Skip to Main content Skip to Navigation
Reports

Numerical solution of the Monge-Kantorovich problem by Picard iterations

Afaf Bouharguane 1, 2 Angelo Iollo 1, 2 Lisl Weynans 2, 1
2 MC2 - Modélisation, contrôle et calcul
Inria Bordeaux - Sud-Ouest, UB - Université de Bordeaux, CNRS - Centre National de la Recherche Scientifique : UMR5251
Abstract : We present an iterative method to numerically solve the L² Monge-Kantorovich problem. The method is based on a Picard fixed point iteration of the linearized problem. Examples relative to the transport of two-dimensional densities show that the present method can significantly reduce the computational time over existing methods, especially when the Wasserstein distance between the densities is small.
Document type :
Reports
Complete list of metadata

Cited literature [10 references]  Display  Hide  Download

https://hal.inria.fr/hal-00946252
Contributor : Afaf Bouharguane <>
Submitted on : Friday, February 14, 2014 - 9:39:54 AM
Last modification on : Thursday, February 11, 2021 - 2:54:02 PM
Long-term archiving on: : Thursday, May 15, 2014 - 10:05:29 AM

File

RR-8477.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-00946252, version 1

Collections

Citation

Afaf Bouharguane, Angelo Iollo, Lisl Weynans. Numerical solution of the Monge-Kantorovich problem by Picard iterations. [Research Report] RR-8477, INRIA. 2014. ⟨hal-00946252⟩

Share

Metrics

Record views

1049

Files downloads

1430