Convergence Rates for Discretized Monge–Ampère Equations and Quantitative Stability of Optimal Transport
Robert J. Berman
Abstract
Abstract In recent works—both experimental and theoretical—it has been shown how to use computational geometry to efficiently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by discretizing one of the measures. Here we provide a quantitative convergence analysis for the solutions of the corresponding discretized Monge–Ampère equations. This yields $$H^{1}$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mi>H</mml:mi><mml:mn>1</mml:mn></mml:msup></mml:math> -converge rates, in terms of the corresponding spatial resolution h , of the discrete approximations of the optimal transport map, when the source measure is discretized and the target measure has bounded convex support. Periodic variants of the results are also established. The proofs are based on new quantitative stability results for optimal transport maps, shown using complex geometry.