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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Pré-publication, Document de travail
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Contributeur : Jean-David Benamou <>
Soumis le : jeudi 31 juillet 2014 - 09:38:58
Dernière modification le : vendredi 25 mai 2018 - 12:02:06

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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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