A continuation multiple shooting method for Wasserstein geodesic equation
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Abstract: In this paper, we propose a numerical method to solve the classic -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.
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Cited in
(8)- Numerical solution of Monge-Kantorovich equations via a dynamic formulation
- Mixed L^2-Wasserstein optimal mapping between prescribed density functions
- Wasserstein Hamiltonian Flow with Common Noise on Graph
- Techniques for continuous optimal transport problem
- Optimal Control for Stochastic Nonlinear Schrödinger Equation on Graph
- Optimal transportation for electrical impedance tomography
- A supervised learning scheme for computing Hamilton-Jacobi equation via density coupling
- Parameterized Wasserstein Hamiltonian flow
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