Numerical solution of the Monge–Kantorovich problem by density lift-up continuation
BOUHARGUANE, Afaf
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
Institut de Mathématiques de Bordeaux [IMB]
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
Institut de Mathématiques de Bordeaux [IMB]
IOLLO, Angelo
Institut de Mathématiques de Bordeaux [IMB]
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
Institut de Mathématiques de Bordeaux [IMB]
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
WEYNANS, Lisl
Institut de Mathématiques de Bordeaux [IMB]
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
Institut de Mathématiques de Bordeaux [IMB]
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
BOUHARGUANE, Afaf
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
Institut de Mathématiques de Bordeaux [IMB]
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
Institut de Mathématiques de Bordeaux [IMB]
IOLLO, Angelo
Institut de Mathématiques de Bordeaux [IMB]
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
Institut de Mathématiques de Bordeaux [IMB]
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
WEYNANS, Lisl
Institut de Mathématiques de Bordeaux [IMB]
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
< Reduce
Institut de Mathématiques de Bordeaux [IMB]
Modeling Enablers for Multi-PHysics and InteractionS [MEMPHIS]
Language
en
Article de revue
This item was published in
ESAIM: Mathematical Modelling and Numerical Analysis. 2015-11-05, vol. 49, n° 6, p. 1577
EDP Sciences
English Abstract
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 ...Read more >
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.Read less <
Origin
Hal imported