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We consider the transfer operators of non-uniformly expanding maps for potentials of various regularity, and show that a specific property of potentials ("flatness") implies a Ruelle-Perron-Frobenius Theorem and a decay of the transfer…

Classical Analysis and ODEs · Mathematics 2022-07-14 Benoît Kloeckner

This paper introduces two variational formulations for a model of robust optimal transport, that is, the problem of designing optimal transport networks that are resilient to potential damages, balancing construction costs against the…

Analysis of PDEs · Mathematics 2025-11-10 Luigi De Masi , Andrea Marchese , Annalisa Massaccesi

We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the…

Optimization and Control · Mathematics 2007-11-24 Andrei Agrachev , Paul Lee

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 consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

Optimization and Control · Mathematics 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

We introduce a Benamou-Brenier formulation for the continuous-time martingale optimal transport problem as a weak length relaxation of its discrete-time counterpart. By the correspondence between classical martingale problems and…

Probability · Mathematics 2018-08-29 Martin Huesmann , Dario Trevisan

We study the regularity properties of the minimisers of entropic optimal transport providing a natural analogue of the $\varepsilon$-regularity theory of quadratic optimal transport in the entropic setting. More precisely, we show that if…

Analysis of PDEs · Mathematics 2025-01-14 Rishabh S. Gvalani , Lukas Koch

We give an alternative proof and some extensions of results of Carlier, Figalli and Santambrogio on polynomial upper bounds on the Brenier map between probability measures under various conditions on the densities. The proofs are based on…

Analysis of PDEs · Mathematics 2024-07-17 Max Fathi

We develop a computationally tractable method for estimating the optimal map between two distributions over $\mathbb{R}^d$ with rigorous finite-sample guarantees. Leveraging an entropic version of Brenier's theorem, we show that our…

Statistics Theory · Mathematics 2024-05-14 Aram-Alexandre Pooladian , Jonathan Niles-Weed

In this paper we consider the Benamou-Brenier formulation of optimal transport for nonlinear control affine systems on $\Rd$, removing the compactness assumption of the underlying manifold in previous work by the author. By using Bernard's…

Optimization and Control · Mathematics 2025-05-02 Karthik Elamvazhuthi

In classical optimal transport, the contributions of Benamou$-$Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical…

We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…

Computational Finance · Quantitative Finance 2026-03-10 Manuel Hasenbichler , Benjamin Joseph , Gregoire Loeper , Jan Obloj , Gudmund Pammer

Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…

Probability · Mathematics 2021-04-23 Ariel Neufeld , Julian Sester

One of the crucial features of optimal transport on Riemannian manifolds is the equivalence of the `static', original, formulation of the problem and of the `dynamic' one, based on the study of the continuity equation. This furnishes the…

Analysis of PDEs · Mathematics 2026-01-21 Nicola Gigli , Felix Rott , Matteo Zanardini

This paper is about quantitative linearization results for the Monge-Amp\`ere equation with rough data. We develop a large-scale regularity theory and prove that if a measure $\mu$ is close to the Lebesgue measure in Wasserstein distance at…

Analysis of PDEs · Mathematics 2021-05-03 Michael Goldman , Martin Huesmann , Felix Otto

Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…

Optimization and Control · Mathematics 2010-05-04 Julie Delon , Julien Salomon , Andrei Sobolevskii

The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…

Probability · Mathematics 2016-08-14 Mathias Beiglböck , Nicolas Juillet

We introduce and study a new optimal transport problem on a bounded domain $\bar\Omega \subset \mathbb R^d$, defined via a dynamical Benamou-Brenier formulation. The model handles differently the motion in the interior and on the boundary,…

Analysis of PDEs · Mathematics 2021-01-05 Léonard Monsaingeon

The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…

Optimization and Control · Mathematics 2025-12-11 Mao Nishino , Martin Bauer , Tom Needham , Nicolas Charon

We prove that the Benamou-Brenier formulation of the Optimal Transport problem and the Kantorovich formulation are equivalent on a sub-Riemannian connected and complete manifold $M$ without boundary and with no non-trivial abnormal…

Optimization and Control · Mathematics 2025-10-16 Giovanna Citti , Mattia Galeotti , Andrea Pinamonti