Related papers: Optimal Transportation in the presence of a prescr…
We prove that if $\Omega\subset \mathbb{R}^{n+1}$ is a (not necessarily strictly) convex, $C^1$ domain, and $\mu$ and $\bar{\mu}$ are probability measures absolutely continuous with respect to surface measure on $\partial \Omega$, with…
The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…
Some optimization or equilibrium problems involving somehow the concept of optimal transport are presented in these notes, mainly devoted to applications to economic and game theory settings. A variant model of transport, taking into…
We present a minimization problem with a horizontal divergence-type constraint in the Heisenberg group. Our study explores its dual formulation and examines its relationship with the congested optimal transport problem, for $1 < p <…
We revisit the duality theorem for multimarginal optimal transportation problems. In particular, we focus on the Coulomb cost. We use a discrete approximation to prove equality of the extremal values and some careful estimates of the…
The Lagrangian and Hamiltonian structures for an ideal gauge-charged fluid are determined. Using a Kaluza-Klein point of view, the equations of motion are obtained by Lagrangian and Poisson reductions associated to the automorphism group of…
Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…
The theory of Monge-Kantorovich Optimal Mass Transport (OMT) has in recent years spurred a fast developing phase of research in stochastic control, control of ensemble systems, thermodynamics, data science, and several other fields in…
This paper proposes an efficient numerical optimization approach for solving dynamic optimal transport (DOT) problems on general smooth surfaces, computing both the quadratic Wasserstein distance and the associated transportation path.…
We propose a general framework of mass transport between vector-valued measures, which will be called simultaneous optimal transport (SOT). The new framework is motivated by the need to transport resources of different types simultaneously,…
We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich…
We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave probability measure is Lipschitz. The proof combines a recent…
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…
The dynamics of atmospheric disturbances are often described in terms of displacements of air parcels relative to their locations in a notional background state. Modified Lagrangian Mean (MLM) states have been proposed by M. E. McIntyre…
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…
The Brenier optimal map and the Knothe-Rosenblatt rearrangement are two instances of a transport map, that is to say a map sending one measure onto another. The main interest of the former is that it solves the Monge-Kantorovich optimal…
The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…
We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier. Our extension allows optimal transfer of unnormalized and unequal masses. We…
The multistochastic $ (n,k)$-Monge--Kantorovich problem on a product space $\prod_{i=1}^n X_i$ is an extension of the classical Monge--Kantorovich problem. This problem is considered on the space of measures with fixed projections onto…
The dual representation of the martingale optimal transport problem in the Skorokhod space of multi dimensional cadlag processes is proved. The dual is a minimization problem with constraints involving stochastic integrals and is similar to…