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math.NA2020
The back-and-forth method for Wasserstein gradient flows
Matt Jacobs, Wonjun Lee, Flavien Léger
We present a method to efficiently compute Wasserstein gradient flows. Our approach is based on a generalization of the back-and-forth method (BFM) introduced by Jacobs and Léger t…
math.NA2020
Generalized Unnormalized Optimal Transport and its fast algorithms
Wonjun Lee, Rongjie Lai, Wuchen Li +1
We introduce fast algorithms for generalized unnormalized optimal transport. To handle densities with different total mass, we consider a dynamic model, which mixes the optim…