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We introduce and analyze a statistical estimator for Monge transport maps: solutions to the quadratic optimal transport problem in Euclidean space. For absolutely continuous source measures, this map is uniquely defined as the gradient of a…

Optimization and Control · Mathematics 2026-04-27 Elsa Cazelles , Edouard Pauwels , Léo Portales

Optimal transportation of raw material from suppliers to customers is an issue arising in logistics that is addressed here with a continuous model relying on optimal transport theory. A physics informed neuralnetwork method is advocated…

Numerical Analysis · Mathematics 2025-08-19 Alexandre Caboussat , Anna Peruso

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

One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…

Probability · Mathematics 2024-09-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

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

Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another. Neural network based optimal transport map solver has gained great attention in…

Machine Learning · Computer Science 2022-11-22 Jiaojiao Fan , Shu Liu , Shaojun Ma , Haomin Zhou , Yongxin Chen

Optimal transport has found numerous applications across data science, many of which require differentiating the optimal transport map with respect to the underlying probability densities in the Fr\'echet sense. In this work, we show that…

Analysis of PDEs · Mathematics 2025-12-01 Alberto González-Sanz , Shunan Sheng

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

This paper introduces a novel neural network-based approach to solving the Monge-Amp\`ere equation with the transport boundary condition, specifically targeted towards optical design applications. We leverage multilayer perceptron networks…

Machine Learning · Computer Science 2024-10-28 Roel Hacking , Lisa Kusch , Koondanibha Mitra , Martijn Anthonissen , Wilbert IJzerman

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…

Numerical Analysis · Mathematics 2023-07-14 Matthew A. Cassini , Brittany Froese Hamfeldt

We describe a new model for image propagation through open air in the presence of changes in the index of refraction (e.g. due to turbulence) using the theory of optimal transport. We describe the relationship between photon density, or…

We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…

Numerical Analysis · Mathematics 2026-03-03 Axel G. R. Turnquist

Monotone gradient functions play a central role in solving the Monge formulation of the optimal transport (OT) problem, which arises in modern applications ranging from fluid dynamics to robot swarm control. When the transport cost is the…

Machine Learning · Computer Science 2025-09-25 Shreyas Chaudhari , Srinivasa Pranav , José M. F. Moura

We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…

Optimization and Control · Mathematics 2024-02-07 Bamdad Hosseini , Alexander W. Hsu , Amirhossein Taghvaei

We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…

Optimization and Control · Mathematics 2023-12-19 Karthik Elamvazhuthi , Matt Jacobs

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

Machine Learning · Statistics 2025-05-13 Gabriel Peyré

In this work we study a modification of the Monge-Kantorovich problem taking into account path dependence and interaction effects between particles. We prove existence of solutions under mild conditions on the data, and after imposing…

Analysis of PDEs · Mathematics 2022-04-19 Rene Cabrera

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

Statistics Theory · Mathematics 2021-02-18 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

This work builds the connection between the regularity theory of optimal transportation map, Monge-Amp\`{e}re equation and GANs, which gives a theoretic understanding of the major drawbacks of GANs: convergence difficulty and mode collapse.…

Machine Learning · Computer Science 2019-08-12 Na Lei , Yang Guo , Dongsheng An , Xin Qi , Zhongxuan Luo , Shing-Tung Yau , Xianfeng Gu
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