A least-squares method for optimal transport using the Monge-Ampère equation

C.R. Prins, J.H.M. Thije Boonkkamp, ten, W.L. IJzerman, T.W. Tukker

Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

18 Citaten (Scopus)
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Samenvatting

In this article we introduce a novel numerical method to solve the problem of optimal transport and the related elliptic Monge--Ampère equation. It is one of the few numerical algorithms capable of solving this problem efficiently with the proper transport boundary condition. The computation time scales well with the grid size and has the additional advantage that the target domain may be nonconvex. We present the method and several numerical experiments.
Originele taal-2Engels
Pagina's (van-tot)B937-B961
TijdschriftSIAM Journal on Scientific Computing
Volume37
Nummer van het tijdschrift6
DOI's
StatusGepubliceerd - 2015

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