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Numerical resolution of an “unbalanced” mass transport problem

Published online by Cambridge University Press:  15 November 2003

Jean-David Benamou
Jean-David Benamou*
Affiliation:
INRIA-Rocquencourt, BP 105, 78153 Le Chesnay Cedex, France. jean-david.benamou@inria.fr.
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Abstract

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.

Keywords

Monge–Kantorovitch problemWasserstein distanceaugmented Lagrangian method.
Type
Research Article
Information
ESAIM: Mathematical Modelling and Numerical Analysis , Volume 37 , Issue 5 , September 2003 , pp. 851 - 868
Copyright
© EDP Sciences, SMAI, 2003

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