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We consider the Euler equations of incompressible fluids and attempt to solve the initial value problem with the help of a concave maximization problem.We show that this problem, which shares a similar structure with the optimal transport…

Analysis of PDEs · Mathematics 2018-11-14 Yann Brenier

This article investigates the numerical approximation of shape optimization problems with PDE constraint on classes of convex domains. The convexity constraint provides a compactness property which implies well posedness of the problem.…

Optimization and Control · Mathematics 2018-10-26 Sören Bartels , Gerd Wachsmuth

We prove that if $\Omega\subset \mathbb{R}^{n+1}$ is a (not necessarily strictly) convex, $C^1$ domain, and $\mu$ and $\bar{\mu}$ are probability measures absolutely continuous with respect to surface measure on $\partial \Omega$, with…

Analysis of PDEs · Mathematics 2025-03-11 Seonghyeon Jeong , Jun Kitagawa

We investigate metric conditions that allow to prove existence and uniqueness of a map solving the Monge problem between two marginals in a metric (measure) space, proving two main results. Firstly, we introduce a nonsmooth version of the…

Metric Geometry · Mathematics 2024-10-31 Shucheng Li , Mattia Magnabosco , Timo Schultz

This work develops a convergence theory for H(div)-conforming finite element methods applied to the steady Oseen problem, focusing on cases where the exact finite element complex holds while the commuting diagram property may fail. The…

Numerical Analysis · Mathematics 2025-12-01 Jin Zhang , Xiaowei Liu

We study a rather general class of optimal "ballistic" transport problems for matrix-valued measures. These problems naturally arise, in the spirit of \emph{Y. Brenier. Comm. Math. Phys. (2018) 364(2) 579-605}, from a certain dual…

Functional Analysis · Mathematics 2021-11-30 Dmitry Vorotnikov

We present a set-oriented graph-based computational framework for continuous-time optimal transport over nonlinear dynamical systems. We recover provably optimal control laws for steering a given initial distribution in phase space to a…

Dynamical Systems · Mathematics 2018-12-21 Karthik Elamvazhuthi , Piyush Grover

The goal of the paper is to give an optimal transport formulation of the full Einstein equations of general relativity, linking the (Ricci) curvature of a space-time with the cosmological constant and the energy-momentum tensor. Such an…

Mathematical Physics · Physics 2023-09-27 Andrea Mondino , Stefan Suhr

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

Probability · Mathematics 2019-04-08 Gaoyue Guo , Jan Obloj

This article presents a new class of distances between arbitrary nonnegative Radon measures inspired by optimal transport. These distances are defined by two equivalent alternative formulations: (i) a dynamic formulation defining the…

Optimization and Control · Mathematics 2019-02-12 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

This chapter describes techniques for the numerical resolution of optimal transport problems. We will consider several discretizations of these problems, and we will put a strong focus on the mathematical analysis of the algorithms to solve…

Numerical Analysis · Mathematics 2020-03-03 Quentin Merigot , Boris Thibert

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

The paper considers the Euler system of PDE on a smooth compact Riemannian manifold of positive curvature without boundary, and the sphere ${\mathbb{S}}^2$ in particular. The paper interprets the Euler equations as a transport problem for…

Analysis of PDEs · Mathematics 2020-11-24 Gordon Blower

Recently, Papadakis et al. proposed an efficient primal-dual algorithm for solving the dynamic optimal transport problem with quadratic ground cost and measures having densities with respect to the Lebesgue measure. It is based on the fluid…

Numerical Analysis · Mathematics 2015-09-02 Jan Henrik Fitschen , Friederike Laus , Gabriele Steidl

We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…

Optimization and Control · Mathematics 2022-10-17 Bahar Taşkesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Karthik Natarajan

We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…

Optimization and Control · Mathematics 2021-07-12 Felix Black , Philipp Schulze , Benjamin Unger

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

Optimization and Control · Mathematics 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

We study the general problem of Bayesian persuasion (optimal information design) with continuous actions and continuous state space in arbitrary dimensions. First, we show that with a finite signal space, the optimal information design is…

General Economics · Economics 2021-03-10 Semyon Malamud , Anna Cieslak , Andreas Schrimpf

We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…

Analysis of PDEs · Mathematics 2019-05-30 Robert J McCann , Brendan Pass

We study the convergence of an $N$-particle Markovian controlled system to the solution of a family of stochastic McKean-Vlasov control problems, either with a finite horizon or Schr\"odinger type cost functional. Specifically, under…

Probability · Mathematics 2024-05-22 Francesco C. De Vecchi , Chiara Rigoni