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The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost $c(x,y)$ which is not finite everywhere, but coincides with $|x-y|^2$ if the displacement $y-x$ belongs to a given convex set $C$ and it is…

Optimization and Control · Mathematics 2011-10-17 Chloé Jimenez , Filippo Santambrogio

We prove full boundary regularity for minimizing biharmonic maps with smooth Dirichlet boundary conditions. Our result, similarly as in the case of harmonic maps, is based on the nonexistence of nonconstant boundary tangent maps. With the…

Analysis of PDEs · Mathematics 2018-04-13 Katarzyna Mazowiecka

We propose a fast algorithm to approximate the optimal transport distance. The main idea is to add a Fisher information regularization into the dynamical setting of the problem, originated by Benamou and Brenier. The regularized problem is…

Numerical Analysis · Mathematics 2018-11-29 Wuchen Li , Penghang Yin , Stanley Osher

We study the equivalence between the weighted least gradient problem and the weighted Beckmann minimal flow problem or equivalently, the optimal transport problem with Riemannian cost. Thanks to this equivalence, we prove existence and…

Analysis of PDEs · Mathematics 2021-12-30 Samer Dweik , Wojciech Górny

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…

Metric Geometry · Mathematics 2025-05-06 Jun Kitagawa , Cyril Letrouit , Quentin Mérigot

In Bayesian applications, there is a huge interest in rapid and accurate estimation of the posterior distribution, particularly for high dimensional or hierarchical models. In this article, we propose to use optimization to solve for a…

Computation · Statistics 2021-03-12 Leo L. Duan

In this paper we study continuum-marginal optimal transport. Given a time-continuous family of probability marginals, the problem is to recover the minimum-energy velocity field whose flow reproduces every marginal. This problem is the…

Optimization and Control · Mathematics 2026-04-28 Yumiharu Nakano

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…

Optimization and Control · Mathematics 2022-12-13 Harshal D. Kaushik , Sepideh Samadi , Farzad Yousefian

We give a new probabilistic construction of solutions to real Monge-Amp\`ere equations in R^n satisfying the second boundary value problem with respect to a given target convex body P) which fits naturally into the theory of optimal…

Analysis of PDEs · Mathematics 2013-02-19 Robert J. Berman

As a generalization of the optimal mass transport (OMT) approach of Benamou and Brenier's, the regularized optimal mass transport (rOMT) formulates a transport problem from an initial mass configuration to another with the optimality…

Numerical Analysis · Mathematics 2023-09-22 Xinan Chen , Helene Benveniste , Allen R. Tannenbaum

Unbalanced optimal transport (UOT) extends classical optimal transport to measures with different total masses, but statistical guarantees for Monge-type estimation remain limited. We study unbalanced transport with quadratic cost and…

Statistics Theory · Mathematics 2026-05-12 Donlapark Ponnoprat , Noboru Isobe , Masaaki Imaizumi

We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

Numerical Analysis · Mathematics 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

We propose a discrete transport equation on graphs which connects distributions on both vertices and edges. We then derive a discrete analogue of the Benamou-Brenier formulation for Wasserstein-$1$ distance on a graph and as a result…

Information Theory · Computer Science 2026-04-16 Kieran Morris , Oliver Johnson

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

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

Via Gauge theory, we give a new proof of partial regularity for harmonic maps in dimension m>2 into arbitrary targets. This proof avoids the use of adapted frames and permits to consider targets of "minimal" C^2 regularity. The proof we…

Analysis of PDEs · Mathematics 2007-05-23 Tristan Riviere , Michael Struwe

This work introduces a new approach to velocity averaging lemmas in kinetic theory. This approach -- based upon the classical energy method -- provides a powerful duality principle in kinetic transport equations which allows for a natural…

Analysis of PDEs · Mathematics 2021-09-15 Diogo Arsénio , Nicolas Lerner

We provide a framework to approximate the 2-Wasserstein distance and the optimal transport map, amenable to efficient training as well as statistical and geometric analysis. With the quadratic cost and considering the Kantorovich dual form…

Optimization and Control · Mathematics 2019-02-20 Amirhossein Taghvaei , Amin Jalali

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…

Probability · Mathematics 2022-06-22 Johannes Wiesel