Mixed L2/Wasserstein Optimal Mapping Between Prescribed Densities Functions
نویسندگان
چکیده
A time dependent minimization problem for the computation of a mixed L 2 /Wasserstein distance between two prescribed density functions is introduced (in the spirit of 1] for the \classical" Wasserstein distance). The optimum of the cost function corresponds to an optimal mapping between prescribed initial and nal densities. We propose to enforce the nal density conditions through a penalization term added to our cost function. A conjugate gradient method is used to solve this relaxed problem. We obtain an eecient algorithm which computes an interpolated L 2 /Wasserstein distance between two densities and the corresponding optimal mapping.
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