Computation of optimal transport with finite volumes
From MaRDI portal
Publication:5163497
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)
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.
Recommendations
- A mixed finite element discretization of dynamical optimal transport
- A multilevel method for the solution of time dependent optimal transport
- Optimal transport via a Monge-Ampère optimization problem
- Optimal transport with proximal splitting
- Minimal convex extensions and finite difference discretisation of the quadratic Monge-Kantorovich problem
Cites work
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- A variational finite volume scheme for Wasserstein gradient flows
- An augmented Lagrangian approach to Wasserstein gradient flows and applications
- Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
- Computation of optimal transport on discrete metric measure spaces
- Computations of optimal transport distance with Fisher information regularization
- Convexity of the support of the displacement interpolation: counterexamples
- Discretization of heterogeneous and anisotropic diffusion problems on general nonconforming meshes SUSHI: A scheme using stabilization and hybrid interfaces
- Finite volume methods
- Finite volume scheme for multi-dimensional drift-diffusion equations and convergence analysis
- H-Convergence and Numerical Schemes for Elliptic Problems
- Interior Methods for Nonlinear Optimization
- Interior Point Methods for Nonlinear Optimization
- Interior point methods 25 years later
- Mean field games: numerical methods for the planning problem
- Numerical solution of Monge-Kantorovich equations via a dynamic formulation
- Numerical solution of saddle point problems
- On Hopf's formulas for solutions of Hamilton-Jacobi equations
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Optimal transport with proximal splitting
- Primal dual methods for Wasserstein gradient flows
- Scaling limits of discrete optimal transport
- TPFA finite volume approximation of Wasserstein gradient flows
- Towards a stationary Monge-Kantorovich dynamics: the Physarum Polycephalum experience
- Unconditional convergence for discretizations of dynamical optimal transport
Cited in
(13)- A comparison of two dual methods for discrete optimal transport
- Randomized methods for computing optimal transport without regularization and their convergence analysis
- Optrans: a parallel software library for optimal transport
- From geodesic extrapolation to a variational BDF2 scheme for Wasserstein gradient flows
- On the convergence of discrete dynamic unbalanced transport models
- A multilevel method for the solution of time dependent optimal transport
- TPFA finite volume approximation of Wasserstein gradient flows
- A mixed finite element discretization of dynamical optimal transport
- Techniques for continuous optimal transport problem
- A linear finite-difference scheme for approximating Randers distances on Cartesian grids
- Efficient preconditioners for solving dynamical optimal transport via interior point methods
- Unconditional convergence for discretizations of dynamical optimal transport
- Optimal transport with proximal splitting
This page was built for publication: Computation of optimal transport with finite volumes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5163497)
