A Continuation Multiple Shooting Method for Wasserstein Geodesic Equation

Autor:	Jianbo Cui, Luca Dieci, Haomin Zhou
Rok vydání:	2022
Předmět:	49Q22 49M25 65L09 34A55 Computational Mathematics Applied Mathematics FOS: Mathematics Numerical Analysis (math.NA) Mathematics - Numerical Analysis
Zdroj:	SIAM Journal on Scientific Computing. 44:A2918-A2943
ISSN:	1095-7197 1064-8275
Popis:	In this paper, we propose a numerical method to solve the classic $L^2$-optimal transport problem. Our algorithm is based on use of multiple shooting, in combination with a continuation procedure, to solve the boundary value problem associated to the transport problem. We exploit the viewpoint of Wasserstein Hamiltonian flow with initial and target densities, and our method is designed to retain the underlying Hamiltonian structure. Several numerical examples are presented to illustrate the performance of the method. 25 pages
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5e17c9856b23dca8cab516235a5bbc34 https://doi.org/10.1137/21m142160x Zobrazit plný text záznamu