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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

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

In the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…

机器学习 · 计算机科学 2024-02-19 Ehsan Amid , Frank Nielsen , Richard Nock , Manfred K. Warmuth

We propose a technique for interpolating between probability distributions on discrete surfaces, based on the theory of optimal transport. Unlike previous attempts that use linear programming, our method is based on a dynamical formulation…

偏微分方程分析 · 数学 2018-09-20 Hugo Lavenant , Sebastian Claici , Edward Chien , Justin Solomon

We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich…

最优化与控制 · 数学 2026-01-14 Jérémie Bigot , Luis Fredes

We study a nonlinear multimarginal optimal transport problem arising in risk management, where the objective is to maximize a spectral risk measure of the pushforward of a coupling by a cost function. Although this problem is inherently…

最优化与控制 · 数学 2026-03-27 Adrien Cances , Quentin Mérigot , Luca Nenna

In this note we will adapt Topping's $\mathcal{L}$-optimal transportation theory for Ricci flow to a more general situation, i.e. to a closed manifold $(M,g_{ij}(t))$ evolving by $\partial_tg_{ij}=-2S_{ij}$, where $S_{ij}$ is a symmetric…

微分几何 · 数学 2009-09-14 Hong Huang

In this work, we discuss the task of finding a direction of optimal descent for problems in Shape Optimisation and its relation to the dual problem in Optimal Transport. This link was first observed in a previous work which sought…

最优化与控制 · 数学 2023-01-20 Philip J. Herbert

We introduce an optimal transport-based model for learning a metric tensor from cross-sectional samples of evolving probability measures on a common Riemannian manifold. We neurally parametrize the metric as a spatially-varying matrix field…

机器学习 · 计算机科学 2023-03-08 Christopher Scarvelis , Justin Solomon

Using optimal transport we study some dynamical properties of expanding circle maps acting on measures by push-forward. Using the definition of the tangent space to the space of measures introduced by Gigli, their derivative at the unique…

动力系统 · 数学 2015-05-22 Benoit Kloeckner

Over the past five years, multi-marginal optimal transport, a generalization of the well known optimal transport problem of Monge and Kantorovich, has begun to attract considerable attention, due in part to a wide variety of emerging…

偏微分方程分析 · 数学 2014-09-12 Brendan Pass

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

统计理论 · 数学 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

We study optimal transport plans from $m$ equally weighted points (with weights $1/m$) to $n$ equally weighted points (with weights $1/n$). The Birkhoff-von Neumann Theorem implies that if $m=n$, then the optimal transport plan can be…

最优化与控制 · 数学 2023-12-08 Alexander Bruce Johnson , Stefan Steinerberger

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

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

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

最优化与控制 · 数学 2019-07-16 Evan Patterson

We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…

偏微分方程分析 · 数学 2024-05-22 Charles Bertucci

We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…

最优化与控制 · 数学 2020-01-13 Brendan Pass , Adolfo Vargas-Jiménez

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

The transport of many kinds of singular structures in a medium, such as vortex points/lines/sheets in fluids, dislocation loops in crystalline plastic solids, or topological singularities in magnetism, can be expressed in terms of the…

偏微分方程分析 · 数学 2022-07-11 Paolo Bonicatto , Giacomo Del Nin , Filip Rindler