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We study the dual formulation of the Monge-Kantorovich optimal transportation problem, in particular under what circumstances it is permitted in an infinite dimensional setting to use cylindrical functions, i.e. functions of the form…

Functional Analysis · Mathematics 2015-04-13 Martijn Zaal

We study the regularity properties of the minimisers of entropic optimal transport providing a natural analogue of the $\varepsilon$-regularity theory of quadratic optimal transport in the entropic setting. More precisely, we show that if…

Analysis of PDEs · Mathematics 2025-01-14 Rishabh S. Gvalani , Lukas Koch

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

Probability · Mathematics 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

We show that the discrete Sinkhorn algorithm - as applied in the setting of Optimal Transport on a compact manifold - converges to the solution of a fully non-linear parabolic PDE of Monge-Ampere type, in a large-scale limit. The latter…

Analysis of PDEs · Mathematics 2020-06-29 Robert J. Berman

We prove that $c$-cyclically monotone transport plans $\pi$ optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability condition is always satisfied for finitely valued, lower…

Optimization and Control · Mathematics 2007-11-09 Walter Schachermayer , Josef Teichmann

In this note we prove that, if the cost function satisfies some necessary structural conditions and the densities are bounded away from zero and infinity, then strictly $c$-convex potentials arising in optimal transportation belong to…

Analysis of PDEs · Mathematics 2012-11-13 Guido De Philippis , Alessio Figalli

We establish a Kantorovich duality for the pseudometric $\mathcal{E}_\hbar$ introduced in [F. Golse, T. Paul, Arch. Rational Mech. Anal. 223 (2017), 57--94], obtained from the usual Monge-Kantorovich distance $d_{MK,2}$ between classical…

Analysis of PDEs · Mathematics 2021-02-11 François Golse , Thierry Paul

In the first part of the paper we briefly decribe the classical problem, raised by Monge in 1781, of optimal transportation of mass. We discuss also Kantorovich's weak solution of the problem, which leads to general existence results, to a…

Analysis of PDEs · Mathematics 2007-05-23 Luigi Ambrosio

We study existence, regularity, and qualitative properties of solutions to the system \[ -\Delta u = |v|^{q-1} v\quad \text{ in }\Omega,\qquad -\Delta v = |u|^{p-1} u\quad \text{ in }\Omega,\qquad \partial_\nu u=\partial_\nu v=0\quad \text{…

Analysis of PDEs · Mathematics 2018-05-03 Alberto Saldaña , Hugo Tavares

In this work we consider an optimal transport problem with coefficients in a normed Abelian group $G$, and extract a purely intrinsic condition on $G$ that guarantees that the optimal transport (or the corresponding minimum filling) is not…

Metric Geometry · Mathematics 2017-07-13 Mircea Petrache , Roger Züst

The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…

Probability · Mathematics 2022-03-10 Sinho Chewi , Aram-Alexandre Pooladian

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

We suggest a new way of defining optimal transport of positive-semidefinite matrix-valued measures. It is inspired by a recent rendering of the incompressible Euler equations and related conservative systems as concave maximization…

Optimization and Control · Mathematics 2019-07-16 Yann Brenier , Dmitry Vorotnikov

This paper presents a minimum flow approach applicable to a wide range of doubly nonlinear diffusion problems. We introduce a minimum flow steepest descent algorithm that seeks an optimal traffic flow by minimizing an internal energy…

Analysis of PDEs · Mathematics 2024-02-06 Noureddine Igbida

We review the theory of Gradient Flows in the framework of convex and lower semicontinuous functionals on ${\sf CAT}(\kappa)$-spaces and prove that they can be characterized by the same differential inclusion $y_t'\in-\partial^-{\sf…

Metric Geometry · Mathematics 2020-12-25 Nicola Gigli , Francesco Nobili

We study the equivalence between the weighted least gradient problem and the weighted Beckmann minimal flow problem or equivalently, the optimal transport problem with Riemannian cost. Thanks to this equivalence, we prove existence and…

Analysis of PDEs · Mathematics 2021-12-30 Samer Dweik , Wojciech Górny

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

Probability · Mathematics 2013-10-04 Xiaolu Tan , Nizar Touzi

The extended principle of minimal action is described in the presence of prescribed source and sink points. Under the assumption of zero net flux, it leads to an optimal Monge-Kantorovich transport problem of metric type. We concentrate on…

Analysis of PDEs · Mathematics 2007-05-23 G. Wolansky

We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t)…

Optimization and Control · Mathematics 2015-02-05 Yongxin Chen , Tryphon Georgiou , Michele Pavon

One of the simplest models used in studying the dynamics of large-scale structure in cosmology, known as the Zeldovich approximation, is equivalent to the three-dimensional inviscid Burgers equation for potential flow. For smooth initial…

Analysis of PDEs · Mathematics 2015-06-03 Uriel Frisch , Olga Podvigina , Barbara Villone , Vladislav Zheligovsky