A damped Newton algorithm for generated Jacobian equations

DOI10.1007/S00526-021-02147-7zbMATH Open1484.49073arXiv2101.08080OpenAlexW3122688737WikidataQ114018037 ScholiaQ114018037MaRDI QIDQ2113299FDOQ2113299

Boris Thibert, Anatole Gallouët, Quentin Mérigot

Publication date: 14 March 2022

Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Abstract: Generated Jacobian Equations have been introduced by Trudinger [Disc. cont. dyn. sys (2014), pp. 1663-1681] as a generalization of Monge-Amp{`e}re equations arising in optimal transport. In this paper, we introduce and study a damped Newton algorithm for solving these equations in the semi-discrete setting, meaning that one of the two measures involved in the problem is finitely supported and the other one is absolutely continuous. We also present a numerical application of this algorithm to the near-field parallel refractor problem arising in non-imaging problems.

Full work available at URL: https://arxiv.org/abs/2101.08080

Recommendations

• An iterative method for generated Jacobian equations
• Convergence of a Newton algorithm for semi-discrete optimal transport
• An iterative least-squares method for generated Jacobian equations in freeform optical design
• Numerical solution of the Monge--Ampère equation by a Newton's algorithm
• A Newton algorithm for semidiscrete optimal transport with storage fees

zbMATH Keywords

optimal transportdamped Newton algorithmgenerated Jacobian equationsnon-imaging problems

Mathematics Subject Classification ID

Optimal transportation (49Q22) Boundary value problems for second-order elliptic equations (35J25) Nonlinear boundary value problems for nonlinear elliptic equations (35J66)

Cites Work

• On the numerical solution of the equation \(\frac{\partial ^ 2z\partial ^ 2z}{\partial x^ 2\partial y^ 2}-(\frac{\partial ^ 2z}{\partial x\partial y})^ 2=f\) and its discretizations. I
• Regularity for the near field parallel refractor and reflector problems
• Pointwise Estimates and Regularity in Geometric Optics and Other Generated Jacobian Equations
• Far-field reflector problem and intersection of paraboloids
• An iterative scheme for solving the optimal transportation problem
• Title not available (Why is that?)
• Determination of reflector surfaces from near-field scattering data
• Title not available (Why is that?)
• Optimal transport: discretization and algorithms
• On the local theory of prescribed Jacobian equations
• Curved Voronoi diagrams
• On Pogorelov estimates in optimal transportation and geometric optics
• Convergence of a Newton algorithm for semi-discrete optimal transport
• The Implementation Duality
• An iterative method for generated Jacobian equations
• An Algorithm for Optimal Transport between a Simplex Soup and a Point Cloud
• A Primer on Generated Jacobian Equations: Geometry, Optics, Economics
• An Iterative Least-Squares Method for Generated Jacobian Equations in Freeform Optical Design

Cited In (2)

• Weak solutions of generated Jacobian equations
• Sensitivity analysis and tailored design of minimization diagrams

This page was built for publication: A damped Newton algorithm for generated Jacobian equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2113299)