Displaying similar documents to “Global error estimation in the numerical solution of integro-differential equations by Euler's method”

Numerical resolution of an “unbalanced” mass transport problem

Jean-David Benamou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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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.