The back-and-forth method for Wasserstein gradient flows
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back-and-forth methodcrowd motion modelsJKO schemenumerical optimizationoptimal transportporous media equationWasserstein gradient flows
Duality theory (optimization) (49N15) Optimal transportation (49Q22) Numerical optimization and variational techniques (65K10) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Optimality conditions and duality in mathematical programming (90C46)
Abstract: We present a method to efficiently compute Wasserstein gradient flows. Our approach is based on a generalization of the back-and-forth method (BFM) introduced by Jacobs and L'eger to solve optimal transport problems. We evolve the gradient flow by solving the dual problem to the JKO scheme. In general, the dual problem is much better behaved than the primal problem. This allows us to efficiently run large-scale simulations for a large class of internal energies including singular and non-convex energies.
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Cited in
(18)- One-dimensional numerical algorithms for gradient flows in the p-Wasserstein spaces
- A dynamic mass transport method for Poisson-Nernst-Planck equations
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- Hessian informed mirror descent
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