A Continuation Multiple Shooting Method for Wasserstein Geodesic Equation

نویسندگان

چکیده

In this paper, we propose a numerical method to solve the classic $L^2$-optimal transport problem. Our algorithm is based on use of multiple shooting, in combination with continuation procedure, boundary value problem associated Based viewpoint Wasserstein Hamiltonian flow initial and target densities, our reflects structure underlying exploits it discretization. Several examples are presented illustrate performance method.

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ژورنال

عنوان ژورنال: SIAM Journal on Scientific Computing

سال: 2022

ISSN: ['1095-7197', '1064-8275']

DOI: https://doi.org/10.1137/21m142160x