On the convergence of discrete dynamic unbalanced transport models

Abstract: A generalized unbalanced optimal transport distance ${\rm WB}{\Lambda}$ on matrix-valued measures $\mathcal{M}(\Omega,\mathbb{S}+^n)$ was defined in [arXiv:2011.05845] `{a} 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 ${\rm WB}_{\Lambda}$. We first present a convergence framework for abstract discretization. Then, we propose a specific discretization scheme that aligns with this framework, under the assumption that the initial and final distributions are absolutely continuous with respect to the Lebesgue measure. Moreover, thanks to the static formulation, we show that such an assumption can be removed for the Wasserstein-Fisher-Rao distance.