We present an numerical method to solve the Monge–Kantorovich problem. The method is based on a continuation approach where we iteratively solve the linearized mass conservation equation, progressively decreasing a constant lift-up to map compact support densities in the limit. A Lagrangian as well as an Eulerian integration scheme are proposed. Several examples relative to the transport of two-dimensional densities are investigated, showing that the present methods can significantly reduce the computational effort.
DOI : 10.1051/m2an/2015024
Mots-clés : Optimal transport, Monge–Kantorovich problem, numerical solution, Newton method, continuation approach
@article{M2AN_2015__49_6_1577_0,
author = {Bouharguane, Afaf and Iollo, Angelo and Weynans, Lisl},
title = {Numerical solution of the {Monge{\textendash}Kantorovich} problem by density lift-up continuation},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
pages = {1577--1592},
publisher = {EDP-Sciences},
volume = {49},
number = {6},
year = {2015},
doi = {10.1051/m2an/2015024},
mrnumber = {3423265},
zbl = {1348.65098},
language = {en},
url = {http://archive.numdam.org/articles/10.1051/m2an/2015024/}
}
TY - JOUR AU - Bouharguane, Afaf AU - Iollo, Angelo AU - Weynans, Lisl TI - Numerical solution of the Monge–Kantorovich problem by density lift-up continuation JO - ESAIM: Mathematical Modelling and Numerical Analysis PY - 2015 SP - 1577 EP - 1592 VL - 49 IS - 6 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/m2an/2015024/ DO - 10.1051/m2an/2015024 LA - en ID - M2AN_2015__49_6_1577_0 ER -
%0 Journal Article %A Bouharguane, Afaf %A Iollo, Angelo %A Weynans, Lisl %T Numerical solution of the Monge–Kantorovich problem by density lift-up continuation %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2015 %P 1577-1592 %V 49 %N 6 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/m2an/2015024/ %R 10.1051/m2an/2015024 %G en %F M2AN_2015__49_6_1577_0
Bouharguane, Afaf; Iollo, Angelo; Weynans, Lisl. Numerical solution of the Monge–Kantorovich problem by density lift-up continuation. ESAIM: Mathematical Modelling and Numerical Analysis , Optimal Transport, Tome 49 (2015) no. 6, pp. 1577-1592. doi : 10.1051/m2an/2015024. http://archive.numdam.org/articles/10.1051/m2an/2015024/
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