On the Convergence of Continuous and Discrete Unbalanced Optimal Transport Models for 1-Wasserstein Distance

Abstract

SIAM Journal on Numerical Analysis, Volume 62, Issue 2, Page 749-774, April 2024.
Abstract. We consider a Beckmann formulation of an unbalanced optimal transport (UOT) problem. The [math]-convergence of this formulation of UOT to the corresponding optimal transport (OT) problem is established as the balancing parameter [math] goes to infinity. The discretization of the problem is further shown to be asymptotic preserving regarding the same limit, which ensures that a numerical method can be applied uniformly and the solutions converge to the one of the OT problem automatically. Particularly, there exists a critical value, which is independent of the mesh size, such that the discrete problem reduces to the discrete OT problem for [math] being larger than this critical value. The discrete problem is solved by a convergent primal-dual hybrid algorithm and the iterates for UOT are also shown to converge to that for OT. Finally, numerical experiments on shape deformation and partial color transfer are implemented to validate the theoretical convergence and the proposed numerical algorithm.