تقرير
A continuation multiple shooting method for Wasserstein geodesic equation
| العنوان: | A continuation multiple shooting method for Wasserstein geodesic equation |
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| المؤلفون: | Cui, Jianbo, Dieci, Luca, Zhou, Haomin |
| سنة النشر: | 2021 |
| المجموعة: | Computer Science Mathematics |
| مصطلحات موضوعية: | Mathematics - Numerical Analysis, 49Q22, 49M25, 65L09, 34A55 |
| الوصف: | 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. Comment: 25 pages |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2105.09502 |
| رقم الأكسشن: | edsarx.2105.09502 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |