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Reports (Research Report) Year : 2014

Numerical solution of the Monge-Kantorovich problem by Picard iterations

Abstract

We present an iterative method to numerically solve the L² Monge-Kantorovich problem. The method is based on a Picard fixed point iteration of the linearized problem. Examples relative to the transport of two-dimensional densities show that the present method can significantly reduce the computational time over existing methods, especially when the Wasserstein distance between the densities is small.
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Dates and versions

hal-00946252 , version 1 (14-02-2014)

Identifiers

  • HAL Id : hal-00946252 , version 1

Cite

Afaf Bouharguane, Angelo Iollo, Lisl Weynans. Numerical solution of the Monge-Kantorovich problem by Picard iterations. [Research Report] RR-8477, INRIA. 2014. ⟨hal-00946252⟩
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