A convex numerical scheme for the Evans-Gangbo transport-density system, in one, two, and three dimensions

Abstract

We give a constructive numerical treatment of Monge's optimal transport problem in 1D, 2D, 3D, following Evans-Gangbo: the map is built from a Kantorovich potential $u$ and density $a$ solving $-\mathrm{div}(a\nabla u) = f^+-f^-$, via $\dot T = -a\nabla u(T)/[(1-t)f^+(T)+tf^-(T)]$, $T(0,x)=x$. In 1D this gives a closed form. In 2D--left unfinished in an earlier report--we obtain $(u,a)$ via a convex Beckmann flow problem (second-order-cone programming), cross-checked against a dual LP, then build the map by direct integration or a ray-based 1D "clock" ODE with explicit density per ray. Validation uses strong duality, mass conservation, and vanishing-regularization limits, on a translation-invariant case and two 2D examples (a radial cone, a checkerboard) checked by symmetry; both show boundary-concentrated mass and non-unique flux where supports touch. We extend to 3D (theory unchanged), matching the 2D answer to six digits and reproducing the same phenomena on a radial ball, exposing a limit of the 2D visualization style. Movies illustrating the transport maps are available as ancillary files on the arXiv page of this submission.