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We investigate the estimation of an optimal transport map between probability measures on an infinite-dimensional space and reveal its minimax optimal rate. Optimal transport theory defines distances within a space of probability measures,…

统计理论 · 数学 2025-12-17 Donlapark Ponnoprat , Masaaki Imaizumi

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

The purpose of this paper is to show that in a finite dimensional metric space with Alexandrov's curvature bounded below, Monge's transport problem for the quadratic cost admits a unique solution.

微分几何 · 数学 2007-05-23 Jerome Bertrand

We introduce a numerical method for extracting minimal geodesics along the group of volume preserving maps, equipped with the L2 metric, which as observed by Arnold solve Euler's equations of inviscid incompressible fluids. The method…

数值分析 · 数学 2015-05-14 Quentin Mérigot , Jean-Marie Mirebeau

This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…

经典分析与常微分方程 · 数学 2009-09-16 Guillaume Carlier , Luigi De Pascale , Filippo Santambrogio

We present a self-contained analysis of a particular family of metrics over the set of non-negative integers. We show that these metrics, which are defined through a nested sequence of optimal transport problems, provide tight estimates for…

最优化与控制 · 数学 2022-04-21 Mario Bravo , Thierry Champion , Roberto Cominetti

We study a random matching problem on closed compact $2$-dimensional Riemannian manifolds (with respect to the squared Riemannian distance), with samples of random points whose common law is absolutely continuous with respect to the volume…

概率论 · 数学 2026-05-01 Nicolas Clozeau , Francesco Mattesini

On an abstract Wiener space, assume that T is the solution of the quadratic Monge problem associated to the Wiener measure and a second one with a Radon-Nikodym derivative of exponential type. Under the finite information hypothesis, using…

概率论 · 数学 2024-08-27 Ali Suleyman Ustunel

The aim of this article is to show that the Monge-Kantorovich problem is the limit of a sequence of entropy minimization problems when a fluctuation parameter tends down to zero. We prove the convergence of the entropic values to the…

最优化与控制 · 数学 2013-08-02 Christian Léonard

We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…

计算金融 · 定量金融 2026-03-10 Manuel Hasenbichler , Benjamin Joseph , Gregoire Loeper , Jan Obloj , Gudmund Pammer

We construct Two-Point Flux Approximation (TPFA) finite volume schemes to solve the quadratic optimal transport problem in its dynamic form, namely the problem originally introduced by Benamou and Brenier. We show numerically that these…

数值分析 · 数学 2021-08-31 Andrea Natale , Gabriele Todeschi

We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…

数值分析 · 数学 2021-07-01 Brittany Froese Hamfeldt , Jacob Lesniewski

Let $(X,d,m)$ be a proper, non-branching, metric measure space. We show existence and uniqueness of optimal transport maps for cost written as non-decreasing and strictly convex functions of the distance, provided $(X,d,m)$ satisfies a new…

度量几何 · 数学 2014-08-05 Fabio Cavalletti , Martin Huesmann

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 the transfer operators of non-uniformly expanding maps for potentials of various regularity, and show that a specific property of potentials ("flatness") implies a Ruelle-Perron-Frobenius Theorem and a decay of the transfer…

经典分析与常微分方程 · 数学 2022-07-14 Benoît Kloeckner

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

最优化与控制 · 数学 2012-11-29 Jonathan Korman , Robert J. McCann

We discuss equations associated to Cournot-Nash Equilibria as put forward recently by Blanchet and Carlier. These equations are related to an optimal transport problem in which the source measure is known, but the target measure is part of…

偏微分方程分析 · 数学 2016-01-20 Micah Warren

The contribution of this work is twofold. The first part deals with a Hilbert-space version of McCann's celebrated result on the existence and uniqueness of monotone measure-preserving maps: given two probability measures $\rm P$ and $\rm…

概率论 · 数学 2023-05-23 Alberto González-Sanz , Marc Hallin , Bodhisattva Sen

Consider the set of probability measures with given marginal distributions on the product of two complete, separable metric spaces, seen as a correspondence when the marginal distributions vary. In problems of optimal transport, continuity…

风险管理 · 定量金融 2020-09-29 Mario Ghossoub , David Saunders

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