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We prove existence and uniqueness results for solutions to a class of optimal transportation problems with infinitely many marginals, supported on the real line. We also provide a characterization of the solution with an explicit formula.…

最优化与控制 · 数学 2012-06-26 Brendan Pass

We give a new probabilistic construction of solutions to real Monge-Amp\`ere equations in R^n satisfying the second boundary value problem with respect to a given target convex body P) which fits naturally into the theory of optimal…

偏微分方程分析 · 数学 2013-02-19 Robert J. Berman

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 a parabolic version of the mass transport problem, and show that it converges to a solution of the original mass transport problem under suitable conditions on the cost function, and initial and target domains.

偏微分方程分析 · 数学 2010-12-15 Jun Kitagawa

We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…

数值分析 · 数学 2026-03-03 Axel G. R. Turnquist

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

We develop an $\e$-regularity theory at the boundary for a general class of Monge-Amp\`ere type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between H\"older densities supported on $C^2$…

偏微分方程分析 · 数学 2014-12-19 Shibing Chen , Alessio Figalli

We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

偏微分方程分析 · 数学 2022-07-12 Yash Jhaveri , Ovidiu Savin

The aim of this paper is to obtain quantitative bounds for solutions to the optimal matching problem in dimension two. These bounds show that up to a logarithmically divergent shift, the optimal transport maps are close to be the identity…

偏微分方程分析 · 数学 2018-08-29 Michael Goldman , Martin Huesmann , Felix Otto

We show that the discrete Sinkhorn algorithm - as applied in the setting of Optimal Transport on a compact manifold - converges to the solution of a fully non-linear parabolic PDE of Monge-Ampere type, in a large-scale limit. The latter…

偏微分方程分析 · 数学 2020-06-29 Robert J. Berman

In this work we present a numerical method for the Optimal Mass Transportation problem. Optimal Mass Transportation (OT) is an active research field in mathematics.It has recently led to significant theoretical results as well as…

数值分析 · 数学 2013-08-06 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman

This paper is concerned with the existence of globally smooth solutions for the second boundary value problem for Monge-Ampere equations and the application to regularity of potentials in optimal transportation. The cost functions satisfy a…

偏微分方程分析 · 数学 2007-06-13 Neil S Trudinger , Xu-jia Wang

We study a rather general class of optimal "ballistic" transport problems for matrix-valued measures. These problems naturally arise, in the spirit of \emph{Y. Brenier. Comm. Math. Phys. (2018) 364(2) 579-605}, from a certain dual…

泛函分析 · 数学 2021-11-30 Dmitry Vorotnikov

We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent…

概率论 · 数学 2016-11-16 Luigi Ambrosio , Federico Stra , Dario Trevisan

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…

数值分析 · 数学 2018-07-19 Jean-David Benamou , Vincent Duval

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

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

Numerical methods for the optimal transport problem is an active area of research. Recent work of Kitagawa and Abedin shows that the solution of a time-dependent equation converges exponentially fast as time goes to infinity to the solution…

数值分析 · 数学 2021-04-05 Abigail Brauer , Megan Krawick , Manuel Santana

We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…

人工智能 · 计算机科学 2022-05-05 Alex Delalande

We study the boundary behaviour of solutions to second order parabolic linear equations in moving domains. Our main result is a higher order boundary Harnack inequality in $C^1$ and $C^{k,\alpha}$ domains, providing that the quotient of two…

偏微分方程分析 · 数学 2021-09-01 Teo Kukuljan
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