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Efficient Primal-dual Forward-backward Splitting Method for Wasserstein-like Gradient Flows with General Nonlinear Mobilities
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We construct an efficient primal-dual forward-backward (PDFB) splitting method for computing a class of minimizing movement schemes with nonlinear mobility transport distances, and apply it to computing Wasserstein-like gradient flows. This approach introduces a novel saddle point formulation for the minimizing movement schemes, leveraging a support function form from the Benamou-Brenier dynamical formulation of optimal transport. The resulting framework allows for flexible computation of Wasserstein-like gradient flows by solving the corresponding saddle point problem at the fully discrete level, and can be easily extended to handle general nonlinear mobilities. We also provide a detailed convergence analysis of the PDFB splitting method, along with practical remarks on its implementation and application. The effectiveness of the method is demonstrated through several challenging numerical examples.
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Variable-preconditioned transformed primal-dual method for generalized Wasserstein Gradient Flows
VPTPD is a variable-preconditioned transformed primal-dual algorithm for dynamic JKO schemes that reports large speedups over prior primal-dual methods in 1D to 3D numerical tests.
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