Numerical resolution of an “unbalanced” mass transport problem

Jean-David Benamou

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique (2003)

  • Volume: 37, Issue: 5, page 851-868
  • ISSN: 0764-583X

Abstract

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We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.

How to cite

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Benamou, Jean-David. "Numerical resolution of an “unbalanced” mass transport problem." ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 37.5 (2003): 851-868. <http://eudml.org/doc/245803>.

@article{Benamou2003,
abstract = {We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.},
author = {Benamou, Jean-David},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique},
keywords = {Monge–Kantorovitch problem; Wasserstein distance; augmented lagrangian method; penalization technique; Monge-Kantorovitch problem; augmented Lagrangian numerical method; error estimation; meteorology},
language = {eng},
number = {5},
pages = {851-868},
publisher = {EDP-Sciences},
title = {Numerical resolution of an “unbalanced” mass transport problem},
url = {http://eudml.org/doc/245803},
volume = {37},
year = {2003},
}

TY - JOUR
AU - Benamou, Jean-David
TI - Numerical resolution of an “unbalanced” mass transport problem
JO - ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
PY - 2003
PB - EDP-Sciences
VL - 37
IS - 5
SP - 851
EP - 868
AB - We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.
LA - eng
KW - Monge–Kantorovitch problem; Wasserstein distance; augmented lagrangian method; penalization technique; Monge-Kantorovitch problem; augmented Lagrangian numerical method; error estimation; meteorology
UR - http://eudml.org/doc/245803
ER -

References

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