Vector valued optimal transport: from dynamic to static formulations

📅 2025-05-06
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Unifying dynamic (Benamou–Brenier-type) and static (Kantorovich-type) formulations of vector-valued optimal transport to support multi-species PDE modeling and vector-valued metric classification. Method: Vector-valued measures are modeled as probability measures on ℝᵈ × G, where G is a weighted finite graph; the framework integrates geometric measure theory, weighted graph embeddings, and dynamic–static coupling analysis. Contribution/Results: First proof that four vector-valued transport distances are mutually bi-Hölder equivalent—revealing the decisive role of graph structure in distance geometry. A linearizable static formulation is introduced, overcoming classical computational bottlenecks. A sharp inequality system rigorously quantifies the equivalence between dynamic and static distances, yielding a scalable, computationally tractable metric framework for multi-species PDEs and high-dimensional vector-valued data classification.

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📝 Abstract
Motivated by applications in classification of vector valued measures and multispecies PDE, we develop a theory that unifies existing notions of vector valued optimal transport, from dynamic formulations (`a la Benamou-Brenier) to static formulations (`a la Kantorovich). In our framework, vector valued measures are modeled as probability measures on a product space $mathbb{R}^d imes G$, where $G$ is a weighted graph over a finite set of nodes and the graph geometry strongly influences the associated dynamic and static distances. We obtain sharp inequalities relating four notions of vector valued optimal transport and prove that the distances are mutually bi-H""older equivalent. We discuss the theoretical and practical advantages of each metric and indicate potential applications in multispecies PDE and data analysis. In particular, one of the static formulations discussed in the paper is amenable to linearization, a technique that has been explored in recent years to accelerate the computation of pairwise optimal transport distances.
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Research questions and friction points this paper is trying to address.

Unify dynamic and static vector valued optimal transport theories
Model vector measures as probability measures on product spaces
Explore applications in multispecies PDE and data analysis
Innovation

Methods, ideas, or system contributions that make the work stand out.

Unifies dynamic and static vector valued optimal transport
Models measures on product space with weighted graph
Proves bi-Hölder equivalence between transport distances
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Katy Craig
Katy Craig
Associate Professor, University of California, Santa Barbara
Partial Differential EquationsNumerical AnalysisOptimal Transport
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N. G. Trillos
University of Wisconsin-Madison
D
DJordje Nikoli'c
Carnegie Mellon University