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相关论文: On the second boundary value problem for Monge-Amp…

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In the optimal partial transport problem, one is asked to transport a fraction $0<m \leq \min\{||f||_{L^1}, ||g||_{L^1}\}$ of the mass of $f=f \chi_\Omega$ onto $g=g\chi_\Lambda$ while minimizing a transportation cost. If $f$ and $g$ are…

偏微分方程分析 · 数学 2013-03-21 Emanuel Indrei

For the Monge-Amp\`ere equation with a right-hand side bounded away from 0 and infinity, we show that the solution, subject to the natural boundary condition arising in optimal transport, is in $W^{2,1+\varepsilon}$ up to the boundary.

偏微分方程分析 · 数学 2018-12-03 Ovidiu Savin , Hui Yu

This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…

最优化与控制 · 数学 2026-05-20 Anton Selitskiy , David Millard

This article has two purposes. The first is to prove solutions of the second boundary value problem for generated Jacobian equations are strictly $g$-convex. The second is to prove the global $C^3$ regularity of Aleksandrov solutions to the…

偏微分方程分析 · 数学 2021-11-02 Cale Rankin

In this paper, we establish a global regularity result for the optimal transport problem with the quadratic cost, where the domains may not be convex. This result is obtained by a perturbation argument, using a recent global regularity of…

偏微分方程分析 · 数学 2019-01-30 Shibing Chen , Jiakun Liu , Xu-Jia Wang

This paper introduces a novel neural network-based approach to solving the Monge-Amp\`ere equation with the transport boundary condition, specifically targeted towards optical design applications. We leverage multilayer perceptron networks…

机器学习 · 计算机科学 2024-10-28 Roel Hacking , Lisa Kusch , Koondanibha Mitra , Martijn Anthonissen , Wilbert IJzerman

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

最优化与控制 · 数学 2023-07-21 Bohan Zhou , Matthew Parno

The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to…

偏微分方程分析 · 数学 2019-08-15 Robert J. McCann , Brendan Pass , Micah Warren

We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

数值分析 · 数学 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…

最优化与控制 · 数学 2023-08-08 Luca Nenna , Brendan Pass

We propose deep learning methods for classical Monge's optimal mass transportation problems, where where the distribution constraint is treated as penalty terms defined by the maximum mean discrepancy in the theory of Hilbert space…

最优化与控制 · 数学 2026-02-17 Takafumi Saito , Yumiharu Nakano

Let $M,N$ be two smooth compact hypersurfaces of $\mathbb{R}^n$ which bound strictly convex domains equipped with two absolutely continuous measures $\mu$ and $\nu$ (with respect to the volume measures of $M$ and $N$). We consider the…

微分几何 · 数学 2015-07-10 Emmanuel Humbert , Luc Molinet

We give a new proof for the interior regularity of strictly convex solutions of the Monge-Amp\`ere equation. Our approach uses a doubling inequality for the Hessian in terms of the extrinsic distance function on the maximal Lagrangian…

偏微分方程分析 · 数学 2023-11-30 Ravi Shankar , Yu Yuan

This paper investigates the value function, $V$, of a Mayer optimal control problem with the state equation given by a differential inclusion. First, we obtain an invariance property for the proximal and Fr\'echet subdifferentials of $V$…

最优化与控制 · 数学 2014-08-25 Piermarco Cannarsa , Hélène Frankowska , Teresa Scarinci

We are interested in the cost-convex potentials in optimal mass transport theory, and we show by direct and geometric arguments the equivalence between cost-subdifferentials and ordinary subdifferentials of cost-convex functions, under the…

偏微分方程分析 · 数学 2007-06-11 Young-Heon Kim , Robert J. McCann

We study the solvability of singular Abreu equations which arise in the approximation of convex functionals subject to a convexity constraint. Previous works established the solvability of their second boundary value problems either in two…

偏微分方程分析 · 数学 2024-08-06 Young Ho Kim , Nam Q. Le , Ling Wang , Bin Zhou

The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…

概率论 · 数学 2013-08-02 Christian Léonard

We identify a condition for regularity of optimal transport maps that requires only three derivatives of the cost function, for measures given by densities that are only bounded above and below. This new condition is equivalent to the weak…

偏微分方程分析 · 数学 2013-01-25 Nestor Guillen , Jun Kitagawa

We study the influence of additional intermediate marginal distributions on the value of the martingale optimal transport problem. From a financial point of view, this corresponds to taking into account call option prices not only, as…

数理金融 · 定量金融 2023-11-03 Julian Sester

We establish a Schauder-type boundary regularity result for a two-dimensional singular Monge-Amp\'ere equation on convex polytopes with Guillemin boundary conditions. This extends the previous work of Rubin and Huang to the case where the…

偏微分方程分析 · 数学 2025-07-01 Masoud Bayrami-Aminlouee , Reza Seyyedali , Mohammad Talebi