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In this paper, we propose a numerical method to solve the classic $L^2$-optimal transport problem. Our algorithm is based on use of multiple shooting, in combination with a continuation procedure, to solve the boundary value problem associated to the transport problem. We exploit the viewpoint of Wasserstein Hamiltonian flow with initial and target densities, and our method is designed to retain the underlying Hamiltonian structure. Several numerical examples are presented to illustrate the performance of the method.
The multilinear Pagerank model [Gleich, Lim and Yu, 2015] is a tensor-based generalization of the Pagerank model. Its computation requires solving a system of polynomial equations that contains a parameter $alpha in [0,1)$. For $alpha approx 1$, this
Linear kinetic transport equations play a critical role in optical tomography, radiative transfer and neutron transport. The fundamental difficulty hampering their efficient and accurate numerical resolution lies in the high dimensionality of the phy
We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is known in an in
This paper introduces an ultra-weak space-time DPG method for the heat equation. We prove well-posedness of the variational formulation with broken test functions and verify quasi-optimality of a practical DPG scheme. Numerical experiments visualize
Recent theoretical and experimental advances show that the inertia of magnetization emerges at sub-picoseconds and contributes to the ultrafast magnetization dynamics which cannot be captured intrinsically by the LLG equation. Therefore, as a general