Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm - Archive ouverte HAL
Article Dans Une Revue Numerische Mathematik Année : 2018

Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm

Résumé

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.
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Dates et versions

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

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  • HAL Id : hal-01621311 , version 2

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