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We establish basic properties of a variant of the semi-discrete optimal transport problem in a relatively general setting. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support of the target measure, and a “storage fee” function. The goal is to find a map for which the total transport cost plus the storage fee evaluated on the masses of the pushforward of the source measure is minimized. We prove existence and uniqueness for the problem, derive a dual problem for which strong duality holds, and give a characterization of dual maximizers and primal minimizers. Additionally, we find some stability results for minimizers and a Γ-convergence result as the target set becomes denser and denser in a continuum domain. 

Abstract We show quantitative stability results for the geometric “cells” arising in semi-discrete optimal transport problems. We first show stability of the associated Laguerre cells in measure, without any connectedness or regularity assumptions on the source measure. Next we show quantitative invertibility of the map taking dual variables to the measures of Laguerre cells, under a Poincarè-Wirtinger inequality. Combined with a regularity assumption equivalent to the Ma–Trudinger–Wang conditions of regularity in Monge-Ampère, this invertibility leads to stability of Laguerre cells in Hausdorff measure and also stability in the uniform norm of the dual potential functions, all stability results come with explicit quantitative bounds. Our methods utilize a combination of graph theory, convex geometry, and Monge-Ampère regularity theory. 

Some linear integro-differential operators have old and classical representations as the Dirichlet-to-Neumann operators for linear elliptic equations, such as the 1/2-Laplacian or the generator of the boundary process of a reflected diffusion. In this work, we make some extensions of this theory to the case of a nonlinear Dirichlet-to-Neumann mapping that is constructed using a solution to a fully nonlinear elliptic equation in a given domain, mapping Dirichlet data to its normal derivative of the resulting solution. Here we begin the process of giving detailed information about the Lévy measures that will result from the integro-differential representation of the Dirichlet-to-Neumann mapping. We provide new results about both linear and nonlinear Dirichlet-to-Neumann mappings. Information about the Lévy measures is important if one hopes to use recent advancements of the integro-differential theory to study problems involving Dirichlet-to-Neumann mappings.