We consider an optimal transportation problem with more than two marginals. We use a family of semi-Riemannian metrics derived from the mixed, second order partial derivatives of the cost function to provide upper bounds for the dimension of the support of the solution.
We develop an $\e$-regularity theory at the boundary for a general class of Monge-Ampère type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between Hölder densities supported on $C^2$ uniformly convex domains are $C^{1,α}$ up to the boundary, provided that the cost function is a sufficient small perturbation of the quadratic cost $-x\cdot y$.
We collect some examples of optimal transports in order to explore the (in)stability of the identity map as an optimal transport. First, we consider density and domain perturbations near regular portions of domains. Second, we investigate density and domains deformations to non-regular parts of domains. Here, we restrict our attention to two dimensions and focus near 90 degree corners.
In this paper we study general transportation problems in $\mathbb{R}^n$, in which $m$ different goods are moved simultaneously. The initial and final positions of the goods are prescribed by measures $μ^-$, $μ^+$ on $\mathbb{R}^n$ with values in $\mathbb{R}^m$. When the measures are finite atomic, a discrete transportation network is a measure $T$ on $\mathbb{R}^n$ with values in $\mathbb{R}^{n\times m}$ represented by an oriented graph $\mathcal{G}$ in $\mathbb{R}^n$ whose edges carry multiplicities in $\mathbb{R}^m$. The constraint is encoded in the relation ${\rm div}(T)=μ^--μ^+$. The cost…
We provide a new proof of the known partial regularity result for the optimal transportation map (Brenier map) between two sets. Contrary to the existing regularity theory for the Monge-Amp{è}re equation, which is based on the maximum principle, our approach is purely variational. By constructing a competitor on the level of the Eulerian (Benamou-Brenier) formulation, we show that locally, the velocity is close to the gradient of a harmonic function provided the transportation cost is small. We then translate back to the Lagrangian description and perform a Campanato iteration to obtain an $ε$…
We show in full generality the stability of optimal traffic paths in branched transport: namely we prove that any limit of optimal traffic paths is optimal as well. This solves an open problem in the field (cf. Open problem 1 in the book Optimal transportation networks, by Bernot, Caselles and Morel), which has been addressed up to now only under restrictive assumptions.
In this paper, we obtain some regularities of the free boundary in optimal transportation with the quadratic cost. Our first result is about the $C^{1,α}$ regularity of the free boundary for optimal partial transport between convex domains for densities $f, g$ bounded from below and above. When $f, g \in C^α$, and $\partialΩ, \partialΩ^*\in C^{1,1}$ are far apart, by adopting our recent results on boundary regularity of Monge-Ampère equations \cite{CLW1}, our second result shows that the free boundaries are $C^{2,α}$. As an application, in the last we also obtain these regularities of the free…
This paper describes recent results obtained in collaboration with M. Huesmann and F. Otto on the regularity of optimal transport maps. The main result is a quantitative version of the well-known fact that the linearization of the Monge-Amp{è}re equation around the identity is the Poisson equation. We present two applications of this result. The first one is a variational proof of the partial regularity theorem of Figalli and Kim and the second is the rigorous validation of some predictions made by Carraciolo and al. on the structure of the optimal transport maps in matching problems.
