On the convergence of discrete dynamic unbalanced transport models

Abstract

A generalized unbalanced optimal transport distance WBΛ on matrix-valued measures M(Ω, 𝕊n+) was defined in Li and Zou (arXiv:2011.05845) à la Benamou–Brenier, which extends the Kantorovich–Bures and the Wasserstein–Fisher–Rao distances. In this work, we investigate the convergence properties of the discrete transport problems associated with WBΛ. We first present a convergence framework for abstract discretization. Then, we propose a specific discretization scheme that aligns with this framework, whose convergence relies on the assumption that the initial and final distributions are absolutely continuous with respect to the Lebesgue measure. Further, in the case of the Wasserstein–Fisher–Rao distance, thanks to the static formulation, we show that such an assumption can be removed.