A numerical solution to Monge’s problem with a Finsler distance as cost
ESAIM: Mathematical Modelling and Numerical Analysis , Tome 52 (2018) no. 6, pp. 2133-2148.

Monge’s problem with a Finsler cost is intimately related to an optimal ow problem. Discretization of this problem and its dual leads to a well-posed finite-dimensional saddle-point problem which can be solved numerically relatively easily by an augmented Lagrangian approach in the same spirit as the Benamou–Brenier method for the optimal transport problem with quadratic cost. Numerical results validate the method. We also emphasize that the algorithm only requires elementary operations and in particular never involves evaluation of the Finsler distance or of geodesics.

Reçu le :
Accepté le :
DOI : 10.1051/m2an/2016077
Classification : 65K10, 90C25, 90C46
Mots clés : Monge’s problem, Finsler distance, augmented Lagrangian
Benamou, Jean-David 1 ; Carlier, Guillaume 1 ; Hatchi, Roméo 

1
@article{M2AN_2018__52_6_2133_0,
     author = {Benamou, Jean-David and Carlier, Guillaume and Hatchi, Rom\'eo},
     title = {A numerical solution to {Monge{\textquoteright}s} problem with a {Finsler} distance as cost},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {2133--2148},
     publisher = {EDP-Sciences},
     volume = {52},
     number = {6},
     year = {2018},
     doi = {10.1051/m2an/2016077},
     zbl = {07063742},
     mrnumber = {3905185},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/m2an/2016077/}
}
TY  - JOUR
AU  - Benamou, Jean-David
AU  - Carlier, Guillaume
AU  - Hatchi, Roméo
TI  - A numerical solution to Monge’s problem with a Finsler distance as cost
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2018
SP  - 2133
EP  - 2148
VL  - 52
IS  - 6
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/m2an/2016077/
DO  - 10.1051/m2an/2016077
LA  - en
ID  - M2AN_2018__52_6_2133_0
ER  - 
%0 Journal Article
%A Benamou, Jean-David
%A Carlier, Guillaume
%A Hatchi, Roméo
%T A numerical solution to Monge’s problem with a Finsler distance as cost
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2018
%P 2133-2148
%V 52
%N 6
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/m2an/2016077/
%R 10.1051/m2an/2016077
%G en
%F M2AN_2018__52_6_2133_0
Benamou, Jean-David; Carlier, Guillaume; Hatchi, Roméo. A numerical solution to Monge’s problem with a Finsler distance as cost. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 52 (2018) no. 6, pp. 2133-2148. doi : 10.1051/m2an/2016077. http://www.numdam.org/articles/10.1051/m2an/2016077/

[1] L. Ambrosio, Lecture notes on optimal transport problems. In Mathematical aspects of evolving interfaces Funchal 2000. Vol. 1812 of Lecture Notes in Math. Springer, Berlin (2003) 1–52. | MR | Zbl

[2] J.W. Barrett, L. Prigozhin, A mixed formulation of the Monge-Kantorovich equations. ESAIM: M2AN 41 (2007) 1041–1060. | DOI | Numdam | MR | Zbl

[3] M. Beckmann, A continuous model of transportation. Econom. 20 (1952) 643–660. | DOI | MR | Zbl

[4] J.-D. Benamou, Y. Brenier, A computational fluid mechanics solution to the monge-kantorovich mass transfer problem. Numer. Math. 84 (2000) 375–393. | DOI | MR | Zbl

[5] J.-D. Benamou, G. Carlier, Augmented lagrangian methods for transport optimization, mean field games and degenerate elliptic equations. J. Optimiz. Theory Appl. 167 (2015) 1–26. | DOI | MR | Zbl

[6] S.C. Brenner, L. Ridgway Scott, The mathematical theory of finite element methods. Vol. 15 of Texts in Applied Mathematics. Springer, New York, 3rd edition (2008). | MR | Zbl

[7] L. De Pascale, L.C. Evans, A. Pratelli, Integral estimates for transport densities. Bull. London Math. Soc. 36 (2004) 383–395. | DOI | MR | Zbl

[8] L. De Pascale, A. Pratelli, Sharp summability for Monge transport density via interpolation. ESAIM: COCV 10 (2004) 549–552. | Numdam | MR | Zbl

[9] J. Eckstein, D.P. Bertsekas, On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators. Math. Programm. Ser. A 55 (1992) 293–318. | DOI | MR | Zbl

[10] L.C. Evans, W. Gangbo, Differential equations methods for the Monge-Kantorovich mass transfer problem. Mem. Amer. Math. Soc. 137 (1999) (653). | MR | Zbl

[11] M. Feldman, R.J. Mccann, Uniqueness and transport density in Monge’s mass transportation problem. Calc. Var. Partial Differ. Equ. 15 (2002) 81–113. | DOI | MR | Zbl

[12] M. Fortin, R. Glowinski, Augmented Lagrangian methods, Applications to the numerical solution of boundary value problems, Translated from the French by B. Hunt and D.C. Spicer. Vol. 15 of Studies in Mathematics and its Applications. North-Holland Publishing Co., Amsterdam (1983). | MR | Zbl

[13] D. Gabay, B. Mercier, A dual algorithm for the solution of nonlinear variational problems via finite element methods. Comput. Math. Appl. 2 (1976) 17–40. | DOI | Zbl

[14] R. Hatchi, Wardrop equilibria : long-term variant, degenerate anisotropic PDEs and numerical approximations, Technical report (2015). | MR

[15] F. Hecht, New development in freefem++. J. Numer. Math. 20 (2012) 251–266. | DOI | MR | Zbl

[16] J. Rubinstein, G. Wolansky, A weighted least action principle for dispersive waves. Ann. Phys. 316 (2005) 271–284. | DOI | MR | Zbl

[17] F. Santambrogio, Absolute continuity and summability of transport densities: simpler proofs and new estimates. Calc. Var. Partial Differ. Equ. 36 (2009) 343–354. | DOI | MR | Zbl

[18] C. Villani, Topics in optimal transportation, Vol. 58. AMS Bookstore (2003). | MR | Zbl

Cité par Sources :