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A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…

数值分析 · 数学 2012-08-27 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman

The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…

数值分析 · 数学 2012-03-02 Brittany D. Froese

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…

偏微分方程分析 · 数学 2019-04-04 Brittany Froese Hamfeldt

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…

数值分析 · 数学 2014-08-05 Jean-David Benamou , Brittany D. Froese

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.…

数值分析 · 数学 2023-07-14 Matthew A. Cassini , Brittany Froese Hamfeldt

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…

We propose a volumetric formulation for computing the Optimal Transport problem defined on surfaces in $\mathbb{R}^3$, found in disciplines like optics, computer graphics, and computational methodologies. Instead of directly tackling the…

数值分析 · 数学 2024-05-16 Richard Tsai , Axel G. R. Turnquist

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

数值分析 · 数学 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

最优化与控制 · 数学 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

This paper investigates the semi-discrete optimal transport (OT) problem with entropic regularization. We characterize the solution using a governing, well-posed ordinary differential equation (ODE). This naturally yields an algorithm to…

数值分析 · 数学 2025-04-07 Luca Nenna , Daniyar Omarov , Brendan Pass

We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

数值分析 · 数学 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

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…

最优化与控制 · 数学 2025-12-29 Ariel Neufeld , Qikun Xiang

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

最优化与控制 · 数学 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

An equation of Monge-Amp\`ere type has, for the first time, been solved numerically on the surface of the sphere in order to generate optimally transported (OT) meshes, equidistributed with respect to a monitor function. Optimal transport…

数值分析 · 数学 2016-02-17 Hilary Weller , Philip Browne , Chris Budd , Mike Cullen

We address the numerical solution via Galerkin type methods of the Monge-Amp\`ere equation with transport boundary conditions arising in optimal mass transport, geometric optics and computational mesh or grid movement techniques. This fully…

数值分析 · 数学 2018-08-27 Ellya Kawecki , Omar Lakkis , Tristan Pryer

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

最优化与控制 · 数学 2023-07-21 Bohan Zhou , Matthew Parno

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

数据结构与算法 · 计算机科学 2025-01-14 Sina Moradi

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

机器学习 · 计算机科学 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…

偏微分方程分析 · 数学 2019-05-30 Robert J McCann , Brendan Pass

In this paper, we study a spline collocation method for a numerical solution to the optimal transport problem We mainly solve the \MAE with the second boundary condition numerically by proposing a center matching algorithm. We prove a…

数值分析 · 数学 2023-10-27 Ming-Jun Lai , Jinsil Lee
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