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Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm

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abstract

Starting from Brenier's relaxed formulation of the incompressible 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 regularization with the so-called Bredinger entropic interpolation problem. Numerical results in dimension one and two illustrate the feasibility of the method.

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math.AP 1

years

2019 1

verdicts

UNVERDICTED 1

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Multi-marginal Entropy-Transport with repulsive cost

math.AP · 2019-07-18 · unverdicted · novelty 6.0

Proves existence conditions, Gamma-convergence to repulsive multi-marginal OT, and entropy-regularized duality for the entropy-transport functional in metric spaces.

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  • Multi-marginal Entropy-Transport with repulsive cost math.AP · 2019-07-18 · unverdicted · none · ref 3 · internal anchor

    Proves existence conditions, Gamma-convergence to repulsive multi-marginal OT, and entropy-regularized duality for the entropy-transport functional in metric spaces.