اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدSemi-discrete optimal transport methods for the semi-geostrophic equations
84
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We give a new and constructive proof of the existence of global-in-time weak solutions of the 3-dimensional incompressible semi-geostrophic equations (SG) in geostrophic coordinates, for arbitrary initial measures with compact support. This new proof, based on semi-discrete optimal transport techniques, works by characterising discrete solutions of SG in geostrophic coordinates in terms of trajectories satisfying an ordinary differential equation. It is advantageous in its simplicity and its explicit relation to Eulerian coordinates through the use of Laguerre tessellations. Using our method, we obtain improved time-regularity for a large class of discrete initial measures, and we compute explicitly two discrete solutions. The method naturally gives rise to an efficient numerical method, which we illustrate by presenting simulations of a 2-dimensional semi-geostrophic flow in geostrophic coordinates generated using a numerical solver for the semi-discrete optimal transport problem coupled with an ordinary differential equation solver.
قيم البحث
اقرأ أيضاً
The semi-geostrophic system is widely used in the modelling of large-scale atmospheric flows. In this paper, we prove existence of solutions of the incompressible semi-geostrophic equations in a fully three-dimensional domain with a free upper bounda
ry condition. We show that, using methods similar to those introduced in the pioneering work of Benamou and Brenier, who analysed the same system but with a rigid boundary condition, we can prove the existence of solutions for the incompressible free boundary problem. The proof is based on optimal transport results as well as the analysis of Hamiltonian ODEs in spaces of probability measures given by Ambrosio and Gangbo. We also show how these techniques can be modified to yield the same result also for the compressible version of the system.
The semi-geostrophic equations are used widely in the modelling of large-scale atmospheric flows. In this note, we prove the global existence of weak solutions of the incompressible semi-geostrophic equations, in geostrophic coordinates, in a three-d
imensional domain with a free upper boundary. The proof, based on an energy minimisation argument originally inspired by Cullens Stability Principle, uses optimal transport results as well as the analysis of Hamiltonian ODEs in spaces of probability measures as studied by Ambrosio and Gangbo. We also give a general formulation of Cullens Stability Principle in a rigorous mathematical framework.
We introduce a new technique, which we call the boundary method, for solving semi-discrete optimal transport problems with a wide range of cost functions. The boundary method reduces the effective dimension of the problem, thus improving complexity.
For cost functions equal to a p-norm with p in (1,infinity), we provide mathematical justification, convergence analysis, and algorithmic development. Our testing supports the boundary method with these p-norms, as well as other, more general cost functions.
We propose two deep neural network-based methods for solving semi-martingale optimal transport problems. The first method is based on a relaxation/penalization of the terminal constraint, and is solved using deep neural networks. The second method is
based on the dual formulation of the problem, which we express as a saddle point problem, and is solved using adversarial networks. Both methods are mesh-free and therefore mitigate the curse of dimensionality. We test the performance and accuracy of our methods on several examples up to dimension 10. We also apply the first algorithm to a portfolio optimization problem where the goal is, given an initial wealth distribution, to find an investment strategy leading to a prescribed terminal wealth distribution.
Discretization is a fundamental step in numerical analysis for the problems described by differential equations, and the difference between the continuous model and discrete model is one of the most important problems. In this paper, we consider the
difference in the effect of the time-dependent propagation speed on the energy estimate of the solutions for the wave equation and the semi-discrete wave equation which is a discretization with respect to space variables.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
