Apresentamos o problema do transporte ótimo de Monge-Kantorovich com duas medidas de probabilidade conhecidas e que possuem suporte em um conjunto de cardinalidade finita. O objetivo é determinar condições que permitam construir um acoplamento destas medidas que minimiza o valor esperado de uma função de custo conhecida e que assume valor nulo apenas nos elementos da diagonal. Apresentamos também um resultado relacionado com a solução do problema de Monge-Kantorovich em espaços produto finitos quando conhecemos soluções para o problema nos espaços marginais. / We present the Monge-Kantorovich optimal problem with two known probability measures on a finite set. The objective is to obtain conditions that allow us to build a coupling of these measures that minimizes the expected value of a cost function that is known and is zero only on the diagonal elements. We also present a result that is related with the solution of the Monge-Kantorovich problem in finite product spaces in the case that solutions to the problem in the marginal spaces are known.

Apresentamos o problema do transporte ótimo de Monge-Kantorovich com duas medidas de probabilidade conhecidas e que possuem suporte em um conjunto de cardinalidade finita. O objetivo é determinar condições que permitam construir um acoplamento destas medidas que minimiza o valor esperado de uma função de custo conhecida e que assume valor nulo apenas nos elementos da diagonal. Apresentamos também um resultado relacionado com a solução do problema de Monge-Kantorovich em espaços produto finitos quando conhecemos soluções para o problema nos espaços marginais. / We present the Monge-Kantorovich optimal problem with two known probability measures on a finite set. The objective is to obtain conditions that allow us to build a coupling of these measures that minimizes the expected value of a cost function that is known and is zero only on the diagonal elements. We also present a result that is related with the solution of the Monge-Kantorovich problem in finite product spaces in the case that solutions to the problem in the marginal spaces are known.

Abordamos o problema do transporte otimo de Monge-Kantorovich no caso em que o custo e dado pelo quadrado da distância. Tal custo tem uma estrutura que permite a obtenção de resultados mais ricos do que o caso geral. Nosso objetivo e determinar se h a soluções para tal problema e caracteriza-las. Al em disso, tratamos informalmente do problema de transporte otimo para um custo geral. / We analyze the Monge-Kantorovich optimal transportation problem in the case where the cost function is given by the square of the Euclidean norm. Such cost has a structure which allow us to get more interesting results than the general case. Our main purpose is to determine if there are solutions to such problem and characterize them. We also give an informal treatment to the optimal transportation problem in the general case.

Abordamos o problema do transporte otimo de Monge-Kantorovich no caso em que o custo e dado pelo quadrado da distância. Tal custo tem uma estrutura que permite a obtenção de resultados mais ricos do que o caso geral. Nosso objetivo e determinar se h a soluções para tal problema e caracteriza-las. Al em disso, tratamos informalmente do problema de transporte otimo para um custo geral. / We analyze the Monge-Kantorovich optimal transportation problem in the case where the cost function is given by the square of the Euclidean norm. Such cost has a structure which allow us to get more interesting results than the general case. Our main purpose is to determine if there are solutions to such problem and characterize them. We also give an informal treatment to the optimal transportation problem in the general case.

