A Multilevel Method for the Solution of Time Dependent Optimal Transport

A Multilevel Method for the Solution of Time Dependent Optimal Transport

Year:    2015

Numerical Mathematics: Theory, Methods and Applications, Vol. 8 (2015), Iss. 1 : pp. 97–111

Abstract

In this paper we present a new computationally efficient numerical scheme for the minimizing flow for the computation of the optimal $L_2$ mass transport mapping using the fluid approach. We review the method and discuss its numerical properties. We then derive a new scaleable, efficient discretization and a solution technique for the problem and show that the problem is equivalent to a mixed form formulation of a nonlinear fluid flow in porous media. We demonstrate the effectiveness of our approach using a number of numerical experiments.

You do not have full access to this article.

Already a Subscriber? Sign in as an individual or via your institution

Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2015.w02si

Numerical Mathematics: Theory, Methods and Applications, Vol. 8 (2015), Iss. 1 : pp. 97–111

Published online:    2015-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    15

Keywords:   

  1. A machine learning framework for solving high-dimensional mean field game and mean field control problems

    Ruthotto, Lars | Osher, Stanley J. | Li, Wuchen | Nurbekyan, Levon | Fung, Samy Wu

    Proceedings of the National Academy of Sciences, Vol. 117 (2020), Iss. 17 P.9183

    https://doi.org/10.1073/pnas.1922204117 [Citations: 97]
  2. Computations of Optimal Transport Distance with Fisher Information Regularization

    Li, Wuchen | Yin, Penghang | Osher, Stanley

    Journal of Scientific Computing, Vol. 75 (2018), Iss. 3 P.1581

    https://doi.org/10.1007/s10915-017-0599-0 [Citations: 33]
  3. Vector and Matrix Optimal Mass Transport: Theory, Algorithm, and Applications

    Ryu, Ernest K. | Chen, Yongxin | Li, Wuchen | Osher, Stanley

    SIAM Journal on Scientific Computing, Vol. 40 (2018), Iss. 5 P.A3675

    https://doi.org/10.1137/17M1163396 [Citations: 17]
  4. Multilevel Optimal Transport: A Fast Approximation of Wasserstein-1 Distances

    Liu, Jialin | Yin, Wotao | Li, Wuchen | Chow, Yat Tin

    SIAM Journal on Scientific Computing, Vol. 43 (2021), Iss. 1 P.A193

    https://doi.org/10.1137/18M1219813 [Citations: 7]
  5. Optimal Transport for Gaussian Mixture Models

    Chen, Yongxin | Georgiou, Tryphon T. | Tannenbaum, Allen

    IEEE Access, Vol. 7 (2019), Iss. P.6269

    https://doi.org/10.1109/ACCESS.2018.2889838 [Citations: 47]
  6. Efficient Preconditioners for Solving Dynamical Optimal Transport via Interior Point Methods

    Facca, Enrico | Todeschi, Gabriele | Natale, Andrea | Benzi, Michele

    SIAM Journal on Scientific Computing, Vol. 46 (2024), Iss. 3 P.A1397

    https://doi.org/10.1137/23M1570430 [Citations: 0]
  7. An introduction to deep generative modeling

    Ruthotto, Lars | Haber, Eldad

    GAMM-Mitteilungen, Vol. 44 (2021), Iss. 2

    https://doi.org/10.1002/gamm.202100008 [Citations: 118]
  8. Explorations in the Mathematics of Data Science

    CLAIRE: Scalable GPU-Accelerated Algorithms for Diffeomorphic Image Registration in 3D

    Mang, Andreas

    2024

    https://doi.org/10.1007/978-3-031-66497-7_8 [Citations: 1]
  9. CLAIRE: A Distributed-Memory Solver for Constrained Large Deformation Diffeomorphic Image Registration

    Mang, Andreas | Gholami, Amir | Davatzikos, Christos | Biros, George

    SIAM Journal on Scientific Computing, Vol. 41 (2019), Iss. 5 P.C548

    https://doi.org/10.1137/18M1207818 [Citations: 21]
  10. An Efficient Algorithm for Matrix-Valued and Vector-Valued Optimal Mass Transport

    Chen, Yongxin | Haber, Eldad | Yamamoto, Kaoru | Georgiou, Tryphon T. | Tannenbaum, Allen

    Journal of Scientific Computing, Vol. 77 (2018), Iss. 1 P.79

    https://doi.org/10.1007/s10915-018-0696-8 [Citations: 15]
  11. PDE-constrained optimization in medical image analysis

    Mang, Andreas | Gholami, Amir | Davatzikos, Christos | Biros, George

    Optimization and Engineering, Vol. 19 (2018), Iss. 3 P.765

    https://doi.org/10.1007/s11081-018-9390-9 [Citations: 33]