, then the source has a canonical foliation whose…

Analysis of PDEs · Mathematics 2010-08-27 Brendan Pass

We study a parabolic equation for finding solutions to the optimal transport problem on compact Riemannian manifolds with general cost functions. We show that if the cost satisfies the strong MTW condition and the stay-away singularity…

Differential Geometry · Mathematics 2010-08-24 Young-Heon Kim , Jeffrey Streets , Micah Warren

We investigate the continuous optimal transport problem in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that…

Optimization and Control · Mathematics 2019-09-16 Dirk A. Lorenz , Hinrich Mahler

In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the $\infty$-optimal transport problem in the discrete and finite setting. It is the first time, to the best of our knowledge, that…

Optimization and Control · Mathematics 2023-04-27 Meyer Scetbon

The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Brenier's theorem and the Kantorovich-Rubinstein formula are…

Probability · Mathematics 2025-01-28 Mathias Beiglböck , Gudmund Pammer , Lorenz Riess , Stefan Schrott

In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…

Metric Geometry · Mathematics 2012-04-17 Otis Chodosh

We analyze a quantum version of the Monge--Kantorovich optimal transport problem. The quantum transport cost related to a Hermitian cost matrix $C$ is minimized over the set of all bipartite coupling states $\rho^{AB}$ with fixed reduced…

Quantum Physics · Physics 2024-03-12 Sam Cole , Michał Eckstein , Shmuel Friedland , Karol Życzkowski

This article addresses regularity of optimal transport maps for cost="squared distance" on Riemannian manifolds that are products of arbitrarily many round spheres with arbitrary sizes and dimensions. Such manifolds are known to be…

Analysis of PDEs · Mathematics 2010-06-11 Alessio Figalli , Young-Heon Kim , Robert J. McCann