Infinitesimal behavior of Quadratically Regularized Optimal Transport and its relation with the Porous Medium Equation

The quadratically regularized optimal transport problem has recently been considered in various applications where the coupling needs to be \emph{sparse}, i.e., the density of the coupling needs to be zero for a large subset of the product of the supports of the marginals. However, unlike the acclaimed entropy-regularized optimal transport, the effect of quadratic regularization on the transport problem is not well understood from a mathematical standpoint. In this work, we take a first step towards its understanding. We prove that the difference between the cost of optimal transport and its regularized version multiplied by the ratio ${\epsilon }^{-\frac{2}{d+2}}$ converges to a nontrivial limit as the regularization parameter $\epsilon$ tends to 0. The proof confirms a conjecture from Zhang et al. (2023) where it is claimed that a modification of the self-similar solution of the porous medium equation, the Barenblatt–Pattle solution, can be used as an approximate solution of the regularized transport cost for small values of $\epsilon$.