Numerical solutions of the mass transfer problem
Let and be two probability measures on the real line and let be a lower semicontinuous function on the plane. The mass transfer problem consists in determining a measure whose marginals coincide with and , and whose total cost d is minimum. In this paper we present three algorithms to solve numerically this Monge-Kantorovitch problem when the commodity being shipped is one-dimensional and not necessarily confined to a . We illustrate these numerical methods and determine the convergence...