Journal Articles Numerische Mathematik Year : 2018

Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm

Abstract

Starting from Brenier's relaxed formulation of the incompress-ible Euler equation in terms of geodesics in the group of measure-preserving diffeomorphisms, we propose a numerical method based on Sinkhorn's algorithm for the entropic regularization of optimal transport. We also make a detailed comparison of this entropic regular-ization with the so-called Bredinger entropic interpolation problem (see [1]). Numerical results in dimension one and two illustrate the feasibility of the method.
Fichier principal
Vignette du fichier
euler-entropic-november.pdf (2) Télécharger le fichier
Origin Files produced by the author(s)
Loading...

Dates and versions

hal-01621311 , version 1 (23-10-2017)
hal-01621311 , version 2 (05-03-2018)

Identifiers

  • HAL Id : hal-01621311 , version 2

Cite

Jean-David Benamou, Guillaume Carlier, Luca Nenna. Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm. Numerische Mathematik, 2018. ⟨hal-01621311v2⟩
1427 View
310 Download

Share

More