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We investigate the convergence rate of the optimal entropic cost $v_\varepsilon$ to the optimal transport cost as the noise parameter $\varepsilon \downarrow 0$. We show that for a large class of cost functions $c$ on $\mathbb{R}^d\times…

最优化与控制 · 数学 2022-06-08 Guillaume Carlier , Paul Pegon , Luca Tamanini

On a Riemannian manifold, lower Ricci curvature bounds are known to be characterized by geodesic convexity properties of various entropies with respect to the Kantorovich-Rubinstein-Wasserstein square distance from optimal transportation.…

数学物理 · 物理学 2023-09-26 Robert J McCann

We study spectral properties and geometric functional inequalities on Riemannian manifolds of dimension $\ge3$ with (finite or countably many) conical singularities $\{z_i\}_{i\in\mathfrak I}$ in the neighborhood of which the largest lower…

微分几何 · 数学 2024-06-12 Karl-Theodor Sturm

In this short note, we show that given a cost function $c$, any coupling $\pi$ of two probability measures where the second is a discrete measure can be associated to a certain bipartite graph containing a perfect matching, based on the…

最优化与控制 · 数学 2020-07-17 Mohit Bansil , Jun Kitagawa

Under the usual condition that the volume of a geodesic ball is close to the Euclidean one or the injectivity radii is bounded from below, we prove a lower bound of the $C^{\alpha} W^{1, q}$ harmonic radius for manifolds with bounded…

微分几何 · 数学 2017-07-05 Qi S Zhang , Meng Zhu

Let $(M,g)$ be a smooth Riemannian manifold and $\mathsf{G}$ a compact Lie group acting on $M$ effectively and by isometries. It is well known that a lower bound of the sectional curvature of $(M,g)$ is again a bound for the curvature of…

度量几何 · 数学 2019-05-08 Fernando Galaz-García , Martin Kell , Andrea Mondino , Gerardo Sosa

We prove that a Ricci curvature based method of triangulation of compact Riemannian manifolds, due to Grove and Petersen, extends to the context of weighted Riemannian manifolds and more general metric measure spaces. In both cases the role…

微分几何 · 数学 2010-02-02 Emil Saucan

On closed Riemannian manifolds with Bakry-\'Emery Ricci curvature bounded from below and bounded gradient of the potential function, we obtain lower bounds for all positive eigenvalues of the Beltrami-Laplacian instead of the drifted…

微分几何 · 数学 2021-08-17 Ling Wu , Xingyu Song , Meng Zhu

The least gradient problem (minimizing the total variation with given boundary data) is equivalent, in the plane, to the Beckmann minimal-flow problem with source and target measures located on the boundary of the domain, which is in turn…

最优化与控制 · 数学 2018-05-03 Filippo Santambrogio , Samer Dweik

We give an optimal estimate for the norm of any submanifold's second fundamental form in terms of its focal radius and the lower sectional curvature bound of the ambient manifold. This is a special case of a similar theorem for intermediate…

微分几何 · 数学 2019-02-26 Luis Guijarro , Frederick Wilhelm

Let $\Omega$ be a bounded domain with convex boundary in a complete noncompact Riemannian manifold with Bakry-\'Emery Ricci curvature bounded below by a positive constant. We prove a lower bound of the first eigenvalue of the weighted…

微分几何 · 数学 2012-11-01 Xu Cheng , Tito Mejia , Detang Zhou

Measure contraction properties are generalizations of the notion of Ricci curvature lower bounds in Riemannian geometry to more general metric measure spaces. In this paper, we give sufficient conditions for a Sasakian manifold equipped…

微分几何 · 数学 2014-11-11 Paul W. Y. Lee , Chengbo Li , Igor Zelenko

It is now well known that curvature conditions \`a la Bakry-Emery are equivalent to contraction properties of the heat semigroup with respect to the classical quadratic Wasserstein distance. However, this curvature condition may include a…

概率论 · 数学 2017-05-17 François Bolley , Ivan Gentil , Arnaud Guillin

We develop a non-parametric, semimartingale optimal transport, calibration methodology for local volatility models with stochastic interest rate. The method finds a fully calibrated model which is the closest, in a way that can be defined…

数理金融 · 定量金融 2025-05-08 Benjamin Joseph , Gregoire Loeper , Jan Obloj

Let $M,N$ be two smooth compact hypersurfaces of $\mathbb{R}^n$ which bound strictly convex domains equipped with two absolutely continuous measures $\mu$ and $\nu$ (with respect to the volume measures of $M$ and $N$). We consider the…

微分几何 · 数学 2015-07-10 Emmanuel Humbert , Luc Molinet

We study a new notion of Ricci curvature that applies to Markov chains on discrete spaces. This notion relies on geodesic convexity of the entropy and is analogous to the one introduced by Lott, Sturm, and Villani for geodesic measure…

度量几何 · 数学 2015-06-03 Matthias Erbar , Jan Maas

Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…

最优化与控制 · 数学 2021-06-16 Mauro Bonafini , Ismael Medina , Bernhard Schmitzer

In this short note, we give a sufficient condition for almost smooth compact metric measure spaces to satisfy the Bakry-\'Emery condition $BE (K, N)$. The sufficient condition is satisfied for the glued space of any two (not necessary same…

微分几何 · 数学 2018-09-27 Shouhei Honda

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…

最优化与控制 · 数学 2025-12-30 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

We study a single-period optimal transport problem on $\mathbb{R}^2$ with a covariance-type cost function $c(x,y) = (x_1-y_1)(x_2-y_2)$ and a backward martingale constraint. We show that a transport plan $\gamma$ is optimal if and only if…

概率论 · 数学 2022-09-13 Dmitry Kramkov , Yan Xu