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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

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 recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…

数值分析 · 数学 2020-09-14 Robert J. Berman

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 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

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

最优化与控制 · 数学 2018-05-02 Justin Solomon

A Monge-Amp\`ere (MA) equation arises when seeking an optimally transported mesh that equidistributes a given monitor function in Cartesian space. This MA equation is a fully nonlinear PDE, with a source term that is a function of the…

数值分析 · 数学 2016-10-03 P. A. Browne , J. Prettyman , H. Weller , T. Pryer , J. Van lent

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

The Monge-Amp\`{e}re equation arises in the theory of optimal transport. When more complicated cost functions are involved in the optimal transportation problem, which are motivated e.g. from economics, the corresponding equation for the…

数值分析 · 数学 2019-12-10 Heiko Kröner

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 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

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

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

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

Repeatedly solving the parameterized optimal mass transport (pOMT) problem is a frequent task in applications such as image registration and adaptive grid generation. It is thus critical to develop a highly efficient reduced solver that is…

数值分析 · 数学 2021-12-06 Shijin Hou , Yanlai Chen , Yinhua Xia

We introduce a new overlapping Domain Decomposition Method (DDM) to solve the fully nonlinear Monge-Amp\`ere equation. While DDMs have been extensively studied for linear problems, their application to fully nonlinear partial differential…

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

This paper introduces a numerical algorithm to compute the $L_2$ optimal transport map between two measures $\mu$ and $\nu$, where $\mu$ derives from a density $\rho$ defined as a piecewise linear function (supported by a tetrahedral mesh),…

偏微分方程分析 · 数学 2014-09-05 Bruno Levy

This paper introduces a fast and robust iterative scheme for the elliptic Monge-Amp\`ere equation with Dirichlet boundary conditions. The Monge-Amp\`ere equation is a nonlinear and degenerate equation, with applications in optimal…

数值分析 · 数学 2025-09-16 R. N. Köhle , K. T. W. Menting , K. Mitra , J. H. M. ten Thije Boonkkamp

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

概率论 · 数学 2019-04-08 Gaoyue Guo , Jan Obloj
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