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In this paper, we investigate the geodesic structure and the associated Kantorovich-type duality for a Benamou-Brenier-type transportation metric defined on the space of nonnegative measures over a finite reversible Markov chain. The metric…

偏微分方程分析 · 数学 2026-01-21 Qifan Mao , Xinyu Wang , Xiaoping Xue

This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…

偏微分方程分析 · 数学 2022-05-02 Matthias Erbar , Dominik Forkert , Jan Maas , Delio Mugnolo

Let K be an irreducible and reversible Markov kernel on a finite set X. We construct a metric W on the set of probability measures on X and show that with respect to this metric, the law of the continuous time Markov chain evolves as the…

概率论 · 数学 2011-06-17 Jan Maas

We construct a non-local Benamou-Brenier-type transport distance on the space of stationary point processes and analyse the induced geometry. We show that our metric is a specific variant of the transport distance recently constructed in…

概率论 · 数学 2025-04-17 Martin Huesmann , Hanna Stange

In this paper we investigate the numerical approximation of an analogue of the Wasserstein distance for optimal transport on graphs that is defined via a discrete modification of the Benamou--Brenier formula. This approach involves the…

数值分析 · 数学 2017-07-24 Matthias Erbar , Martin Rumpf , Bernhard Schmitzer , Stefan Simon

We propose a discrete transport equation on graphs which connects distributions on both vertices and edges. We then derive a discrete analogue of the Benamou-Brenier formulation for Wasserstein-$1$ distance on a graph and as a result…

信息论 · 计算机科学 2026-04-16 Kieran Morris , Oliver Johnson

We study the Wasserstein projection of a compactly supported probability measure onto the class of measures whose density ratio is bounded, and we place this projection in a broader program connecting generative modeling, optimal transport,…

偏微分方程分析 · 数学 2026-04-13 Hy P. G. Lam

The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…

最优化与控制 · 数学 2025-12-11 Mao Nishino , Martin Bauer , Tom Needham , Nicolas Charon

Consider a probability measure on a Hilbert space defined via its density with respect to a Gaussian. The purpose of this paper is to demonstrate that an appropriately defined Markov chain, which is reversible with respect to the measure in…

统计理论 · 数学 2014-04-21 Natesh S. Pillai , Andrew M. Stuart , Alexandre H. Thiery

We introduce a modified Benamou-Brenier type approach leading to a Wasserstein type distance that allows global invariance, specifically, isometries, and we show that the problem can be summarized to orthogonal transformations. This…

机器学习 · 统计学 2025-03-24 Kevine Meugang Toukam

A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…

偏微分方程分析 · 数学 2014-06-06 Katy Craig

The seminal result of Benamou and Brenier provides a characterization of the Wasserstein distance as the path of the minimal action in the space of probability measures, where paths are solutions of the continuity equation and the action is…

偏微分方程分析 · 数学 2022-09-23 Dejan Slepčev , Andrew Warren

We introduce a new optimal transport distance between nonnegative finite Radon measures with possibly different masses. The construction is based on non-conservative continuity equations and a corresponding modified Benamou-Brenier formula.…

偏微分方程分析 · 数学 2016-03-22 Stanislav Kondratyev , Léonard Monsaingeon , Dmitry Vorotnikov

The dynamical formulation of optimal transport, also known as Benamou-Brenier formulation or Computational Fluid Dynamics formulation, amounts to write the optimal transport problem as the optimization of a convex functional under a PDE…

数值分析 · 数学 2020-05-25 Hugo Lavenant

We study quantum Dirichlet forms and the associated symmetric quantum Markov semigroups on noncommutative $L^2$ spaces. It is known from the work of Cipriani and Sauvageot that these semigroups induce a first order differential calculus,…

算子代数 · 数学 2021-08-13 Melchior Wirth

We consider discrete porous medium equations of the form \partial_t \rho_t = \Delta \phi(\rho_t), where \Delta is the generator of a reversible continuous time Markov chain on a finite set X, and \phi is an increasing function. We show that…

泛函分析 · 数学 2012-12-06 Matthias Erbar , Jan Maas

The Wasserstein distance on multivariate non-degenerate Gaussian densities is a Riemannian distance. After reviewing the properties of the distance and the metric geodesic, we present an explicit form of the Riemannian metrics on…

统计理论 · 数学 2018-09-25 Luigi Malagò , Luigi Montrucchio , Giovanni Pistone

A generalized unbalanced optimal transport distance ${\rm WB}_{\Lambda}$ on matrix-valued measures $\mathcal{M}(\Omega,\mathbb{S}_+^n)$ was defined in [arXiv:2011.05845] \`{a} la Benamou-Brenier, which extends the Kantorovich-Bures and the…

数值分析 · 数学 2024-05-27 Bowen Li , Jun Zou

We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…

偏微分方程分析 · 数学 2022-09-01 Simone Di Marino , Lorenzo Portinale , Emanuela Radici

We derive a Benamou-Brenier type dynamical formulation for the Wasserstein metric $\mathsf W_p$ between stationary random measures recently introduced in [EHJM23]. A key step is a reformulation of the metric $\mathsf W_p$ using Palm…

概率论 · 数学 2024-02-08 Martin Huesmann , Bastian Müller
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