Optimal Transport for Applied Mathematicians: Calculus of Variations, PDEs, and ModelingBirkhäuser, 17 oct. 2015 - 353 pages This monograph presents a rigorous mathematical introduction to optimal transport as a variational problem, its use in modeling various phenomena, and its connections with partial differential equations. Its main goal is to provide the reader with the techniques necessary to understand the current research in optimal transport and the tools which are most useful for its applications. Full proofs are used to illustrate mathematical concepts and each chapter includes a section that discusses applications of optimal transport to various areas, such as economics, finance, potential games, image processing and fluid dynamics. Several topics are covered that have never been previously in books on this subject, such as the Knothe transport, the properties of functionals on measures, the Dacorogna-Moser flow, the formulation through minimal flows with prescribed divergence formulation, the case of the supremal cost, and the most classical numerical methods. Graduate students and researchers in both pure and applied mathematics interested in the problems and applications of optimal transport will find this to be an invaluable resource. |
À l'intérieur du livre
Résultats 1-5 sur 49
Page xv
... equality D T# into the PDE g.T.x// det.DT.x// D f.x/; (2) if we supposef;g and T to be regular enough and T to be injective. Yet, this equation is highly nonlinear in T, and this is one of the difficulties preventing an easy analysis of ...
... equality D T# into the PDE g.T.x// det.DT.x// D f.x/; (2) if we supposef;g and T to be regular enough and T to be injective. Yet, this equation is highly nonlinear in T, and this is one of the difficulties preventing an easy analysis of ...
Page 1
... equality min.MP/ D min.KP/. In Section 1.6, we introduce the notion of cyclical monotonicity, which allows us to prove the duality min.KP/ D sup.DP/, as well as stability results and sufficient optimality conditions. We also give an ...
... equality min.MP/ D min.KP/. In Section 1.6, we introduce the notion of cyclical monotonicity, which allows us to prove the duality min.KP/ D sup.DP/, as well as stability results and sufficient optimality conditions. We also give an ...
Page 9
... equality. The result is true (under suitable assumptions), and we will see later on how to prove it. For the moment, let us accept it as true. If we come back to the maximization over .'; /,. 2We will give a proof in this spirit in ...
... equality. The result is true (under suitable assumptions), and we will see later on how to prove it. For the moment, let us accept it as true. If we come back to the maximization over .'; /,. 2We will give a proof in this spirit in ...
Page 10
... equality is easy to see: if ' ̊ > c somewhere, then use measures concentrated on the set where this strict inequality holds, with mass tending to 1 and the integral tends to 1. This leads to the following dual optimization problem ...
... equality is easy to see: if ' ̊ > c somewhere, then use measures concentrated on the set where this strict inequality holds, with mass tending to 1 and the integral tends to 1. This leads to the following dual optimization problem ...
Page 13
... equality on spt./ is a consequence of the inequality which is valid everywhere and of ˆ ̋ ̋cdD ˆ ̋'dC ˆ ̋'c d D ˆ ̋ ̋.'.x/C'c.y//d; which implies equality -a.e. These functions being continuous, the equality is satisfied on a closed set ...
... equality on spt./ is a consequence of the inequality which is valid everywhere and of ˆ ̋ ̋cdD ˆ ̋'dC ˆ ̋'c d D ˆ ̋ ̋.'.x/C'c.y//d; which implies equality -a.e. These functions being continuous, the equality is satisfied on a closed set ...
Table des matières
1 | |
2 Onedimensional issues | 58 |
3 L1 and L theory | 87 |
4 Minimal flows | 120 |
5 Wasserstein spaces | 177 |
6 Numerical methods | 219 |
7 Functionals over probabilities | 249 |
8 Gradient flows | 285 |
Exercises | 324 |
References | 339 |
Index | 351 |
Autres éditions - Tout afficher
Optimal Transport for Applied Mathematicians: Calculus of Variations, PDEs ... Filippo Santambrogio Aucun aperçu disponible - 2016 |
Optimal Transport for Applied Mathematicians: Calculus of Variations, PDEs ... Filippo Santambrogio Aucun aperçu disponible - 2015 |
Optimal Transport for Applied Mathematicians: Calculus of Variations, PDEs ... Filippo Santambrogio Aucun aperçu disponible - 2015 |
Expressions et termes fréquents
absolutely continuous algorithm apply approximation assumption atomic barycenter boundary bounded Brenier Chapter compact compute concave condition consider constraint continuity equation continuous function convex function countable curves defined definition denote density differentiable displacement convexity domain dual duality equality equilibrium existence fact finite function f geodesic given gives gradient flow hence Hint to Ex implies inequality infimum jx yj Kantorovich potential Knothe Lebesgue Lebesgue measure Lemma linear Lipschitz continuous lower semi-continuous Lp norms mass Math metric space Monge Monge-Ampère equation monotone Moreover norm Note obtained optimal map optimal transport map optimal transport plan particles particular probability measures Proof properties Proposition prove quadratic cost regularity result Santambrogio satisfies Section semi-continuity sequence ſº solution solve strictly convex Suppose Theorem triangle inequality unique variational vector field Wasserstein distances weak convergence