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One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…

Probability · Mathematics 2024-09-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures…

Classical Analysis and ODEs · Mathematics 2010-09-21 Filippo Santambrogio

We study optimal mass transport problems between two measures with respect to a non-traditional cost function, i.e. a cost $c$ which can attain the value $+\infty$. We define the notion of $c$-compatibility and strong-$c$-compatibility of…

Metric Geometry · Mathematics 2021-07-09 Shiri Artstein-Avidan , Shay Sadovsky , Katarzyna Wyczesany

A remarkable connection between optimal design and Monge transport was initiated in the years 1997 in the context of the minimal elastic compliance problem and where the euclidean metric cost was naturally involved. In this paper we present…

Optimization and Control · Mathematics 2022-02-02 Karol Bołbotowski , Guy Bouchitté

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

Optimal transport has found numerous applications across data science, many of which require differentiating the optimal transport map with respect to the underlying probability densities in the Fr\'echet sense. In this work, we show that…

Analysis of PDEs · Mathematics 2025-12-01 Alberto González-Sanz , Shunan Sheng

We investigate the properties of convex functions in the plane that satisfy a local inequality which generalizes the notion of sub-solution of Monge-Ampere equation for a Monge-Kantorovich problem with quadratic cost between non-absolutely…

Analysis of PDEs · Mathematics 2021-04-08 P. -E. Jabin , A. Mellet , M. Molina

A measurable map between measure spaces is shown to have bounded compression if and only if its image via the measure-algebra functor is Lipschitz-continuous w.r.t. the measure-algebra distances. This provides a natural interpretation of…

Metric Geometry · Mathematics 2024-03-28 Lorenzo Dello Schiavo

In this paper we investigate the relationship between a general existence of transport maps of optimal couplings with absolutely continuous first marginal and the property of the background measure called essentially non-branching…

Metric Geometry · Mathematics 2017-04-19 Martin Kell

A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…

Statistics Theory · Mathematics 2022-08-05 Johan Segers

This paper slightly improves a classical result by Gangbo and McCann (1996) about the structure of optimal transport plans for costs that are concave functions of the Euclidean distance. Since the main difficulty for proving the existence…

Optimization and Control · Mathematics 2025-09-03 Paul Pegon , Davide Piazzoli , Filippo Santambrogio

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…

Optimization and Control · Mathematics 2025-11-04 Karol Bołbotowski , Guy Bouchitté

In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…

Metric Geometry · Mathematics 2012-04-17 Otis Chodosh

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…

Optimization and Control · Mathematics 2026-01-15 Alec Metsch

We suggest a new way of defining optimal transport of positive-semidefinite matrix-valued measures. It is inspired by a recent rendering of the incompressible Euler equations and related conservative systems as concave maximization…

Optimization and Control · Mathematics 2019-07-16 Yann Brenier , Dmitry Vorotnikov

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

Probability · Mathematics 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…

Numerical Analysis · Mathematics 2018-07-19 Jean-David Benamou , Vincent Duval

We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Anqi Dong , Arthur Stephanovitch , Tryphon T. Georgiou

We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…

Optimization and Control · Mathematics 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz