Numerical resolution of an “unbalanced” mass transport problem
INRIA-Rocquencourt, BP 105, 78153 Le Chesnay Cedex, France. firstname.lastname@example.org.
We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented Lagrangian numerical method introduced in  is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.
Mathematics Subject Classification: 35J60 / 65K10 / 78A05 / 90B99
Key words: Monge–Kantorovitch problem / Wasserstein distance / augmented Lagrangian method.
© EDP Sciences, SMAI, 2003