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Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…

最优化与控制 · 数学 2010-05-04 Julie Delon , Julien Salomon , Andrei Sobolevskii

In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space $(W, H,\mu)$, where $H$ is Cameron-Martin space and $\mu$ is the Gaussian measure. We study the regularity of optimal transport…

概率论 · 数学 2021-08-30 Mine Caglar , Ihsan Demirel

We study the good shape property of boundary sections of convex solutions of the oblique boundary value problem for Monge-Amp\`ere equations $$\det D^2u =f(x) \text{ in } \Omega , \quad D_{\beta}u = \phi(x) \text{ on } \partial \Omega.$$ In…

偏微分方程分析 · 数学 2024-02-27 Huaiyu Jian , Xushan Tu

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

In this paper, we establish the global $C^{2,\alpha}$ and $W^{2,p}$ regularity for the Monge-Amp\`ere equation $\det\,D^2u = f$ subject to boundary condition $Du(\Omega) = \Omega^*$, where $\Omega$ and $\Omega^*$ are bounded convex domains…

偏微分方程分析 · 数学 2021-05-27 Shibing Chen , Jiakun Liu , Xu-Jia Wang

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

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 investigate the transportation problem under a Monge cost structure and derive compact formulas for optimal dual solutions based on the northwest-corner rule. As an application illustrating how these formulas yield structural insight…

最优化与控制 · 数学 2026-02-23 Stefan Nickel , Justo Puerto , Simon Ramoser , Alberto Torrejon

This paper concerns the regularity and geometry of the free boundary in the optimal partial transport problem for general cost functions. More specifically, we prove that a $C^1$ cost implies a locally Lipschitz free boundary. As an…

偏微分方程分析 · 数学 2013-12-12 Shibing Chen , Emanuel Indrei

A natural and important question in multi-marginal optimal transport is whether the \emph{Monge ansatz} is justified; does there exist a solution of Monge, or deterministic, form? We address this question for the quadratic cost when each…

最优化与控制 · 数学 2024-01-24 Pedram Emami , Brendan Pass

In this paper, we introduce an iteration argument to prove that a convex solution to the Monge-Amp\`ere equation $\mbox{det } D^2 u =f $ in dimension two subject to the natural boundary condition $Du(\Omega) = \Omega^*$ is $C^{2,\alpha}$…

偏微分方程分析 · 数学 2018-06-26 Shibing Chen , Jiakun Liu , Xu-Jia Wang

We study the asymptotic behavior of solutions to the second boundary value problem for a parabolic PDE of Monge-Amp\`ere type arising from optimal mass transport. Our main result is an exponential rate of convergence for solutions of this…

偏微分方程分析 · 数学 2020-11-18 Farhan Abedin , Jun Kitagawa

We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the target variable, as well as a stochastic version of the…

偏微分方程分析 · 数学 2020-10-07 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

This note concerns the relationship between conditions on cost functions and domains and the convexity properties of potentials in optimal transportation and the continuity of the associated optimal mappings. In particular, we prove that if…

偏微分方程分析 · 数学 2007-05-23 Neil S. Trudnger , Xu-Jia Wang

In this paper we prove the existence and regularity of solutions to the first boundary value problem for Abreu's equation, which is a fourth order nonlinear partial differential equation closely related to the Monge-Ampere equation. The…

偏微分方程分析 · 数学 2010-09-10 Bin Zhou

First, we obtain a new formula for Bremermann type upper envelopes, that arise frequently in convex analysis and pluripotential theory, in terms of the Legendre transform of the convex- or plurisubharmonic-envelope of the boundary data.…

偏微分方程分析 · 数学 2016-07-05 Tamás Darvas , Yanir A. Rubinstein

In this paper, we consider the global regularity for Monge-Amp\`ere type equations with the Neumann boundary conditions on Riemannian manifolds. It is known that the classical solvability of the Neumann boundary value problem is obtained…

微分几何 · 数学 2016-11-01 Xi Guo , Jing Mao , Ni Xiang

We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…

理论经济学 · 经济学 2026-04-06 Koji Yokote

We investigate the properties of convex functions in the plane that satisfy a local inequality which generalizes the notion of sub-solution of Monge-Ampere equation for a Monge-Kantorovich problem with quadratic cost between non-absolutely…

偏微分方程分析 · 数学 2021-04-08 P. -E. Jabin , A. Mellet , M. Molina

We survey the (old and new) regularity theory for the Monge-Amp\`ere equation, show its connection to optimal transportation, and describe the regularity properties of a general class of Monge-Amp\`ere type equations arising in that…

偏微分方程分析 · 数学 2013-10-24 Guido De Philippis , Alessio Figalli