Abstract
The problem of optimal mass transport arises in numerous applications
including image registration, mesh generation, reflector design, and
astrophysics. One approach to solving this problem is via the Monge-Ampère
equation. While recent years have seen much work in the development of
numerical methods for solving this equation, very little has been done on the
implementation of the transport boundary condition. In this paper, we propose a
method for solving the transport problem by iteratively solving a
Monge-Ampère equation with Neumann boundary conditions. To enable mappings
between variable densities, we extend an earlier discretization of the equation
to allow for right-hand sides that depend on gradients of the solution Froese
and Oberman, SIAM J. Numer. Anal., 49 (2011) 1692--1714. This discretization
provably converges to the viscosity solution. The resulting system is solved
efficiently with Newton's method. We provide several challenging computational
examples that demonstrate the effectiveness and efficiency ($O(M)-O(M^1.3)$
time) of the proposed method.
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