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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

We consider the simultaneous optimal transportation of measures, where the target marginal is not necessarily fixed. For this problem, we prove the existence of a solution for completely regular spaces and investigate the structure of the…

概率论 · 数学 2024-11-26 Kirill Sokolov

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…

泛函分析 · 数学 2022-12-21 Svetlana Popova

Coupled-mode systems are used in physical literature to simplify the nonlinear Maxwell and Gross-Pitaevskii equations with a small periodic potential and to approximate localized solutions called gap solitons by analytical expressions…

偏微分方程分析 · 数学 2009-11-13 Dmitry Pelinovsky , Guido Schneider

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…

最优化与控制 · 数学 2007-11-09 Walter Schachermayer , Josef Teichmann

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 investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions $d > 1$, and the marginal measures are absolutely continuous with respect to the Lebesgue measure.…

概率论 · 数学 2025-08-15 Shrey Aryan , Promit Ghosal

A new pairwise cost function is proposed for the optimal transport barycenter problem, adopting the form of the minimal action between two points, with a Lagrangian that takes into account an underlying probability distribution. Under this…

统计计算 · 统计学 2025-11-11 Zichu Wang , Esteban G. Tabak

We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising…

数值分析 · 数学 2021-05-11 Brittany Froese Hamfeldt , Axel G. R. Turnquist

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

概率论 · 数学 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou

We study the small-regularisation limit of the entropic optimal transport problem on the line with distance cost. While convergence of entropic minimizers is well understood in the discrete setting and in the case where the cost is…

最优化与控制 · 数学 2025-12-08 Armand Ley

Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…

最优化与控制 · 数学 2023-01-25 Florian Beier , Johannes von Lindheim , Sebastian Neumayer , Gabriele Steidl

We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…

最优化与控制 · 数学 2021-07-12 Felix Black , Philipp Schulze , Benjamin Unger

We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…

最优化与控制 · 数学 2020-01-13 Brendan Pass , Adolfo Vargas-Jiménez

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…

泛函分析 · 数学 2017-10-18 Alexander V. Kolesnikov , Danila A. Zaev

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…

最优化与控制 · 数学 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz

In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…

最优化与控制 · 数学 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

We introduce the \emph{transport energy} functional $\mathcal E$ (a variant of the Bouchitt\'e-Buttazzo-Seppecher shape optimization functional) and we prove that its unique minimizer is the optimal transport density $\mu^*$, i.e., the…

偏微分方程分析 · 数学 2020-05-13 Enrico Facca , Federico Piazzon

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…

经典分析与常微分方程 · 数学 2010-09-21 Filippo Santambrogio

We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…

泛函分析 · 数学 2021-11-29 Vladimir Bogachev , Svetlana Popova