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http://hdl.handle.net/10397/98872
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. |
Appears in Collections: | Journal/Magazine Article |
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