Combining the classical theory of optimal transport with modern operator splitting techniques, we develop a new numerical method for nonlinear, nonlocal partial differential equations, arising in models of porous media, materials science, and biological swarming. Our method proceeds as follows: first, we discretize in time, either via the classical JKO scheme or via a novel Crank–Nicolson-type method we introduce. Next, we use the Benamou–Brenier dynamical characterization of the Wasserstein distance to reduce computing the solution of the discrete time equations to solving fully discrete minimization problems, with strictly convex objective functions and linear constraints. Third, we compute the minimizers by applying a recently introduced, provably convergent primal dual splitting scheme for three operators (Yan in J Sci Comput 1–20, 2018). By leveraging the PDEs’ underlying variational structure, our method overcomes stability issues present in previous numerical work built on explicit time discretizations, which suffer due to the equations’ strong nonlinearities and degeneracies. Our method is also naturally positivity and mass preserving and, in the case of the JKO scheme, energy decreasing. We prove that minimizers of the fully discrete problem converge to minimizers of the spatially continuous, discrete time problem as the spatial discretization is refined. We conclude with simulations of nonlinear PDEs and Wasserstein geodesics in one and two dimensions that illustrate the key properties of our approach, including higher-order convergence our novel Crank–Nicolson-type method, when compared to the classical JKO method.

Many scientific datasets are of high dimension, and the analysis usually requires retaining the most important structures of data. Principal curve is a widely used approach for this purpose. However, many existing methods work only for data with structures that are mathematically formulated by curves, which is quite restrictive for real applications. A few methods can overcome the above problem, but they either require complicated human-made rules for a specific task with lack of adaption flexibility to different tasks, or cannot obtain explicit structures of data. To address these issues, we develop a novel principal graph and structure learning framework that captures the local information of the underlying graph structure based on reversed graph embedding. As showcases, models that can learn a spanning tree or a weighted undirected `1 graph are proposed, and a new learning algorithm is developed that learns a set of principal points and a graph structure from data, simultaneously. The new algorithm is simple with guaranteed convergence. We then extend the proposed framework to deal with large-scale data. Experimental results on various synthetic and six real world datasets show that the proposed method compares favorably with baselines and can uncover the underlying structure correctly.

Organizing single cells along a developmental trajectory has emerged as a powerful tool for understanding how gene regulation governs cell fate decisions. However, learning the structure of complex single-cell trajectories with two or more branches remains a challenging computational problem. We present Monocle 2, which uses reversed graph embedding to reconstruct single-cell trajectories in a fully unsupervised manner. Monocle 2 learns an explicit principal graph to describe the data, greatly improving the robustness and accuracy of its trajectories compared to other algorithms. Monocle 2 uncovered a new, alternative cell fate in what we previously reported to be a linear trajectory for differentiating myoblasts. We also reconstruct branched trajectories for two studies of blood development, and show that loss of function mutations in key lineage transcription factors diverts cells to alternative branches on the a trajectory. Monocle 2 is thus a powerful tool for analyzing cell fate decisions with single-cell genomics.