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A viscosity framework for computing Pogorelov solutions of the Monge-Ampere equation

Abstract : We consider the Monge-Kantorovich optimal transportation problem between two measures, one of which is a weighted sum of Diracs. This problem is traditionally solved using expensive geometric methods. It can also be reformulated as an elliptic partial differential equation known as the Monge-Ampere equation. However, existing numerical methods for this non-linear PDE require the measures to have finite density. We introduce a new formulation that couples the viscosity and Aleksandrov solution definitions and show that it is equivalent to the original problem. Moreover, we describe a local reformulation of the subgradient measure at the Diracs, which makes use of one-sided directional derivatives. This leads to a consistent, monotone discretisation of the equation. Computational results demonstrate the correctness of this scheme when methods designed for conventional viscosity solutions fail.
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Preprints, Working Papers, ...
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Contributor : Jean-David Benamou Connect in order to contact the contributor
Submitted on : Thursday, July 31, 2014 - 9:38:58 AM
Last modification on : Tuesday, January 18, 2022 - 3:23:31 PM

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  • HAL Id : hal-01053454, version 1
  • ARXIV : 1407.1300



Jean-David Benamou, Brittany D. Froese. A viscosity framework for computing Pogorelov solutions of the Monge-Ampere equation. 2014. ⟨hal-01053454⟩



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