Computational optimal transport: With applications to data science

G Peyré, M Cuturi - Foundations and Trends® in Machine …, 2019 - nowpublishers.com
Optimal transport (OT) theory can be informally described using the words of the French
mathematician Gaspard Monge (1746–1818): A worker with a shovel in hand has to move a …

Convergence of a Newton algorithm for semi-discrete optimal transport

J Kitagawa, Q Mérigot, B Thibert - Journal of the European Mathematical …, 2019 - ems.press
A popular way to solve optimal transport problems numerically is to assume that the source
probability measure is absolutely continuous while the target measure is finitely supported …

Optimal transport: discretization and algorithms

Q Merigot, B Thibert - Handbook of numerical analysis, 2021 - Elsevier
This chapter describes techniques for the numerical resolution of optimal transport
problems. We will consider several discretizations of these problems, and we will put a …

Numerical analysis of strongly nonlinear PDEs

M Neilan, AJ Salgado, W Zhang - Acta Numerica, 2017 - cambridge.org
We review the construction and analysis of numerical methods for strongly nonlinear PDEs,
with an emphasis on convex and non-convex fully nonlinear equations and the convergence …

Nearly tight convergence bounds for semi-discrete entropic optimal transport

A Delalande - International Conference on Artificial …, 2022 - proceedings.mlr.press
We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic
semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of …

Semi-discrete optimal transport: Hardness, regularization and numerical solution

B Taşkesen, S Shafieezadeh-Abadeh… - Mathematical Programming, 2023 - Springer
Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between
a discrete and a generic (possibly non-discrete) probability measure, are believed to be …

A Lagrangian scheme à la Brenier for the incompressible Euler equations

TO Gallouët, Q Mérigot - Foundations of Computational Mathematics, 2018 - Springer
We approximate the regular solutions of the incompressible Euler equations by the solution
of ODEs on finite-dimensional spaces. Our approach combines Arnold's interpretation of the …

Two-scale method for the Monge-Ampère equation: convergence to the viscosity solution

R Nochetto, D Ntogkas, W Zhang - Mathematics of computation, 2019 - ams.org
We propose a two-scale finite element method for the Monge-Ampère equation with Dirichlet
boundary condition in dimension $ d\ge 2$ and prove that it converges to the viscosity …

An algorithm for optimal transport between a simplex soup and a point cloud

Q Mérigot, J Meyron, B Thibert - SIAM Journal on Imaging Sciences, 2018 - SIAM
We propose a numerical method to find the optimal transport map between a measure
supported on a lower-dimensional subset of R^d and a finitely supported measure. More …

Techniques for continuous optimal transport problem

L Dieci, D Omarov - Computers & Mathematics with Applications, 2023 - Elsevier
In this work, we consider and compare several different numerical methods to solve the
classic continuous optimal transport problem between two probability densities, while …