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 continuous measures. For each measure, we introduce a discrete scale so that the measure behaves as an absolutely continuous measure up to that scale. Our main theorem then proves that such convex functions cannot exhibit any flat part at a scale larger than the corresponding discrete scales on the measures. This, in turn, implies a $C^1$ regularity result u…
In this work we study a modification of the Monge-Kantorovich problem taking into account path dependence and interaction effects between particles. We prove existence of solutions under mild conditions on the data, and after imposing stronger conditions, we characterize the minimizers by relating them to an auxiliary Monge-Kantorovich problem of the more standard kind. With this notion of how particles interact and travel along paths, we produce a dual problem. The main novelty here is to incorporate an interaction effect to the optimal path transport problem. This covers for instance, $N$-bo…
This paper studies a variant of ramified/branched optimal transportation problems. Given the distributions of production capacities and market sizes, a firm looks for an allocation of productions over factories, a distribution of sales across markets, and a transport path that delivers the product to maximize its profit. Mathematically, given any two measures $μ$ and $ν$ on $X$, and a payoff function $h$, the planner wants to minimize $\mathbf{M}_{α}(T)-\int_{X}hd(\partial T)$ among all transport paths $T$ from $\tildeμ$ to $\tildeν$ with $\tildeμ\leq μ$ and $\tildeν\leq ν$, where $\mathbf{M}_…
In this paper we study the BV regularity for solutions of variational problems in Optimal Transportation. As an application we recover BV estimates for solutions of some non-linear parabolic PDE by means of optimal transportation techniques. We also prove that the Wasserstein projection of a measure with BV density on the set of measures with density bounded by a given BV function f is of bounded variation as well. In particular, in the case f = 1 (projection onto a set of densities with an L^\infty bound) we precisely prove that the total variation of the projection does not exceed the total …
We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Ampère equation, introduced here for the first time. Under suitable topological conditions, we also establish that solutions are smooth if and only if a local variant of the same equation admits a smooth and uniformly elliptic solution. We show that this local equation is elliptic, and $C^{2,α}$ solutions can therefore be bootstrapped to obtain higher regularity results, assuming smoo…
This paper is devoted to theoretical and numerical investigation of the local minimum issue in seismic full waveform inversion (FWI). This paper provides a mathematical analysis of optimal transportation (OT) type objective function's differentiability and proves that the gradient obtained in the adjoint-state method does not depend on the particular choice of the Kantorovich potentials. A novel approach using the softplus encoding method is presented to generalize and impose the OT metric on FWI. This approach improves the convexity of the objective function and mitigates the cycle-skipping p…
We introduce and study a new optimal transport problem on a bounded domain $\barΩ\subset \mathbb R^d$, defined via a dynamical Benamou-Brenier formulation. The model handles differently the motion in the interior and on the boundary, and penalizes the transfer of mass between the two. The resulting distance interpolates between classical optimal transport on $\barΩ$ on the one hand, and on the other hand between two independent optimal transport problems set on $Ω$ and $\partial Ω$.
We show that in any complete metric space the probability measures $μ$ with compact and connected support are the ones having the property that the optimal tranportation distance to any other probability measure $ν$ living on the support of $μ$ is bounded below by a positive function of the $L^\infty$ transportation distance between $μ$ and $ν$. The function giving the lower bound depends only on the lower bound of the $μ$-measures of balls centered at the support of $μ$ and on the cost function used in the optimal transport. We obtain an essentially sharp form of this function. In the case of…
In this paper we analyze a mass transportation problem in a bounded domain with the possibility to transport mass to/from the boundary, paying the transport cost, that is given by the Euclidean distance plus an extra cost depending on the exit/entrance point. This problem appears in import/export model, as well as in some shape optimization problems. We study the L^p summability of the transport density which does not follow from standard theorems, as the target measures are not absolutely continuous but they have some parts of them which are concentrated on the boundary. We also provide the r…
We consider the multi-marginal optimal transport of aligning several compactly supported marginals on the Heisenberg group to minimize the total cost, which we take to be the sum of the squared Carnot-Carathéodory distances from the marginal points to their barycenter. Under certain technical hypotheses, we prove existence and uniqueness of optimal maps. We also point out several related open questions.
We investigate a mathematical theory for the erosion of sediment which begins with the study of a non-linear, parabolic, weighted 4-Laplace equation on a rectangular domain corresponding to a base segment of an extended landscape. Imposing natural boundary conditions, we show that the equation admits entropy solutions and prove regularity and uniqueness of weak solutions when they exist. We then investigate a particular class of weak solutions studied in previous work of the first author and produce numerical simulations of these solutions. After introducing an optimal transportation problem f…
In this paper we study the three-marginal optimal mass transportation problem for the Coulomb cost on the plane $\R^2$. The key question is the optimality of the so-called Seidl map, first disproved by Colombo and Stra. We generalize the partial positive result obtained by Colombo and Stra and give a necessary and sufficient condition for the radial Coulomb cost to coincide with a much simpler cost that corresponds to the situation where all three particles are aligned. Moreover, we produce an infinite class of regular counterexamples to the optimality of this family of maps.