English
Related papers

Related papers: Discrete Approximation of Optimal Transport on Com…

200 papers

We propose local space-time approximation spaces for parabolic problems that are optimal in the sense of Kolmogorov and may be employed in multiscale and domain decomposition methods. The diffusion coefficient can be arbitrarily rough in…

Numerical Analysis · Mathematics 2021-08-25 Julia Schleuß , Kathrin Smetana

The dynamical formulation of optimal transport, also known as Benamou-Brenier formulation or Computational Fluid Dynamics formulation, amounts to write the optimal transport problem as the optimization of a convex functional under a PDE…

Numerical Analysis · Mathematics 2020-05-25 Hugo Lavenant

We consider the Monge-Kantorovich optimal transportation problem between two measures, one of which is a weighted sum of Diracs. This problem is traditionally solved using expensive geometric methods. It can also be reformulated as an…

Numerical Analysis · Mathematics 2014-08-05 Jean-David Benamou , Brittany D. Froese

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

Analysis of PDEs · Mathematics 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

Most common Optimal Transport (OT) solvers are currently based on an approximation of underlying measures by discrete measures. However, it is sometimes relevant to work only with moments of measures instead of the measure itself, and many…

Numerical Analysis · Mathematics 2022-12-05 Olga Mula , Anthony Nouy

Over the past five years, multi-marginal optimal transport, a generalization of the well known optimal transport problem of Monge and Kantorovich, has begun to attract considerable attention, due in part to a wide variety of emerging…

Analysis of PDEs · Mathematics 2014-09-12 Brendan Pass

We consider the problem of optimal approximation of a target measure by an atomic measure with $N$ atoms, in branched optimal transport distance. This is a new branched transport version of optimal quantization problems. New difficulties…

Optimization and Control · Mathematics 2025-04-01 Paul Pegon , Mircea Petrache

For a family of probability spaces $\{(X_k,\mathcal{B}_{X_k},\mu_k)\}_{k=1}^N$ and a cost function $c: X_1\times\cdots\times X_N\to \mathbb{R}$ we consider the Monge-Kantorovich problem \begin{align*}\tag{MK}\label{MONKANT}…

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

We give an alternative proof for the fact that in $n$-dimensional Alexandrov spaces with curvature bounded below there exists a unique optimal transport plan from any purely $(n-1)$-unrectifiable starting measure, and that this plan is…

Metric Geometry · Mathematics 2018-04-04 Tapio Rajala , Timo Schultz

We address the Monge problem in metric spaces with a geodesic distance: (X, d) is a Polish space and dN is a geodesic Borel distance which makes (X,dN) a possibly branching geodesic space. We show that under some assumptions on the…

Probability · Mathematics 2012-10-01 Fabio Cavalletti

In this paper, we extend the scope of Caffarelli's contraction theorem, which provides a measure of the Lipschitz constant for optimal transport maps between log-concave probability densities in $\R^d$. Our focus is on a broader category of…

Analysis of PDEs · Mathematics 2024-04-09 Guillaume Carlier , Alessio Figalli , Filippo Santambrogio

We prove that $c$-cyclically monotone transport plans $\pi$ optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability condition is always satisfied for finitely valued, lower…

Optimization and Control · Mathematics 2007-11-09 Walter Schachermayer , Josef Teichmann

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

We will study variations in Sobolev spaces of optimal transport maps with the standard Gaussian measure as the reference measure. Some dimension free inequalities will be obtained. As application, we construct solutions to Monge-Ampere…

Probability · Mathematics 2012-07-23 Shizan Fang , Vincent Nolot

Adapted or causal transport theory aims to extend classical optimal transport from probability measures to stochastic processes. On a technical level, the novelty is to restrict to couplings which are bicausal, i.e. satisfy a property which…

Probability · Mathematics 2025-10-21 Mathias Beiglböck , Gudmund Pammer , Stefan Schrott

We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…

Numerical Analysis · Mathematics 2023-07-14 Matthew A. Cassini , Brittany Froese Hamfeldt

We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. By developing a relaxation scheme in which marginal…

Optimization and Control · Mathematics 2025-12-29 Ariel Neufeld , Qikun Xiang

We establish several quantitative stability estimates for optimal transport maps between non-degenerate densities on uniformly convex domains for the quadratic cost. Under H\"older regularity assumptions, we prove Lipschitz $L^2$…

Analysis of PDEs · Mathematics 2026-05-26 F. -U. Caja-Lopez , Matias G. Delgadino , Jun Kitagawa

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

We propose a model to describe the optimal distributions of residents and services in a prescribed urban area. The cost functional takes into account the transportation costs (according to a Monge--Kantorovich-type criterion) and two…

Optimization and Control · Mathematics 2013-12-24 Giuseppe Buttazzo , Filippo Santambrogio