Made available in DSpace on 2016-06-02T20:28:27Z (GMT). No. of bitstreams: 1 4373.pdf: 1057161 bytes, checksum: 594e3898ebf9c8bed566e874ee617533 (MD5) Previous issue date: 2012-05-02 / Financiadora de Estudos e Projetos / We study the problem: (2) _∂tup − Δpup = 0, (0,∞) × Rd up(0, x) = g(x), {t = 0} × Rd ∞ > p ≥ d+1, where the initial data up(0, x) = g(x) are Lipschitz continuous, non-negative and it have compact support. Solutions of this problem provide a simplistic model for collapse of an initially unstable sandpile . We regard the limit up when p→∞as a solution for instantaneous mass transfer problem governed by Monge-Kantorovich theory. We study the case d = 1 for which we obtain explicit solutions. Keywords: p-laplacian, Monge-Kantorovich Theory, Monotone operator theory. / Neste trabalho, nós estudamos o problema: (1) _∂tup − Δpup = 0, (0,∞) × Rd up(0, x) = g(x), {t = 0} × Rd ∞ > p ≥ d+1, no caso em que o dado inicial up(0, x) = g(x) é Lipschitz contínuo, não negativo e com suporte compacto. As soluções deste problema fornecem um modelo rudimentar para o colapso de pilhas de areia com uma configuração inicialmente instável . Tomando o limite de up quando p→∞ obtemos uma solução para o problema de transferência de massa instantânea governado pela Teoria de Monge-Kantorovich. Como exemplo de aplicação estudamos o caso d = 1, para o qual obtemos soluções explícitas. Palavras-chave: p-laplaciano, Teoria de Monge-Kantorovich, Operadores Monótonos.

Abordamos o problema do transporte otimo de Monge-Kantorovich no caso em que o custo e dado pelo quadrado da distância. Tal custo tem uma estrutura que permite a obtenção de resultados mais ricos do que o caso geral. Nosso objetivo e determinar se h a soluções para tal problema e caracteriza-las. Al em disso, tratamos informalmente do problema de transporte otimo para um custo geral. / We analyze the Monge-Kantorovich optimal transportation problem in the case where the cost function is given by the square of the Euclidean norm. Such cost has a structure which allow us to get more interesting results than the general case. Our main purpose is to determine if there are solutions to such problem and characterize them. We also give an informal treatment to the optimal transportation problem in the general case.

Cette thèse est consacrée à l'analyse mathématique et numérique pour les problèmes de transport partiel optimal et d'appariement avec contrainte (constrained matching problem). Ces deux problèmes présentent de nouvelles quantités inconnues, appelées parties actives. Pour le transport partiel optimal avec des coûts qui sont donnés par la distance finslerienne, nous présentons des formulations équivalentes caractérisant les parties actives, le potentiel de Kantorovich et le flot optimal. En particulier, l'EDP de condition d'optimalité permet de montrer l'unicité des parties actives. Ensuite, nous étudions en détail des approximations numériques pour lesquelles la convergence de la discrétisation et des simulations numériques sont fournies. Pour les coûts lagrangiens, nous justifions rigoureusement des caractérisations de solution ainsi que des formulations équivalentes. Des exemples numériques sont également donnés. Le reste de la thèse est consacré à l'étude du problème d'appariement optimal avec des contraintes pour le coût de la distance euclidienne. Ce problème a un comportement différent du transport partiel optimal. L'unicité de solution et des formulations équivalentes sont étudiées sous une condition géométrique. La convergence de la discrétisation et des exemples numériques sont aussi établis. Les principaux outils que nous utilisons dans la thèse sont des combinaisons des techniques d'EDP, de la théorie du transport optimal et de la théorie de dualité de Fenchel--Rockafellar. Pour le calcul numérique, nous utilisons des méthodes du lagrangien augmenté. / The manuscript deals with the mathematical and numerical analysis of the optimal partial transport and optimal constrained matching problems. These two problems bring out new unknown quantities, called active submeasures. For the optimal partial transport with Finsler distance costs, we introduce equivalent formulations characterizing active submeasures, Kantorovich potential and optimal flow. In particular, the PDE of optimality condition allows to show the uniqueness of active submeasures. We then study in detail numerical approximations for which the convergence of discretization and numerical simulations are provided. For Lagrangian costs, we derive and justify rigorously characterizations of solution as well as equivalent formulations. Numerical examples are also given. The rest of the thesis presents the study of the optimal constrained matching with the Euclidean distance cost. This problem has a different behaviour compared to the partial transport. The uniqueness of solution and equivalent formulations are studied under geometric condition. The convergence of discretization and numerical examples are also indicated. The main tools which we use in the thesis are some combinations of PDE techniques, optimal transport theory and Fenchel--Rockafellar dual theory. For numerical computation, we make use of augmented Lagrangian methods.

