相关论文: On the second boundary value problem for Monge-Amp…
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…
The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…
The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of…
We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…
The Guillemin boundary condition naturally appears in the study of K\"ahler geometry of toric manifolds. In the present paper, the following Guillemin boundary value problem is investigated \begin{align} \label{eq1} &\det D^2…
We consider two natural problems arising in geometry which are equivalent to the local solvability of specific equations of Monge-Ampere type. These are: the problem of locally prescribed Gaussian curvature for surfaces in R^3, and the…
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…
We propose a volumetric formulation for computing the Optimal Transport problem defined on surfaces in $\mathbb{R}^3$, found in disciplines like optics, computer graphics, and computational methodologies. Instead of directly tackling the…
We consider an optimal transport problem between laws of random probability measures: given a base cost function, we build the associated OT cost between probability measures that in turn we use to define the OT cost between probability…
The calibration of volatility models from observable option prices is a fundamental problem in quantitative finance. The most common approach among industry practitioners is based on the celebrated Dupire's formula [6], which requires the…
This paper is devoted to study the existence of solutions and the monotone method of second-order periodic boundary value problems when the lower and upper solutions $\alpha$ and $\beta$ violate the boundary conditions $…
We prove the existence of C^{\infty} local solutions to a class of mixed type Monge-Ampere equations in the plane. More precisely, the equation changes type to finite order across two smooth curves intersecting transversely at a point.…
A least-squares method for solving the hyperbolic Monge-Amp\`ere equation with transport boundary condition is introduced. The method relies on an iterative procedure for the gradient of the solution, the so-called mapping. By formulating…
In a recent paper, Darvas-Rubinstein proved a convergence result for the Kahler-Ricci iteration, which is a sequence of recursively defined complex Monge-Ampere equations. We introduce the Monge-Ampere iteration to be an analogous, but more…
We consider some repulsive multimarginal optimal transportation problems which include, as a particular case, the Coulomb cost. We prove a regularity property of the minimizers (optimal transportation plan) from which we deduce existence…
Given the standard Gaussian measure $\gamma$ on the countable product of lines $\mathbb{R}^{\infty}$ and a probability measure $g \cdot \gamma$ absolutely continuous with respect to $\gamma$, we consider the optimal transportation $T(x) = x…
We study convex solutions to the Monge-Amp\`ere obstacle problem \[ \operatorname{det} D^2 v=g v^q\chi_{\{v>0\}}, \quad v \geq 0, \] where $q \in [0,n)$ is a constant and $g$ is a bounded positive function. This problem emerges from the…
The convexity of solutions to boundary value problems for fully nonlinear elliptic partial differential equations (such as real or complex $k$-Hessian equations) is a challenging topic. In this paper, we establish the power convexity of…
We simplify the geometric interpretation of the weak Ma-Trudinger-Wang condition for regularity in optimal transportation and provide a geometric proof of the global c-convexity of locally $c$-convex potentials when the cost function $c$ is…
In this paper, we introduce a class of nonlinear optimisation problems. Under mild assumptions, we obtain the existence of potential functions and show that the potential function is a generalised solution of a Monge-Amp\`ere type equation.…