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Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…
We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…
Weak optimal transport generalizes the classical theory of optimal transportation to nonlinear cost functions and covers a range of problems that lie beyond the traditional theory - including entropic transport, martingale transport, and…
We introduce dynamic and static formulations that formally extend unbalanced optimal transport from the space of positive densities to the space of Riemannian metrics. The first construction is based on a dynamic variational formulation in…
Motivated by pedestrian modelling, we study evolution of measures in the Wasserstein space. In particular, we consider the Cauchy problem for a transport equation, where the velocity field depends on the measure itself. We deal with…
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…
Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…
Min-max optimization problems arise in several key machine learning setups, including adversarial learning and generative modeling. In their general form, in absence of convexity/concavity assumptions, finding pure equilibria of the…
In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…
In this contribution we propose an optimally stable ultraweak Petrov-Galerkin variational formulation and subsequent discretization for stationary reactive transport problems. The discretization is exclusively based on the choice of…
This article introduces a representation of dynamic meshes, adapted to some numerical simulations that require controlling the volume of objects with free boundaries, such as incompressible fluid simulation, some astrophysical simulations…
Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…
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…
Computing optimal, collision-free trajectories for high-dimensional systems is a challenging problem. Sampling-based planners struggle with the dimensionality, whereas trajectory optimizers may get stuck in local minima due to inherent…
Let $M,N$ be two smooth compact hypersurfaces of $\mathbb{R}^n$ which bound strictly convex domains equipped with two absolutely continuous measures $\mu$ and $\nu$ (with respect to the volume measures of $M$ and $N$). We consider the…
We investigate a Benamou--Brenier type transportation metric for nonnegative measures on a finite reversible Markov chain, which endows the space of measures with a Riemannian structure. Using this geometric framework, we identify a…
In this paper we prove optimal error estimates for {solutions with natural regularity} of the equations describing the unsteady motion of incompressible shear-thinning fluids. We consider a full space-time semi-implicit scheme for the…
We propose two models for the interpolation between RGB images based on the dynamic optimal transport model of Benamou and Brenier [8]. While the application of dynamic optimal transport and its extensions to unbalanced transform were…
Here, we consider the planning problem for first-order mean-field games (MFG). When there is no coupling between players, MFG degenerate into optimal transport problems. Displacement convexity is a fundamental tool in optimal transport that…
We take a new look at the relation between the optimal transport problem and the Schr\"{o}dinger bridge problem from the stochastic control perspective. We show that the connections are richer and deeper than described in existing…