Abstract
We present an iterative method to numerically solve the L² Monge-Kantorovich problem. The method is based on a Picard fixed point iteration of the linearized problem. Examples relative to the transport of two-dimensional densities show that the present method can significantly reduce the computational time over existing methods, especially when the Wasserstein distance between the densities is small.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have