Calculus of Variations and Geometric Measure Theory

S. Ishida - H. Lavenant

Quantitative convergence of a discretization of dynamic optimal transport using the dual formulation

created by lavenant on 20 Dec 2023



Inserted: 20 dec 2023

Year: 2023

ArXiv: 2312.12213 PDF


We present a discretization of the dynamic optimal transport problem for which we can obtain the convergence rate for the value of the transport cost to its continuous value when the temporal and spatial stepsize vanish. This convergence result does not require any regularity assumption on the measures, though experiments suggest that the rate is not sharp. Via an analysis of the duality gap we also obtain the convergence rates for the gradient of the optimal potentials and the velocity field under mild regularity assumptions. To obtain such rates we discretize the dual formulation of the dynamic optimal transport problem and use the mature literature related to the error due to discretizing the Hamilton-Jacobi equation.