Related papers: A convergence framework for optimal transport on t…
The study of reflector surfaces in geometric optics necessitates the analysis of certain nonlinear equations of Monge-Amp\`ere type known as generated Jacobian equations. These equations, whose general existence theory has been recently…
We investigate the optimal transport problem between probability measures when the underlying cost function is understood to satisfy a least action principle, also known as a Lagrangian cost. These generalizations are useful when connecting…
Inverse problems are ubiquitous in science and engineering. Many of these are naturally formulated as a PDE-constrained optimization problem. These non-linear, large-scale, constrained optimization problems know many challenges, of which…
In this work we present a numerical method for the Optimal Mass Transportation problem. Optimal Mass Transportation (OT) is an active research field in mathematics.It has recently led to significant theoretical results as well as…
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…
We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex…
A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…
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…
In this paper, we investigate optimal (partial) transport problems for which the target is a non-convex polygonal domain in \(\mathbb{R}^2\). For the complete optimal transport problem, we prove that the singular set is locally a smooth…
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.…
This paper is concerned with developing and analyzing convergent semi-Lagrangian methods for the fully nonlinear elliptic Monge-Amp\`ere equation on general triangular grids. This is done by establishing an equivalent (in the viscosity…
We prove a geometric linearisation result for minimisers of optimal transport problems where the cost-function is strongly p-convex and of p-growth. Initial and target measures are allowed to be rough, but are assumed to be close to…
We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…
We develop techniques to solve ill-posed inverse problems on the sphere by sparse regularisation, exploiting sparsity in both axisymmetric and directional scale-discretised wavelet space. Denoising, inpainting, and deconvolution problems,…
We develop a kernel-based solver for path-dependent PDEs (PPDEs) along with a convergence theory. Our numerical scheme leverages signature kernels, a recently introduced class of kernels on path-space. Specifically, we solve an optimal…
We present an iterative method to efficiently solve the optimal transportation problem for a class of strictly convex costs which includes quadratic and p-power costs. Given two probability measures supported on a discrete grid with n…
Optimal transportation of raw material from suppliers to customers is an issue arising in logistics that is addressed here with a continuous model relying on optimal transport theory. A physics informed neuralnetwork method is advocated…
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…
A novel method for solving the linear radiative transport equation (RTE) in a three-dimensional homogeneous medium is proposed and illustrated with numerical examples. The method can be used with an arbitrary phase function A(s,s') with the…
The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…