In this thesis we prove several results on the structure of solutions to optimal transportation problems. The second chapter represents joint work with Robert McCann and Micah Warren; the main result is that, under a non-degeneracy condition on the cost function, the optimal is concentrated on a $n$-dimensional Lipschitz submanifold of the product space. As a consequence, we provide a simple, new proof that the optimal map satisfies a Jacobian equation almost everywhere. In the third chapter, we prove an analogous result for the multi-marginal optimal transportation problem; in this context, the dimension of the support of the solution depends on the signatures of a $2^{m-1}$ vertex convex polytope of semi-Riemannian metrics on the product space, induce by the cost function. In the fourth chapter, we identify sufficient conditions under which the solution to the multi-marginal problem is concentrated on the graph of a function over one of the marginals. In the fifth chapter, we investigate the regularity of the optimal map when the dimensions of the two spaces fail to coincide. We prove that a regularity theory can be developed only for very special cost functions, in which case a quotient construction can be used to reduce the problem to an optimal transport problem between spaces of equal dimension. The final chapter applies the results of chapter 5 to the principal-agent problem in mathematical economics when the space of types and the space of available goods differ. When the dimension of the space of types exceeds the dimension of the space of goods, we show if the problem can be formulated as a maximization over a convex set, a quotient procedure can reduce the problem to one where the two dimensions coincide. Analogous conditions are investigated when the dimension of the space of goods exceeds that of the space of types.

In this thesis we prove several results on the structure of solutions to optimal transportation problems. The second chapter represents joint work with Robert McCann and Micah Warren; the main result is that, under a non-degeneracy condition on the cost function, the optimal is concentrated on a $n$-dimensional Lipschitz submanifold of the product space. As a consequence, we provide a simple, new proof that the optimal map satisfies a Jacobian equation almost everywhere. In the third chapter, we prove an analogous result for the multi-marginal optimal transportation problem; in this context, the dimension of the support of the solution depends on the signatures of a $2^{m-1}$ vertex convex polytope of semi-Riemannian metrics on the product space, induce by the cost function. In the fourth chapter, we identify sufficient conditions under which the solution to the multi-marginal problem is concentrated on the graph of a function over one of the marginals. In the fifth chapter, we investigate the regularity of the optimal map when the dimensions of the two spaces fail to coincide. We prove that a regularity theory can be developed only for very special cost functions, in which case a quotient construction can be used to reduce the problem to an optimal transport problem between spaces of equal dimension. The final chapter applies the results of chapter 5 to the principal-agent problem in mathematical economics when the space of types and the space of available goods differ. When the dimension of the space of types exceeds the dimension of the space of goods, we show if the problem can be formulated as a maximization over a convex set, a quotient procedure can reduce the problem to one where the two dimensions coincide. Analogous conditions are investigated when the dimension of the space of goods exceeds that of the space of types.

The techniques of surface deformation and mapping are useful tools for the visualization of medical surfaces, especially for highly undulated or branched surfaces. In this thesis, two algorithms are presented for flattened visualizations of multi-branched medical surfaces, such as vessels. The first algorithm is an angle preserving approach, which is based on conformal analysis. The mapping function is obtained by minimizing two Dirichlet functionals. On a triangulated representation of vessel surfaces, this algorithm can be implemented efficiently using a finite element method. The second algorithm adjusts the result from conformal mapping to produce a flattened representation of the original surface while preserving areas. It employs the theory of optimal mass transport via a gradient descent approach. A new class of image morphing algorithms is also considered based on the theory of optimal mass transport. The mass moving energy functional is revised by adding an intensity penalizing term, in order to reduce the undesired "fading" effects. It is a parameter free approach. This technique has been applied on several natural and medical images to generate in-between image sequences.