Related papers: Duality of Hessian manifolds and optimal transport
In this paper we consider Monge-Amp\`ere equations on compact Hessian manifolds, or equivalently Monge-Amp\`ere equations on certain unbounded convex domains $\Omega\subseteq \mathbb{R}^n$, with a periodicity constraint given by the action…
In this paper, we prove second derivative estimates together with classical solvability for the Dirichlet problem of certain Monge-Ampere type equations under sharp hypotheses. In particular we assume that the matrix function in the…
The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.
The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.
This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and allows…
The dual problem of optimal transportation in Lorentz-Finsler geometry is studied. It is shown that in general no solution exists even in the presence of an optimal coupling. Under natural assumptions dual solutions are established. It is…
We show that existence and uniqueness of solutions to transported Monge-Ampere problem on complex compact toric manifold follows easily from the real theory of optimal transportation.
The classical Kantorovich-Rubinstein duality theorem establishes a significant connection between Monge optimal transport and maximization of a linear form on the set of 1-Lipschitz functions. This result has been widely used in various…
Motivated by conjectures in Mirror Symmetry, we continue the study of the real Monge--Amp\`ere operator on the boundary of a simplex. This can be formulated in terms of optimal transport, and we consider, more generally, the problem of…
We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…
We identify a novel connection between a recently introduced pseudo-Riemannian framework for optimal mass transport and the geometry of Monge-Amp\`ere equations. We show this correspondence by application to an example from geophysical…
We prove existence and uniqueness of solutions for a system of PDEs which describes the growth of a sandpile in a silos with flat bottom under the action of a vertical, measure source. The tools we use are a discrete approximation of the…
The Monge-Amp\`{e}re equation arises in the theory of optimal transport. When more complicated cost functions are involved in the optimal transportation problem, which are motivated e.g. from economics, the corresponding equation for the…
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,…
In recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…
We give a new proof for the interior regularity of strictly convex solutions of the Monge-Amp\`ere equation. Our approach uses a doubling inequality for the Hessian in terms of the extrinsic distance function on the maximal Lagrangian…
We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…
A convex duality result for martingale optimal transport problems with two marginals was established in Beiglb\"ock et al. (2013). In this paper we provide a generalization of this result to the multi-period setting.
This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…
This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…