Computation of optimal transport with finite volumes
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Publication:5163497
DOI10.1051/M2AN/2021041zbMATH Open1477.65177arXiv2012.00349OpenAlexW3200593639MaRDI QIDQ5163497FDOQ5163497
Authors: Andrea Natale, Gabriele Todeschi 
Publication date: 4 November 2021
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Abstract: We construct Two-Point Flux Approximation (TPFA) finite volume schemes to solve the quadratic optimal transport problem in its dynamic form, namely the problem originally introduced by Benamou and Brenier. We show numerically that these type of discretizations are prone to form instabilities in their more natural implementation, and we propose a variation based on nested meshes in order to overcome these issues. Despite the lack of strict convexity of the problem, we also derive quantitative estimates on the convergence of the method, at least for the discrete potential and the discrete cost. Finally, we introduce a strategy based on the barrier method to solve the discrete optimization problem.
Full work available at URL: https://arxiv.org/abs/2012.00349
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Numerical optimization and variational techniques (65K10) Interior-point methods (90C51) Variational methods applied to PDEs (35A15) Numerical methods involving duality (49M29) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Finite volume methods for boundary value problems involving PDEs (65N08)
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Cited In (13)
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