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The $L^1$ optimal transport density $\mu^*$ is the unique $L^\infty$ solution of the Monge-Kantorovich equations. It has been recently characterized also as the unique minimizer of the $L^1$ -transport energy functional E. In the present…

Numerical Analysis · Mathematics 2023-04-28 Federico Piazzon , Enrico Facca , Mario Putti

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

Optimization and Control · Mathematics 2018-05-02 Justin Solomon

Recently a Dynamic-Monge-Kantorovich formulation of the PDE-based $L^1$-optimal transport problem was presented. The model considers a diffusion equation enforcing the balance of the transported masses with a time-varying conductivity that…

Numerical Analysis · Mathematics 2020-05-11 Enrico Facca , Franco Cardin , Mario Putti

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…

Optimization and Control · Mathematics 2013-08-02 Christian Léonard

Given two compact metric spaces $X$ and $Y$, a Lipschitz continuous cost function $c$ on $X \times Y$ and two probabilities $\mu \in\mathcal{P}(X),\,\nu\in\mathcal{P}(Y)$, we propose to study the Monge-Kantorovich problem and its duality…

Dynamical Systems · Mathematics 2025-02-03 Jairo K. Mengue

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

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky

We exhibit a surprising relationship between elliptic gradient systems of PDEs, multi-marginal Monge-Kantorovich optimal transport problem, and multivariable Hardy-Littlewood inequalities. We show that the notion of an orientable elliptic…

Analysis of PDEs · Mathematics 2013-08-22 Nassif Ghoussoub , Brendan Pass

There are well-established connections between combinatorial optimization, optimal transport theory and Hydrodynamics, through the linear assignment problem in combinatorics, the Monge-Kantorovich problem in optimal transport theory and the…

Analysis of PDEs · Mathematics 2014-10-02 Yann Brenier

The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…

Probability · Mathematics 2023-09-26 Giovanni Conforti , Daniel Lacker , Soumik Pal

In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space $(W, H,\mu)$, where $H$ is Cameron-Martin space and $\mu$ is the Gaussian measure. We study the regularity of optimal transport…

Probability · Mathematics 2021-08-30 Mine Caglar , Ihsan Demirel

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

We study an entropic optimal transport problem in which the transport plan is penalized by a nonlinear convex functional acting on the coupling. We establish existence, uniqueness, and uniform a priori bounds for minimizers, and we show…

Optimization and Control · Mathematics 2025-12-15 Anna Kazeykina , Zhenjie Ren , Xiaozhen Wang , Yufei Zhang

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

Probability · Mathematics 2017-08-29 Soumik Pal

The question of which costs admit unique optimizers in the Monge-Kantorovich problem of optimal transportation between arbitrary probability densities is investigated. For smooth costs and densities on compact manifolds, the only known…

Optimization and Control · Mathematics 2018-01-23 Robert J. McCann , Ludovic Rifford

In this paper we study theoretical properties of the entropy-transport functional with repulsive cost functions. We provide sufficient conditions for the existence of a minimizer in a class of metric spaces and prove the…

Analysis of PDEs · Mathematics 2019-07-19 Augusto Gerolin , Anna Kausamo , Tapio Rajala

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

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

Analysis of PDEs · Mathematics 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr\"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br\"odinger…

Analysis of PDEs · Mathematics 2019-08-09 Aymeric Baradat , Léonard Monsaingeon

We prove the existence of generalised solutions of the Monge-Kantorovich equations with fractional $s$-gradient constraint, $0<s<1$, associated to a general, possibly degenerate, linear fractional operator of the type, \begin{equation*}…

Analysis of PDEs · Mathematics 2023-10-24 Assis Azevedo , José Francisco Rodrigues , Lisa Santos
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