Matrix-valued Monge-Kantorovich Optimal Mass Transport

We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual transportation cost across frequencies, a cost of rotation is also taken into account. We show that it is natural to seek the transportation plan in the tensor product of the spaces for the two matrix-valued marginals. In contrast to the classical Monge-Kantorovich setting, the transportation plan is no longer supported on a thin zero-measure set.Comment: 11 page

Matricial Wasserstein-1 Distance

In this note, we propose an extension of the Wasserstein 1-metric ($W_1$) for matrix probability densities, matrix-valued density measures, and an unbalanced interpretation of mass transport. The key is using duality theory, in particular, a "dual of the dual" formulation of $W_1$. This matrix analogue of the Earth Mover's Distance has several attractive features including ease of computation.Comment: 8 page

Transport Problems and Disintegration Maps

By disintegration of transport plans it is introduced the notion of transport class. This allows to consider the Monge problem as a particular case of the Kantorovich transport problem, once a transport class is fixed. The transport problem constrained to a fixed transport class is equivalent to an abstract Monge problem over a Wasserstein space of probability measures. Concerning solvability of this kind of constrained problems, it turns out that in some sense the Monge problem corresponds to a lucky case

Optimal transportation, topology and uniqueness

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing the goods to be transported possess (non-trivial) topology. This question turns out to be closely linked to a delicate problem (# 111) of Birkhoff [14]: give a necessary and sufficient condition on the support of a joint probability to guarantee extremality among all measures which share its marginals. Fifty years of progress on Birkhoff's question culminate in Hestir and Williams' necessary condition which is nearly sufficient for extremality; we relax their subtle measurability hypotheses separating necessity from sufficiency slightly, yet demonstrate by example that to be sufficient certainly requires some measurability. Their condition amounts to the vanishing of the measure \gamma outside a countable alternating sequence of graphs and antigraphs in which no two graphs (or two antigraphs) have domains that overlap, and where the domain of each graph / antigraph in the sequence contains the range of the succeeding antigraph (respectively, graph). Such sequences are called numbered limb systems. We then explain how this characterization can be used to resolve the uniqueness of Kantorovich solutions for optimal transportation on a manifold with the topology of the sphere.Comment: 36 pages, 6 figure

A glimpse into the differential topology and geometry of optimal transport

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former, uniqueness of the latter, and estimates for the dimension of its support, as well as the associated linear programming duality. It shows the answers to these questions concern the differential geometry and topology of the chosen transportation cost. It also establishes new connections --- some heuristic and others rigorous --- based on the properties of the cross-difference of this cost, and its Taylor expansion at the diagonal.Comment: 27 page

The Monge problem with vanishing gradient penalization: Vortices and asymptotic profile

We investigate the approximation of the Monge problem (minimizing \int\_$\Omega$ |T (x) -- x| d$\mu$(x) among the vector-valued maps T with prescribed image measure T \# $\mu$) by adding a vanishing Dirichlet energy, namely $\epsilon$ \int\_$\Omega$ |DT |^2. We study the $\Gamma$-convergence as $\epsilon$ $\rightarrow$ 0, proving a density result for Sobolev (or Lipschitz) transport maps in the class of transport plans. In a certain two-dimensional framework that we analyze in details, when no optimal plan is induced by an H ^1 map, we study the selected limit map, which is a new "special" Monge transport, possibly different from the monotone one, and we find the precise asymptotics of the optimal cost depending on $\epsilon$, where the leading term is of order $\epsilon$| log $\epsilon$|