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math.AP2022
From geodesic extrapolation to a variational BDF2 scheme for Wasserstein gradient flows
Thomas Gallouët, Andrea Natale, Gabriele Todeschi
We introduce a time discretization for Wasserstein gradient flows based on the classical Backward Differentiation Formula of order two. The main building block of the scheme is the…
math.NA2022
Efficient preconditioners for solving dynamical optimal transport via interior point methods
Enrico Facca, Gabriele Todeschi, Andrea Natale +1
In this paper we address the numerical solution of the quadratic optimal transport problem in its dynamical form, the so-called Benamou-Brenier formulation. When solved using inter…