Weak Monge-Ampère solutions of the semi-discrete optimal transportation problem
Document Type
Syllabus
Publication Date
8-7-2017
Abstract
We consider the Monge-Kantorovich optimal transportation (OT) problem between two measures, one of which is a weighted sum of Diracs. This problem is traditionally solved using geometric methods based on the computation of Laguerre cells. We review the duality between Brenier/Pogorelov weak solutions and the classical Aleksandrov measure formulation. It is well known that the OT problem can be reformulated as a Monge-Ampère elliptic partial differential equation. However, existing numerical methods for this non-linear PDE require the measures to have finite density. We propose a new formulation that couples the viscosity and Aleksandrov solution definitions and show that it is equivalent to the original problem. Moreover, we describe a local reformulation of the subgradient measure at the Diracs, which makes use of one-sided directional derivatives. This leads to a consistent, monotone discretization of the equation. Computational results demonstrate the correctness of this scheme when methods designed for conventional viscosity solutions fail.
Identifier
85093616219 (Scopus)
ISBN
[9783110439267, 9783110430417]
Publication Title
Topological Optimization and Optimal Transport in the Applied Sciences
External Full Text Location
https://doi.org/10.1515/9783110430417-009
First Page
175
Last Page
203
Recommended Citation
Benamou, Jean David and Froese, Brittany D., "Weak Monge-Ampère solutions of the semi-discrete optimal transportation problem" (2017). Faculty Publications. 9371.
https://digitalcommons.njit.edu/fac_pubs/9371
