Numerical solution of the Monge-Kantorovich problem by Picard iterations
BOUHARGUANE, Afaf
Institut de Mathématiques de Bordeaux [IMB]
Modélisation, contrôle et calcul [MC2]
Institut de Mathématiques de Bordeaux [IMB]
Modélisation, contrôle et calcul [MC2]
BOUHARGUANE, Afaf
Institut de Mathématiques de Bordeaux [IMB]
Modélisation, contrôle et calcul [MC2]
< Leer menos
Institut de Mathématiques de Bordeaux [IMB]
Modélisation, contrôle et calcul [MC2]
Idioma
en
Rapport
Este ítem está publicado en
2014-02-13
Resumen en inglés
We present an iterative method to numerically solve the L² Monge-Kantorovich problem. The method is based on a Picard fixed point iteration of the linearized problem. Examples relative to the transport of two-dimensional ...Leer más >
We present an iterative method to numerically solve the L² Monge-Kantorovich problem. The method is based on a Picard fixed point iteration of the linearized problem. Examples relative to the transport of two-dimensional densities show that the present method can significantly reduce the computational time over existing methods, especially when the Wasserstein distance between the densities is small.< Leer menos
Palabras clave en inglés
Optimal transport
Monge-Kantorovich problem
Numerical methods
Picard iterations
Orígen
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