Related papers: Numerical Solution of Monge-Kantorovich Equations …
In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…
We survey the (old and new) regularity theory for the Monge-Amp\`ere equation, show its connection to optimal transportation, and describe the regularity properties of a general class of Monge-Amp\`ere type equations arising in that…
We investigate the 1D version of the notable Bressan's mixing conjecture, and introduce various formulation in the classical optimal transport setting, the branched optimal transport setting and a combinatorial optimization. In the discrete…
The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of…
We show that a class of Poincar\'e-Wirtinger inequalities on bounded convex sets can be obtained by means of the dynamical formulation of Optimal Transport. This is a consequence of a more general result valid for convex sets, possibly…
A new $L^p$-primal-dual weak Galerkin method ($L^p$-PDWG) with $p>1$ is proposed for the first-order transport problems. The existence and uniqueness of the $L^p$-PDWG numerical solutions is established. In addition, the $L^p$-PDWG method…
The aim of this article is to show that the Monge-Kantorovich problem is the limit of a sequence of entropy minimization problems when a fluctuation parameter tends down to zero. We prove the convergence of the entropic values to the…
Repeatedly solving the parameterized optimal mass transport (pOMT) problem is a frequent task in applications such as image registration and adaptive grid generation. It is thus critical to develop a highly efficient reduced solver that is…
The dynamic formulation of optimal transport has attracted growing interests in scientific computing and machine learning, and its computation requires to solve a PDE-constrained optimization problem. The classical Eulerian discretization…
The paper considers a linear system of Boltzmann transport equations modelling the evolution of three species of particles, photons, electrons and positrons. The system is coupled because of the collision term (an integral operator). The…
We present a new direct simulation Monte-Carlo method for solving the relativistic Boltzmann equation. We solve numerically the 2-dimensional Boltzmann equation using this new algorithm. We find that elliptic flow from this transport…
We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…
The dynamical formulation of optimal transport, also known as Benamou-Brenier formulation or Computational Fluid Dynamics formulation, amounts to write the optimal transport problem as the optimization of a convex functional under a PDE…
We present an exactly solvable model for queue dynamics. Our model is very simple but provides the essential property for such dynamics. As an example, the model has the traveling cluster solution as well as the homogeneous flow solution.…
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…
We present a traffic model that extends the linear car-following model as well as the min-plus traffic model (a model based on the min-plus algebra). A discrete-time car-dynamics describing the traffic on a 1-lane road without passing is…
Morphogen transport is a biological process, occurring in the tissue of living organisms, which is a determining step in cell differentiation. We present rigorous analysis of a simple model of this process, which is a system coupling…
We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…
This paper addresses the joint calibration problem of SPX options and VIX options or futures. We show that the problem can be formulated as a semimartingale optimal transport problem under a finite number of discrete constraints, in the…
This paper studies the numerical approximation of solution of the Dirichlet problem for the fully nonlinear Monge-Ampere equation. In this approach, we take the advantage of reformulation the Monge-Ampere problem as an optimization problem,…