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We consider probability measures on $\mathbb{R}^{\infty}$ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric…

Functional Analysis · Mathematics 2017-10-18 Alexander V. Kolesnikov , Danila A. Zaev

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

Optimization and Control · Mathematics 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

We first study Clarke's tangent cones at infinity to unbounded subsets of $\mathbb{R}^n.$ We prove that these cones are closed convex and show a characterization of their interiors. We then study subgradients at infinity for extended real…

Optimization and Control · Mathematics 2024-05-17 Minh Tung Nguyen , Tien-Son Pham

We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

Analysis of PDEs · Mathematics 2022-07-12 Yash Jhaveri , Ovidiu Savin

If the cost function is not too far from the Euclidean cost, then the optimal map transporting Gaussians restricted to a ball will be regular. \ Similarly, given any cost function which is smooth in a neighborhood of two points on a…

Analysis of PDEs · Mathematics 2010-07-23 Micah Warren

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…

Numerical Analysis · Mathematics 2024-01-29 Maximiliano Frungillo

The Brenier optimal map and the Knothe-Rosenblatt rearrangement are two instances of a transport map, that is to say a map sending one measure onto another. The main interest of the former is that it solves the Monge-Kantorovich optimal…

Optimization and Control · Mathematics 2012-09-26 Nicolas Bonnotte

The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to…

Analysis of PDEs · Mathematics 2019-08-15 Robert J. McCann , Brendan Pass , Micah Warren

Consider two bounded domains $\Omega$ and $\Lambda$ in $\mathbb{R}^{2}$, and two sufficiently regular probability measures $\mu$ and $\nu$ supported on them. By Brenier's theorem, there exists a unique transportation map $T$ satisfying…

Analysis of PDEs · Mathematics 2015-07-29 Otis Chodosh , Vishesh Jain , Michael Lindsey , Lyuboslav Panchev , Yanir A. Rubinstein

Let $A \subset \mathbb{R}^d$, $d\ge 2$, be a compact convex set and let $\mu = \varrho_0 dx$ be a probability measure on $A$ equivalent to the restriction of Lebesgue measure. Let $\nu = \varrho_1 dx$ be a probability measure on $B_r :=…

Differential Geometry · Mathematics 2008-05-12 Vladimir I. Bogachev , Alexander V. Kolesnikov

The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the…

Probability · Mathematics 2015-07-10 Jean-Baptiste Bardet , Nathaël Gozlan , Florent Malrieu , Pierre-André Zitt

We find interpretation using optimal mass transport theory for eigenvalue problems obtained as limits of the eigenvalue problems for the fractional $p-$Laplacian operators as $p\to +\infty$. We deal both with Dirichlet and Neumann boundary…

Analysis of PDEs · Mathematics 2015-09-21 L. M. Del Pezzo , J. D. Rossi , N. Saintier , A. Salort

We show the existence of Lebesgue-equivalent conservative and ergodic $\sigma$-finite invariant measures for a wide class of one-dimensional random maps consisting of piecewise convex maps. We also estimate the size of invariant measures…

Dynamical Systems · Mathematics 2023-03-21 Tomoki Inoue , Hisayoshi Toyokawa

We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some of them are new even in the classical log-Sobolev…

Probability · Mathematics 2007-09-26 Franck Barthe , Alexander V. Kolesnikov

We investigate the convergence rate of multi-marginal optimal transport costs that are regularized with the Boltzmann-Shannon entropy, as the noise parameter $\varepsilon$ tends to $0$. We establish lower and upper bounds on the difference…

Optimization and Control · Mathematics 2025-04-30 Luca Nenna , Paul Pegon

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

We investigate finding a map $g$ within a function class $G$ that minimises an Optimal Transport (OT) cost between a target measure $\nu$ and the image by $g$ of a source measure $\mu$. This is relevant when an OT map from $\mu$ to $\nu$…

Optimization and Control · Mathematics 2025-08-20 Eloi Tanguy , Agnès Desolneux , Julie Delon

In this paper, we consider the log-concave ensemble of random matrices, a class of covariance-type matrices $XX^*$ with isotropic log-concave $X$-columns. A main example is the covariance estimator of the uniform measure on isotropic convex…

Probability · Mathematics 2022-12-23 Zhigang Bao , Xiaocong Xu

We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…

Probability · Mathematics 2008-09-09 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

We study optimal transportation with the quadratic cost function in geodesic metric spaces satisfying suitable non-branching assumptions. We introduce and study the notions of slope along curves and along geodesics and we apply the latter…

Metric Geometry · Mathematics 2011-11-23 Luigi Ambrosio , Tapio Rajala
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