A PDE approach to computing viscosity solutions of the Monge-Kantorovich problem
Presenter
October 16, 2013
Keywords:
- optimal transport
- numerical analysis
- Monge mass transport
- applied mathematics
- mathematical geophysics
- fluid dynamics
- viscosity and PDE
MSC:
- 35Qxx
- 35Q35
- 35Q74
- 35Q86
- 35D40
- 74C10
Abstract
I will present a new technique to deal with the state constraint that binds the transport when source and target have compact support. It takes the form of non-linear boundary conditions which can be combined to a Monge-Ampère equation to solve the optimal transport problem. The wide-stencil discretization technique and fast Newton solver proposed by Oberman and Froese is extended to this framework and allows to compute weak viscosity solution of the optimal transport problem. Numerical solutions will be presented to illustrate strengths and weaknesses of the method.