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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 work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…

Functional Analysis · Mathematics 2025-10-22 William Ford

In their seminal work, Cordero-Erausquin, Nazaret and Villani [Adv. Math., 2004] proved sharp Sobolev inequalities in Euclidean spaces via Optimal Mass Transportation, raising the question whether their approach is powerful enough to…

Analysis of PDEs · Mathematics 2024-07-29 Alexandru Kristály

In this paper we consider the Benamou-Brenier formulation of optimal transport for nonlinear control affine systems on $\Rd$, removing the compactness assumption of the underlying manifold in previous work by the author. By using Bernard's…

Optimization and Control · Mathematics 2025-05-02 Karthik Elamvazhuthi

We prove results relating the theory of optimal transport and generalized Ricci flow. We define an adapted cost functional for measures using a solution of the associated dilaton flow. This determines a formal notion of geodesics in the…

Differential Geometry · Mathematics 2024-01-11 Eva Kopfer , Jeffrey Streets

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

Multimarginal optimal transport (MOT) has emerged as a useful framework for many applied problems. However, compared to the well-studied classical two-marginal optimal transport theory, analysis of MOT is far more challenging and remains…

Statistics Theory · Mathematics 2026-01-01 Pengtao Li , Xiaohui Chen

We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…

Optimization and Control · Mathematics 2023-05-05 Maciej Buze , Manh Hong Duong

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

Given a transportation cost $c: M \times\bar M \to\mathbf{R}$, optimal maps minimize the total cost of moving masses from $M$ to $\bar M$. We find a pseudo-metric and a calibration form on $M\times\bar M$ such that the graph of an optimal…

Differential Geometry · Mathematics 2010-04-13 Young-Heon Kim , Robert J. McCann , Micah Warren

Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…

Optimization and Control · Mathematics 2023-01-25 Florian Beier , Johannes von Lindheim , Sebastian Neumayer , Gabriele Steidl

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

Optimization and Control · Mathematics 2024-06-07 Clément Sarrazin , Bernhard Schmitzer

In this paper the optimal transport and the metamorphosis perspectives are combined. For a pair of given input images geodesic paths in the space of images are defined as minimizers of a resulting path energy. To this end, the underlying…

Numerical Analysis · Mathematics 2015-04-09 Jan Maas , Martin Rumpf , Carola Schönlieb , Stefan Simon

We consider the following problem: on any given complete Riemannian manifold $(M,g)$, among all curves which have fixed length as well as fixed end-points and tangents at the end-points, minimise the $L^\infty$ norm of the curvature. We…

Differential Geometry · Mathematics 2022-02-16 Ed Gallagher , Roger Moser

In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…

Optimization and Control · Mathematics 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

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…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky

We introduce dynamic and static formulations that formally extend unbalanced optimal transport from the space of positive densities to the space of Riemannian metrics. The first construction is based on a dynamic variational formulation in…

Differential Geometry · Mathematics 2026-05-27 Martin Bauer , Peter W. Michor , François-Xavier Vialard

In this paper we give a new proof of the (strong) displacement convexity of a class of integral functionals defined on a compact Riemannian manifold satisfying a lower Ricci curvature bound. Our approach does not rely on existence and…

Analysis of PDEs · Mathematics 2014-09-16 Sara Daneri , Giuseppe Savare