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arxiv: 1710.08234 · v2 · pith:ROGPH22Vnew · submitted 2017-10-23 · 🧮 math.NA · math-ph· math.MP· math.OC

Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm

classification 🧮 math.NA math-phmath.MPmath.OC
keywords entropicalgorithmincompressiblemethodnumericalregularizationsinkhorntransport
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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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  1. Multi-marginal Entropy-Transport with repulsive cost

    math.AP 2019-07 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.