The alpha version of my new book "Optimal Transport
for Machine Learners" is out, with in particular an online version with interactive figures
www.gpeyre.com/ot4ml/
I’m back
While it is intuitively clear that straighter trajectories should reduce discretization error when integrating an ODE (for instance, in flow matching), I could not find a precise bound. I therefore rewrote the proof of Cauchy-Lipschitz to make this explicit. github.com/gpeyre/Discr...