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.
@article{M2AN_2003__37_5_851_0, author = {Benamou, Jean-David}, title = {Numerical resolution of an ``unbalanced'' mass transport problem}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Mod\'elisation Math\'ematique et Analyse Num\'erique}, volume = {37}, year = {2003}, pages = {851-868}, doi = {10.1051/m2an:2003058}, zbl = {1037.65063}, language = {en}, url = {http://dml.mathdoc.fr/item/M2AN_2003__37_5_851_0} }
Benamou, Jean-David. Numerical resolution of an “unbalanced” mass transport problem. ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 37 (2003) pp. 851-868. doi : 10.1051/m2an:2003058. http://gdmltest.u-ga.fr/item/M2AN_2003__37_5_851_0/
[1] A competitive (dual) simplex method for the assignment problem. Math. Program. 34 (1986) 125-141. | Zbl 0596.90064
,[2] On a reverse form of the Brascamp-Lieb inequality. Invent. Math. 134 (1998) 335-361. | Zbl 0901.26010
,[3] A domain decomposition method for the polar factorization of vector valued mappings. SIAM J. Numer. Anal. 32 (1995) 1808-1838. | Zbl 0852.65012
,[4] Numerical resolution on a massively parallel computer of a test problem in meteorology using a domain decomposition algorithm, in First European conference in computational fluid dynamics. North Holland (1992).
and ,[5] Weak existence for the semigeostrophic equations formulated as a coupled Monge-Ampère/transport problem. SIAM J. Appl. Math. 58 (1998) 1450-1461. | Zbl 0915.35024
and ,[6] A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem. Numer. Math. 84 (2000) 375-393. | Zbl 0968.76069
and ,[7] Mixed /Wasserstein Optimal Mapping Between Prescribed Densities Functions (submitted). | Zbl 1010.49029
and ,[8] Numerical resolution of a multiphasic optimal mass transport problem. Tech. Report INRIA RR-4022.
, and ,[9] Shape Optimization Solutions via Monge-Kantorovich. C. R. Acad. Sci. Paris Sér. I 324 (1997) 1185-1191. | Zbl 0884.49023
, and ,[10] Polar factorization and monotone rearrangement of vector-valued functions. Comm. Pure Appl. Math. 44 (1991) 375-417. | Zbl 0738.46011
,[11] Minimal geodesics on groups of volume-preserving maps and generalized solutions of the Euler equations. Comm. Pure Appl. Math. 52 (1999) 411-452. | Zbl 0910.35098
,[12] Extended Monge-Kantorovich theory. CIME 2001 lecture. | Zbl 1064.49036
,[13] Boundary regularity of maps with convex potentials. Comm. Pure Appl. Math. 45 (1992) 1141-1151. | Zbl 0778.35015
,[14] Boundary regularity of maps with convex potentials. II. Ann. of Math. 144 (1996) 3, 453-496. | Zbl 0916.35016
,[15] Solution to a model of a front forced by deformation. Q. J. R. Met. Soc. 109 (1983) 565-573.
,[16]
, private communication.[17] An extended Lagrangian theory of semigeostrophic frontogenesis. J. Atmopheric Sci. 41 (1984) 1477-1497.
and ,[18] Decomposition of weather forecast error using rearrangements of functions. (Preprint.)
,[19] Partial differential equations and Monge-Kantorovich mass transfer. Lecture notes. | Zbl 0954.35011
,[20] Augmented Lagrangian methods. Applications to the numerical solution of boundary value problems. North-Holland Publishing Co. Studies in Mathematics and its Applications 15 (1983) 340. | MR 724072 | Zbl 0525.65045
and ,[21] Back to the early Universe by optimal mass transportation. Nature 417 (2002) 260-262.
et al.,[22] The geometry of optimal transportation. Acta Math. 177 (1996) 113-161. | Zbl 0887.49017
and ,[23] Shape recognition via Wasserstein distance. Quart. Appl. Math. 58 (2000) 705-737. | Zbl 1039.49038
and ,[24] On the time-continuous mass transport problem and its approximation by augmented Lagrangian techniques. SIAM J. Numer. Anal. 41 (2003) 382-399. | Zbl 1039.65050
,[25] Ph.D. dissertation (2002).
,[26] Mass preserving mapping and image registration. MICCAI (2001) 120-127. | Zbl 1041.68621
, and ,[27] A shortest augmenting path algorithm for dense and sparse linear assignment problem. Computing 38 (1987) 325-340. | Zbl 0607.90056
and ,[28] The variational formulation of the Fokker-Planck equation. SIAM J. Math. Anal. 29 (1998) 1-17. | Zbl 0915.35120
, and ,[29] Computing the Kantorovich distance for images. J. Math. Imaging Vision 9 (1998) 173-198. | Zbl 0911.68207
,[30] On the translocation of masses. C. R. (Doklady) Acad. Sci. URSS (N.S.) 37 (1942) 199-201. | Zbl 0061.09705
,[31] Approximation of Parabolic Equations based upon a Wasserstein metric. ESAIM: M2AN 33 (1999) 837-852. | Numdam | Zbl 0936.65121
and ,[32] Determination of reflector surfaces from near-field scattering data. Inverse Problems 13 (1997) 363-373. | Zbl 0871.35107
and ,[33] Polar factorization of maps on Riemannian manifolds. Geom. Funct. Anal. 11 (2001) 589-608. | Zbl 1011.58009
,[34] Utilisation de la distance de Wasserstein et application sismique. Rapport IUP Génie Mathématique et Informatique, Université Paris IX-Dauphine.
,[35] Mémoire sur la théorie des déblais et des remblais. Mem. Acad. Sci. Paris (1781).
,[36] The geometry of dissipative evolution equation: the porous medium equation. Comm. Partial Differential Equations 26 (2001) 101-174. | Zbl 0984.35089
,[37] Mass transportation problems, in Theory, Probability and its Applications, Vol. I. Springer-Verlag, New York (1998) 508. | MR 1619170 | Zbl 0990.60500
and ,[38] Generalized fluid flows, their approximation and applications. Geom. Funct. Anal. 4 (1994) 586-620. | Zbl 0851.76003
,[39] Topics in mass transport. Lecture notes (2000).
,