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This note contains a short discussion on the sufficiency of finite optimality in martingale transport. It is shown that finitely minimal martingale measures are solutions of the martingale transport problem when the cost function is upper…

概率论 · 数学 2016-06-13 Claus Griessler

In this paper, we study the Dirichlet problem for Monge-Amp\`ere type equations for $p$-plurisubharmonic functions on Riemannian manifolds. The $a$ $priori$ estimates up to the second order derivatives of solutions are established. The…

偏微分方程分析 · 数学 2024-05-28 Weisong Dong , Jinling Niu , Nadilamu Nizhamuding

We consider the complex Monge-Amp\`ere equation with an additional linear gradient term inside the determinant. We prove existence and uniqueness of solutions to this equation on compact Hermitian manifolds.

微分几何 · 数学 2021-06-15 Valentino Tosatti , Ben Weinkove

We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…

系统与控制 · 电气工程与系统科学 2023-05-03 Anqi Dong , Arthur Stephanovitch , Tryphon T. Georgiou

We collect examples of boundary-value problems of Dirichlet and Dirichlet-Neumann type which we found instructive when designing and analysing numerical methods for fully nonlinear elliptic partial differential equations. In particular, our…

数值分析 · 数学 2018-12-18 Max Jensen , Iain Smears

We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…

数值分析 · 数学 2023-07-14 Matthew A. Cassini , Brittany Froese Hamfeldt

We show that, on a $2$-dimensional compact manifold, the optimal transport map in the semi-discrete random matching problem is well-approximated in the $L^2$-norm by identity plus the gradient of the solution to the Poisson problem $-\Delta…

概率论 · 数学 2019-03-29 Luigi Ambrosio , Federico Glaudo , Dario Trevisan

Symmetric Monge-Kantorovich transport problems involving a cost function given by a family of vector fields were used by Ghoussoub-Moameni to establish polar decompositions of such vector fields into $m$-cyclically monotone maps composed…

偏微分方程分析 · 数学 2012-12-10 Nassif Ghoussoub , Bernard Maurey

We introduce Hierarchical Jump multi-marginal transport (HJMOT), a generalization of multi-marginal optimal transport where mass can "jump" over intermediate spaces via augmented isolated points. Established on Polish spaces, the framework…

概率论 · 数学 2026-02-05 Zijian Xu

Given a compact complex manifold $X$, we study the existence and the uniqueness of weak solutions to degenerate Monge-Amp\`ere equations on $X$ with prescribed singularities when the reference form is semipositive and big, while the right…

复变函数 · 数学 2025-11-05 Omar Alehyane , Chinh H. Lu , Mohammed Salouf

Let (X,L) be a (semi-) polarized complex projective variety and T a real torus acting holomorphically on X with moment polytope P. Given a probability density g on P we introduce a new type of Monge-Ampere measure on X, defined for singular…

微分几何 · 数学 2014-02-03 Robert J. Berman , David Witt Nystrom

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 a new class of coordinate systems for a plane, which provide an analytical representation of arbitrary straightline, and then define the form of potential on the plane, under which the equations of motion of a mass point are…

动力系统 · 数学 2007-05-23 Z. Y. Turakulov

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

We shall present a measure theoretical approach for which together with the Kantorovich duality provide an efficient tool to study the optimal transport problem. Specifically, we study the support of optimal plans where the cost function…

偏微分方程分析 · 数学 2014-11-21 Abbas Moameni

The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…

概率论 · 数学 2016-08-14 Mathias Beiglböck , Nicolas Juillet

In this note, we present a unified approach to the problem of existence of a potential for the optimal transport problem with respect to non-traditional cost functions, that is, costs that assume infinite values. We establish a new method…

度量几何 · 数学 2025-03-04 Shiri Artstein-Avidan , Shay Sadovsky , Katarzyna Wyczesany

We study couplings $q^\bullet$ of two equivariant random measures $\lambda^\bullet$ and $\mu^\bullet$ on a Riemannian manifold $(M,d,m)$. Given a cost function we ask for minimizers of the mean transportation cost per volume. In case the…

概率论 · 数学 2012-06-19 Martin Huesmann

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…

最优化与控制 · 数学 2025-12-30 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

We discuss methods of Optimal Transportation Theory and its relations to problems in quantum mechanics. This essentially means that the cost function is some Hamiltonian $H(q,p)$ on a phase space (symplectic manifold), and the marginal…

数学物理 · 物理学 2018-08-20 Kurt Pagani