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 36
Page viii
... metric measure spaces. The other reference book is the one by L. Ambrosio, N. Gigli, and G. Savaré [15], devoted to the study of gradient flow evolution in metric space and in particular in the Wasserstein space of probability measures ...
... metric measure spaces. The other reference book is the one by L. Ambrosio, N. Gigli, and G. Savaré [15], devoted to the study of gradient flow evolution in metric space and in particular in the Wasserstein space of probability measures ...
Page xviii
... space Wp of probability measures endowed with the distance Wp also received ... metric theory of gradient flows developed in the reference book [15] and ... metric measure spaces, where this convexity property was chosen as a definition ...
... space Wp of probability measures endowed with the distance Wp also received ... metric theory of gradient flows developed in the reference book [15] and ... metric measure spaces, where this convexity property was chosen as a definition ...
Page xxvi
... space onto its components. • AC. ̋/ (or C, if there is no ambiguity): the space of absolutely continuous curves ... metric spaces are usually called X. • X is typically an abstract Banach space. • is usually a vector function (often a ...
... space onto its components. • AC. ̋/ (or C, if there is no ambiguity): the space of absolutely continuous curves ... metric spaces are usually called X. • X is typically an abstract Banach space. • is usually a vector function (often a ...
Page 1
... space Y. In general, X and Y can be complete and separable metric spaces, but soon we will focus on the case where they are the same subset ̋ Rd (often compact). The cost function c W XY ! Œ0;C1 will be assumed to be continuous or semi ...
... space Y. In general, X and Y can be complete and separable metric spaces, but soon we will focus on the case where they are the same subset ̋ Rd (often compact). The cost function c W XY ! Œ0;C1 will be assumed to be continuous or semi ...
Page 3
... metric space X, a function f W X ! R [ fC1g is said to be lower semi-continuous (l.s.c. in short) if for every sequence xn ! x we have f.x/ Ä lim infn f.xn/. Definition. A metric space X is said to be compact if from any sequence xn, we ...
... metric space X, a function f W X ! R [ fC1g is said to be lower semi-continuous (l.s.c. in short) if for every sequence xn ! x we have f.x/ Ä lim infn f.xn/. Definition. A metric space X is said to be compact if from any sequence xn, we ...
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