Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/98872
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Title: A continuation multiple shooting method for Wasserstein geodesic equation
Authors: Cui, J 
Dieci, L
Zhou, H
Issue Date: 2022
Source: SIAM journal on scientific computing, 2022, v. 44, no. 5, A2918-A2943
Abstract: In this paper, we propose a numerical method to solve the classic L2-optimal transport problem. Our algorithm is based on the use of multiple shooting, in combination with a continuation procedure, to solve the boundary value problem associated to the transport problem. Based on the viewpoint of Wasserstein Hamiltonian flow with initial and target densities, our algorithm reflects the Hamiltonian structure of the underlying problem and exploits it in the numerical discretization. Several numerical examples are presented to illustrate the performance of the method.
Keywords: Boundary value problem
Hamiltonian flow
Multiple shooting method
Optimal transport
Publisher: Society for Industrial and Applied Mathematics
Journal: SIAM journal on scientific computing 
ISSN: 1064-8275
EISSN: 1095-7197
DOI: 10.1137/21M142160X
Rights: © 2022 Society for Industrial and Applied Mathematics
The following publication Cui, J., Dieci, L., & Zhou, H. (2022). A continuation multiple shooting method for Wasserstein geodesic equation. SIAM Journal on Scientific Computing, 44(5), A2918-A2943 is available at https://doi.org/10.1137/21M142160X.
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