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We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…

Functional Analysis · Mathematics 2021-11-29 Vladimir Bogachev , Svetlana Popova

We discuss the Monge problem of mass transportation in the framework of stochastic thermodynamics and revisit the problem of the Landauer limit for finite-time thermodynamics, a problem that got the interest of Krzysztof Gawedzki in the…

Statistical Mechanics · Physics 2022-09-16 Jean-Pierre Eckmann , Carlos Mejia-Monasterio

This paper introduces the first statistically consistent estimator of the optimal transport map between two probability distributions, based on neural networks. Building on theoretical and practical advances in the field of Lipschitz neural…

Machine Learning · Statistics 2022-02-17 Alberto González-Sanz , Lucas de Lara , Louis Béthune , Jean-Michel Loubes

In this paper we consider a minimization problem for the functional $$ J(u)=\int_{B_1^+}|\nabla u|\sp 2+\lambda_{+}^2\chi_{\{u>0\}}+\lambda_{-}^2\chi_{\{u\leq0\}}, $$ in the upper half ball $B_1^+\subset\R^n, n\geq 2$ subject to a Lipschitz…

Analysis of PDEs · Mathematics 2013-09-24 Aram Karakhanyan , Henrik Shahgholian

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…

Probability · Mathematics 2013-10-04 Xiaolu Tan , Nizar Touzi

Optimal mass transport is described by an approximation of transport cost via semi-discrete costs. The notions of optimal partition and optimal strong partition are given as well. We also suggest an algorithm for computation of Optimal…

Numerical Analysis · Mathematics 2015-02-17 Gershon Wolansky

We introduce a new technique, which we call the boundary method, for solving semi-discrete optimal transport problems with a wide range of cost functions. The boundary method reduces the effective dimension of the problem, thus improving…

Numerical Analysis · Mathematics 2019-05-03 Luca Dieci , J. D. Walsh

We study the asymptotic behavior of solutions to the second boundary value problem for a parabolic PDE of Monge-Amp\`ere type arising from optimal mass transport. Our main result is an exponential rate of convergence for solutions of this…

Analysis of PDEs · Mathematics 2020-11-18 Farhan Abedin , Jun Kitagawa

This article generalizes the study of branched/ramified optimal transportation to those with capacity constraints. Each admissible transport network studied here is represented by a transport multi-path between measures, with a capacity…

Optimization and Control · Mathematics 2024-02-13 Qinglan Xia , Haotian Sun

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…

Probability · Mathematics 2007-10-09 Christian Léonard

A time dependent variational approach is used to derive the equations of motion for the \lambda \phi^4 model. The simultaneous evolution of the quantum fluctuations and of the classical part of the field is considered in a lattice of 1+1…

High Energy Physics - Phenomenology · Physics 2009-11-07 Fábio L. Braghin , Fernando S. Navarra

We consider the problem of optimal transportation with quadratic cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We provide new results on the uniqueness and stability of the associated optimal…

Probability · Mathematics 2018-03-12 Eustasio Del Barrio , Jean-Michel Loubes

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

In the classical Monge-Kantorovich problem, the transportation cost only depends on the amount of mass sent from sources to destinations and not on the paths followed by this mass. Thus, it does not allow for congestion effects. Using the…

Optimization and Control · Mathematics 2007-05-23 G. Carlier , C. Jimenez , F. Santambrogio

The empirical optimal transport (OT) cost between two probability measures from random data is a fundamental quantity in transport based data analysis. In this work, we derive novel guarantees for its convergence rate when the involved…

Statistics Theory · Mathematics 2022-02-22 Shayan Hundrieser , Thomas Staudt , Axel Munk

We give a necessary and sufficient condition on the cost function so that the map solution of Monge's optimal transportation problem is continuous for arbitrary smooth positive data. This condition was first introduced by Ma, Trudinger and…

Analysis of PDEs · Mathematics 2013-01-29 G. Loeper

An $\mathrm{L}_1$-maximal regularity theory for parabolic evolution equations inspired by the pioneering work of Da Prato and Grisvard is developed. Besides of its own interest, the approach yields a framework allowing global-in-time…

Analysis of PDEs · Mathematics 2021-11-30 Raphaël Danchin , Matthias Hieber , Piotr B. Mucha , Patrick Tolksdorf

Quadratically regularized optimal transport (QOT) is a sparse alternative to entropic optimal transport. We develop a quantitative stability theory for QOT under perturbations of the marginals, the transport cost function, and the…

Optimization and Control · Mathematics 2026-05-28 Alberto González-Sanz , Marcel Nutz

Lower and upper bounds for a given function are important in many mathematical and engineering contexts, where they often serve as a base for both analysis and application. In this short paper, we derive piecewise linear and quadratic…

Optimization and Control · Mathematics 2014-06-17 Gene A. Bunin , Grégory François , Dominique Bonvin