Related papers: Free discontinuities in optimal transport
This is our first paper on the extension of our recent work on the Lax-Oleinik commutators and its applications to the intrinsic approach of propagation of singularities of the viscosity solutions of Hamilton-Jacobi equations. We…
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…
In order to circumvent the difficulties in solving numerically the discrete optimal transport problem, in which one minimizes the linear target function $P\mapsto\langle C,P\rangle:=\sum_{i,j}C_{ij}P_{ij}$, Cuturi introduced a variant of…
We prove the Duality Theorems for the stochastic optimal transportation problems with a convex cost function without a regularity assumption that is often supposed in the proof of the lower semicontinuity of an action integral. In our new…
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…
We give a sufficient and necessary condition for a probability measure $\mu$ on the real line to satisfy the logarithmic Sobolev inequality for convex functions. The condition is expressed in terms of the unique left-continuous and…
The paper is devoted to an analysis of optimality conditions for nonsmooth multidimensional problems of the calculus of variations with various types of constraints, such as additional constraints at the boundary and isoperimetric…
We construct an example of a smooth convex function on the plane with a strict minimum at zero, which is real analytic except at zero, for which Thom's gradient conjecture fails both at zero and infinity. More precisely, the gradient orbits…
Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…
This paper introduces a dynamic formulation of divergence-regularized optimal transport with weak targets on the path space. In our formulation, the classical relative entropy penalty is replaced by a general convex divergence, and terminal…
We consider a model-independent pricing problem in a fixed-income market and show that it leads to a weak optimal transport problem as introduced by Gozlan et al. We use this to characterize the extremal models for the pricing of caplets on…
Difference-of-convex (DC) optimization problems are shown to be equivalent to the minimization of a Lipschitz-differentiable "envelope". A gradient method on this surrogate function yields a novel (sub)gradient-free proximal algorithm which…
Consider a convex function that is invariant under an group of transformations. If it has a minimizer, does it also have an invariant minimizer? Variants of this problem appear in nonparametric statistics and in a number of adjacent fields.…
This article shows a very elementary and straightforward proof of the Implicit Function Theorem for differentiable maps $F(x,y)$ defined on a finite-dimensional Euclidean space. There are no hypothesis on the continuity of the partial…
In this paper we consider convex subsets of locally-convex topological vector spaces. Given a fixed point in such a convex subset, we show that there exists a curve completely contained in the convex subset and leaving the point in a given…
The main result of this paper is a proof of the continuity of a family of integral functionals defined on the space of functions of bounded variation with respect to a topology under which smooth functions are dense. These functionals occur…
We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…
Here we develop a regularity theory for a polyconvex functional in $2\times2-$dimensional compressible finite elasticity. In particular, we consider energy minimizers/stationary points of the functional…
Noncommutative functions are graded functions between sets of square matrices of all sizes over two vector spaces that respect direct sums and similarities. They possess very strong regularity properties (reminiscent of the regularity…
We generalize a well-known result of L. Caffarelli on Lipschitz estimates for optimal transportation $T$ between uniformly log-concave probability measures. Let $T : \R^d \to \R^d$ be an optimal transportation pushing forward $\mu =…