Numerical solution of the Monge-Kantorovich problem by Picard iterations
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Modélisation, contrôle et calcul [MC2] | |
| dc.contributor.author | BOUHARGUANE, Afaf | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Modélisation, contrôle et calcul [MC2] | |
| dc.contributor.author | IOLLO, Angelo | |
| hal.structure.identifier | Modélisation, contrôle et calcul [MC2] | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | WEYNANS, Lisl | |
| dc.date.issued | 2014-02-13 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.subject.en | Optimal transport | |
| dc.subject.en | Monge-Kantorovich problem | |
| dc.subject.en | Numerical methods | |
| dc.subject.en | Picard iterations | |
| dc.title.en | Numerical solution of the Monge-Kantorovich problem by Picard iterations | |
| dc.type | Rapport | |
| dc.subject.hal | Mathématiques [math]/Analyse numérique [math.NA] | |
| bordeaux.type.institution | INRIA | |
| bordeaux.type.report | rr | |
| hal.identifier | hal-00946252 | |
| hal.version | 1 | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00946252v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2014-02-13&rft.au=BOUHARGUANE,%20Afaf&IOLLO,%20Angelo&WEYNANS,%20Lisl&rft.genre=unknown |
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