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The dual attainment of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:\XY…

Optimization and Control · Mathematics 2020-07-17 Mathias Beiglböck , Christian Léonard , Walter Schachermayer

Optimal Mass Transport (OMT) is a well studied problem with a variety of applications in a diverse set of fields ranging from Physics to Computer Vision and in particular Statistics and Data Science. Since the original formulation of Monge…

Machine Learning · Computer Science 2021-10-26 Amanpreet Singh , Martin Bauer , Sarang Joshi

We prove the existence of generalised solutions of the Monge-Kantorovich equations with fractional $s$-gradient constraint, $0<s<1$, associated to a general, possibly degenerate, linear fractional operator of the type, \begin{equation*}…

Analysis of PDEs · Mathematics 2023-10-24 Assis Azevedo , José Francisco Rodrigues , Lisa Santos

In this note, we study an optimal transportation problem arising in density functional theory. We derive an upper bound on the semi-classical Hohenberg-Kohn functional derived by Cotar, Friesecke and Kl\"{u}ppelberg (2012) which can be…

Optimization and Control · Mathematics 2015-06-12 Brendan Pass

In this article, the piecewise-linear finite element method (FEM) is applied to approximate the solution of time-fractional diffusion equations on bounded convex domains. Standard energy arguments do not provide satisfactory results for…

Numerical Analysis · Mathematics 2018-11-06 Samir Karaa , Kassem Mustapha , Amiya K. Pani

We design a finite element method (FEM) for a membrane model of liquid crystal polymer networks (LCNs). This model consists of a minimization problem of a non-convex stretching energy. We discuss properties of this energy functional such as…

Numerical Analysis · Mathematics 2023-07-26 Lucas Bouck , Ricardo H. Nochetto , Shuo Yang

This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr\"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br\"odinger…

Analysis of PDEs · Mathematics 2019-08-09 Aymeric Baradat , Léonard Monsaingeon

We investigate the transport through a few-level quantum system described by a Markovian master equation with temperature- and particle-density dependent chemical potentials. From the corresponding Onsager relations we extract linear…

Quantum Gases · Physics 2014-02-03 Christian Nietner , Gernot Schaller , Tobias Brandes

We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…

Theoretical Economics · Economics 2026-04-06 Koji Yokote

Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…

Optimization and Control · Mathematics 2024-12-20 Gabriele Todeschi , Ludovic Métivier , Jean-Marie Mirebeau

When expressed in Lagrangian variables, the equations of motion for compressible (barotropic) fluids have the structure of a classical Hamiltonian system in which the potential energy is given by the internal energy of the fluid. The…

Analysis of PDEs · Mathematics 2021-12-21 Thomas Gallouët , Quentin Merigot , Andrea Natale

We approximate the regular solutions of the incompressible Euler equation by the solution of ODEs on finite-dimensional spaces. Our approach combines Arnold's interpretation of the solution of Euler's equation for incompressible and…

Numerical Analysis · Mathematics 2016-05-03 Thomas Gallouët , Quentin Mérigot

We show that, if $b\in L^1(0,T;L^1_{\mathrm{loc}}(\mathbb{R}))$ has spatial derivative in the John-Nirenberg space $\mathrm{BMO}(\mathbb{R})$, then it generalizes a unique flow $\phi(t,\cdot)$ which has an $A_\infty(\mathbb R)$ density for…

Classical Analysis and ODEs · Mathematics 2018-05-07 Renjin Jiang , Kangwei Li , Jie Xiao

Designing and optimizing different flows in networks is a relevant problem in many contexts. While a number of methods have been proposed in the physics and optimal transport literature for the one-commodity case, we lack similar results…

Physics and Society · Physics 2021-10-13 Alessandro Lonardi , Enrico Facca , Mario Putti , Caterina De Bacco

We develop an $\e$-regularity theory at the boundary for a general class of Monge-Amp\`ere type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between H\"older densities supported on $C^2$…

Analysis of PDEs · Mathematics 2014-12-19 Shibing Chen , Alessio Figalli

Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $\mu$ and $\nu$, which is useful in many applications. Available algorithms for computing these maps do not appear to…

Optimization and Control · Mathematics 2022-11-03 Tristan Milne , Étienne Bilocq , Adrian Nachman

We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

Statistical Mechanics · Physics 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

In this paper, we investigate Monge-Kantorovich problems for which the absolute continuity of marginals is relaxed. For $X,Y\subseteq\mathbb{R}^{n+1}$ let $(X,\mathcal{B}_X,\mu)$ and $(Y,\mathcal{B}_Y,\nu)$ be two Borel probability spaces,…

Optimization and Control · Mathematics 2024-04-23 Mohammad Ali Ahmadpoor , Abbas Moameni

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

Computation · Statistics 2023-02-21 Juan Kuntz , Jen Ning Lim , Adam M. Johansen

We study the transportation problem on the unit sphere $S^{n-1}$ for symmetric probability measures and the cost function $c(x,y) = \log \frac{1}{\langle x, y \rangle}$. We calculate the variation of the corresponding Kantorovich functional…

Functional Analysis · Mathematics 2018-08-27 Alexander V. Kolesnikov