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We develop a semi-discrete optimal transport scheme for the compressible semi-geostrophic equations, a system that plays an important role in modelling large-scale atmospheric dynamics and frontogenesis. Unlike the incompressible case, the…

数值分析 · 数学 2026-03-10 Théo Lavier , Beatrice Pelloni

In this paper we consider a scalar transport equation with constant coefficients on domains with discrete space and continuous, discrete or general time. We show that on all these underlying domains solutions of the transport equation can…

偏微分方程分析 · 数学 2012-01-05 Petr Stehlík , Jonáš Volek

Motivated by applications in classification of vector valued measures and multispecies PDE, we develop a theory that unifies existing notions of vector valued optimal transport, from dynamic formulations (\`a la Benamou-Brenier) to static…

偏微分方程分析 · 数学 2025-05-07 Katy Craig , Nicolás García Trillos , Đorđe Nikolić

This article gives an introduction to optimal transport, a mathematical theory that makes it possible to measure distances between functions (or distances between more general objects), to interpolate between objects or to enforce…

偏微分方程分析 · 数学 2017-10-10 Bruno Levy , Erica Schwindt

We derive the breakdown point for solutions of semi-discrete optimal transport problems, which characterizes the robustness of the multivariate quantiles based on optimal transport proposed in \cite{GS}. We do so under very mild…

概率论 · 数学 2025-06-27 Davy Paindaveine , Riccardo Passeggeri

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

数值分析 · 数学 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

We study the optimal transport problem for $d>2$ discrete measures. This is a linear programming problem on $d$-tensors. It gives a way to compute a "distance" between two sets of discrete measures. We introduce an entropic regularization…

计算机视觉与模式识别 · 计算机科学 2021-07-27 Shmuel Friedland

We suggest a new way of defining optimal transport of positive-semidefinite matrix-valued measures. It is inspired by a recent rendering of the incompressible Euler equations and related conservative systems as concave maximization…

最优化与控制 · 数学 2019-07-16 Yann Brenier , Dmitry Vorotnikov

We study the problem of transporting one probability measure to another via an autonomous velocity field. We rely on tools from the theory of optimal transport. In one space-dimension, we solve a linear homogeneous functional equation to…

最优化与控制 · 数学 2025-03-06 Nicola De Nitti , Xavier Fernández-Real

We develop and study a theory of optimal transport for vector measures. We resolve in the negative a conjecture of Klartag, that given a vector measure on Euclidean space with total mass zero, the mass of any transport set is again zero. We…

泛函分析 · 数学 2021-08-17 Krzysztof J. Ciosmak

Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…

最优化与控制 · 数学 2024-12-20 Gabriele Todeschi , Ludovic Métivier , Jean-Marie Mirebeau

We describe a mesh-free three-dimensional numerical scheme for solving the incompressible semi-geostrophic equations based on semi-discrete optimal transport techniques. These results generalise previous two-dimensional implementations. The…

数值分析 · 数学 2026-02-12 Théo Lavier

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

统计理论 · 数学 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show…

最优化与控制 · 数学 2021-01-12 Mattia Zorzi

Let $X$ a probability measure space and $\psi_1....\psi_N$ measurable, real valued functions on $X$. Consider all possible partitions of $X$ into $N$ disjoint subdomains $X_i$ on which $\int_{X_i}\psi_i$ are prescribed. We address the…

最优化与控制 · 数学 2012-08-07 Gershon Wolansky

Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…

机器学习 · 统计学 2019-05-16 Luca Ambrogioni , Umut Guclu , Marcel van Gerven

In this paper we study the class of optimal entropy-transport problems introduced by Liero, Mielke and Savar\'e in Inventiones Mathematicae 211 in 2018. This class of unbalanced transport metrics allows for transport between measures of…

最优化与控制 · 数学 2025-11-12 David P. Bourne , Bernhard Schmitzer , Benedikt Wirth

This paper is aimed at introducing an algebraic model for physical scales and units of measurement. This goal is achieved by means of the concept of ``positive space'' and its rational powers. Positive spaces are 1-dimensional ``semi-vector…

交换代数 · 数学 2007-10-09 Josef Janyška , Marco Modugno , Raffaele Vitolo

Given two n-dimensional measures $\mu$ and $\nu$ on Polish spaces, we propose an optimal transportation's formulation, inspired by classical Kan-torovitch's formulation in the scalar case. In particular, we established a strong duality…

最优化与控制 · 数学 2019-01-16 Xavier Bacon

This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…

最优化与控制 · 数学 2017-12-04 Johannes M. Schumacher