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We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising…

Numerical Analysis · Mathematics 2021-05-11 Brittany Froese Hamfeldt , Axel G. R. Turnquist

We consider singularly perturbed convection-diffusion equations on one-dimensional networks (metric graphs) as well as the transport problems arising in the vanishing diffusion limit. Suitable coupling condition at inner vertices are…

Analysis of PDEs · Mathematics 2020-04-22 Herbert Egger , Nora Philippi

We consider the following variant of the Monge-Kantorovich transportation problem. Let S be a finite set of point sites in d dimensions. A bounded set C in d-dimensional space is to be distributed among the sites p in S such that (i) each p…

Metric Geometry · Mathematics 2015-02-18 Darius Geiß , Rolf Klein , Rainer Penninger , Günter Rote

We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but whose joint distribution is not. We establish and exploit an…

Optimization and Control · Mathematics 2022-11-16 Hamza Ennaji , Quentin Mérigot , Luca Nenna , Brendan Pass

We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal…

Statistics Theory · Mathematics 2022-05-05 Eustasio del Barrio , Alberto Gonzalez-Sanz , Jean-Michel Loubes , Jonathan Niles-Weed

We consider so-called branched transport and variants thereof in two space dimensions. In these models one seeks an optimal transportation network for a given mass transportation task. In two space dimensions, they are closely connected to…

Numerical Analysis · Mathematics 2020-04-01 Carolin Dirks , Benedikt Wirth

Emerging reconfigurable optical communication technologies allow to enhance datacenter topologies with demand-aware links optimized towards traffic patterns. This paper studies the algorithmic problem of jointly optimizing topology and…

Performance · Computer Science 2024-01-10 Wenkai Dai , Michael Dinitz , Klaus-Tycho Foerster , Long Luo , Stefan Schmid

We shall present a measure theoretical approach for which together with the Kantorovich duality provide an efficient tool to study the optimal transport problem. Specifically, we study the support of optimal plans where the cost function…

Analysis of PDEs · Mathematics 2014-11-21 Abbas Moameni

Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…

Computational Geometry · Computer Science 2023-11-07 Pankaj K. Agarwal , Sharath Raghvendra , Pouyan Shirzadian , Keegan Yao

Designing and optimizing different flows in networks is a relevant problem in many contexts. While a number of methods have been proposed in the physics and optimal transport literature for the one-commodity case, we lack similar results…

Physics and Society · Physics 2021-10-13 Alessandro Lonardi , Enrico Facca , Mario Putti , Caterina De Bacco

We consider the model of a transportation problem with the objective of finding a minimum-cost transportation plan for shipping a given commodity from a set of supply centers to the customers. Since the exact values of supply and demand and…

Optimization and Control · Mathematics 2023-01-31 Elif Garajová , Miroslav Rada

We consider transport over a strongly connected, directed graph. The scheduling amounts to selecting transition probabilities for a discrete-time Markov evolution which is designed to be consistent with certain initial and final marginals.…

Systems and Control · Computer Science 2016-03-29 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon , Allen Tannenbaum

We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" probability measure of interest and a simpler reference measure.…

Computation · Statistics 2017-12-27 Youssef Marzouk , Tarek Moselhy , Matthew Parno , Alessio Spantini

We study the equilibrium behavior in a multi-commodity selfish routing game with many types of uncertain users where each user over- or under-estimates their congestion costs by a multiplicative factor. Surprisingly, we find that…

Computer Science and Game Theory · Computer Science 2018-01-12 Shreyas Sekar , Liyuan Zheng , Lillian J. Ratliff , Baosen Zhang

A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

Optimization and Control · Mathematics 2018-01-23 Jonathan Korman , Robert J. McCann

We introduce an efficient computational framework for solving a class of multi-marginal martingale optimal transport problems, which includes many robust pricing problems of large financial interest. Such problems are typically…

Computational Finance · Quantitative Finance 2025-03-21 Linn Engström , Sigrid Källblad , Johan Karlsson

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

Optimization and Control · Mathematics 2018-01-23 Robert J McCann

We propose a duality theory for multi-marginal repulsive cost that appear in optimal transport problems arising in Density Functional Theory. The related optimization problems involve probabilities on the entire space and, as minimizing…

Analysis of PDEs · Mathematics 2019-07-22 Guy Bouchitté , Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

We give an example of an absolutely continuous measure $\mu$ on $\mathbb R^d$, for any $d \ge 1$, such that no minimizer of the $3$-marginal harmonic repulsive cost with all marginals equal to $\mu$ is supported on a graph over the first…

Analysis of PDEs · Mathematics 2018-05-02 Augusto Gerolin , Anna Kausamo , Tapio Rajala

In the current book I suggest an off-road path to the subject of optimal transport. I tried to avoid prior knowledge of analysis, PDE theory and functional analysis, as much as possible. Thus I concentrate on discrete and semi-discrete…

Optimization and Control · Mathematics 2020-09-15 Gershon Wolansky