Regularity theory and geometry of unbalanced optimal transport

Abstract

Using the dual formulation only, we show that the regularity of unbalanced optimal transport, also called entropy-transport, inherits from the regularity of standard optimal transport. We provide detailed examples of Riemannian manifolds and costs for which unbalanced optimal transport is regular. Among all entropy-transport formulations, the Wasserstein-Fisher-Rao (WFR) metric, also called Hellinger-Kantorovich, stands out since it admits a dynamical formulation, which extends the Benamou-Brenier formulation of optimal transport. After demonstrating the equivalence between dynamical and static formulations on a closed Riemannian manifold, we prove a polar factorization theorem, similar to the one due to Brenier and Mc-Cann. As a byproduct, we formulate the Monge-Ampère equation associated with the WFR metric, which also holds for more general costs. Last, we study the link between c-convex functions for the cost induced by the WFR metric and the cost on the cone. The main result is that the weak Ma-Trudinger-Wang condition on the cone implies the same condition on the manifold for the cost induced by the WFR metric.