Abstract
In this paper, we propose a numerical method to solve the classic $L^2$-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.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
