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Optimal transportation with capacity constraints, a variant of the well-known optimal transportation problem, is concerned with transporting one probability density $f \in L^1(\mathbb{R}^m)$ onto another one $g \in L^1(\mathbb{R}^n)$ so as…

Optimization and Control · Mathematics 2014-03-05 Jonathan Korman , Robert J. McCann , Christian Seis

We investigate the problem of pairwise multi-marginal optimal transport, that is, given a collection of probability distributions $\{P_\alpha\}$ on a Polish space $\mathcal{X}$, to find a coupling $\{X_\alpha\}$, $X_\alpha\sim P_\alpha$,…

Probability · Mathematics 2019-10-22 Cheuk Ting Li , Venkat Anantharam

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

We focus on Optimal Transport PDE on the unit sphere $\mathbb{S}^2$ with a particular type of cost function $c(x,y) = F(x \cdot y, x \cdot \hat{e}, y \cdot \hat{e})$ which we call cost functions with preferential direction, where $\hat{e}…

Analysis of PDEs · Mathematics 2024-07-11 Axel G. R. Turnquist

Recently a Dynamic-Monge-Kantorovich formulation of the PDE-based $L^1$-optimal transport problem was presented. The model considers a diffusion equation enforcing the balance of the transported masses with a time-varying conductivity that…

Numerical Analysis · Mathematics 2020-05-11 Enrico Facca , Franco Cardin , Mario Putti

We study optimal transportation of measures on compact manifolds for costs defined from convex Lagrangians. We prove that optimal transportation can be interpolated by measured Lipschitz laminations, or geometric currents. The methods are…

Dynamical Systems · Mathematics 2007-05-23 Patrick Bernard , Boris Buffoni

We establish existence of global-in-time weak solutions to the one dimensional, compressible Navier-Stokes system for a viscous and heat conducting ideal polytropic gas (pressure $p=K\theta/\tau$, internal energy $e=c_v \theta$), when the…

Analysis of PDEs · Mathematics 2009-06-26 Helge Kristian Jenssen , Trygve Karper

We discuss a relation between the Kantorovich-Wasserstein (KW) metric and the Kullback-Leibler (KL) divergence. The former is defined using the optimal transport problem (OTP) in the Kantorovich formulation. The latter is used to define…

Information Theory · Computer Science 2019-08-27 Roman V. Belavkin

We consider probability measures on $\mathbb{R}^{\infty}$ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric…

Functional Analysis · Mathematics 2017-10-18 Alexander V. Kolesnikov , Danila A. Zaev

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…

Numerical Analysis · Mathematics 2019-12-10 Heiko Kröner

Tools from optimal transport (OT) theory have recently been used to define a notion of quantile function for directional data. In practice, regularization is mandatory for applications that require out-of-sample estimates. To this end, we…

Methodology · Statistics 2026-02-06 Bernard Bercu , Jérémie Bigot , Gauthier Thurin

We shall prove new contraction properties of general transportation costs along nonnegative measure-valued solutions to Fokker-Planck equations in $R^d$, when the drift is a monotone (or $\lambda$-monotone) operator. A new duality approach…

Analysis of PDEs · Mathematics 2010-02-02 Luca Natile , Mark A. Peletier , Giuseppe Savaré

It is well known that the quadratic-cost optimal transportation problem is formally equivalent to the second boundary value problem for the Monge-Amp\`ere equation. Viscosity solutions are a powerful tool for analysing and approximating…

Analysis of PDEs · Mathematics 2019-04-04 Brittany Froese Hamfeldt

For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…

Probability · Mathematics 2007-06-13 S. Ekisheva , C. Houdré

A quantum version of the Monge--Kantorovich optimal transport problem is analyzed. The transport cost is minimized over the set of all bipartite coupling states $\rho^{AB}$, such that both of its reduced density matrices $\rho^A$ and…

Quantum Physics · Physics 2022-09-21 Shmuel Friedland , Michał Eckstein , Sam Cole , Karol Życzkowski

We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…

Optimization and Control · Mathematics 2026-04-29 Marcel Nutz , Chenyang Zhong

In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stochastic Volatility Models, where martingale constraints…

Probability · Mathematics 2026-02-16 Fan Chen , Giovanni Conforti , Zhenjie Ren , Xiaozhen Wang

We study optimal transportation problems with constraints on densities of transport plans. We obtain a sharp condition for the uniqueness of an optimal solution to the Kantorovich problem with density constraints, namely that the Borel…

Functional Analysis · Mathematics 2024-01-17 Svetlana Popova

We study Kantorovich type optimal transportation problems with nonlinear cost functions, including dependence on conditional measures of transport plans. A range of nonlinear Kantorovich problems for cost functions of a special form is…

Functional Analysis · Mathematics 2022-12-21 Svetlana Popova

I show that for two inverse temperatures $\beta_1$ and $\beta_2$, the von Neumann entropy $S(\rho_\beta)$ of the Gibbs state $\rho_\beta$ for a given Hamiltonian $H$ satisfies $S(\rho_{\beta_1}) \geq S(\rho_{\beta_2}) \iff \beta_{1} \leq…

Quantum Physics · Physics 2025-03-26 Rohit Kishan Ray