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monge–kantorovitch problem

ESAIM: Mathematical Modelling and Numerical Analysis (1)

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Numerical resolution of an “unbalanced” mass transport problem
Jean-David Benamou
Journal:

ESAIM: Mathematical Modelling and Numerical Analysis / Volume 37 / Issue 5 / September 2003

Published online by Cambridge University Press:

15 November 2003, pp. 851-868

Print publication:

September 2003
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We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented Lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.