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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.
Calculus --- Operations Research --- Mathematics --- Civil & Environmental Engineering --- Physical Sciences & Mathematics --- Engineering & Applied Sciences --- Mathematics. --- Measure theory. --- Differential equations. --- Partial differential equations. --- Calculus of variations. --- Calculus of Variations and Optimal Control; Optimization. --- Ordinary Differential Equations. --- Partial Differential Equations. --- Measure and Integration. --- Mathematical optimization. --- Differential Equations. --- Differential equations, partial. --- Partial differential equations --- 517.91 Differential equations --- Differential equations --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Math --- Science --- Differential equations, Partial. --- Lebesgue measure --- Measurable sets --- Measure of a set --- Algebraic topology --- Integrals, Generalized --- Measure algebras --- Rings (Algebra) --- Isoperimetrical problems --- Variations, Calculus of
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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.
Functional analysis --- Partial differential equations --- Differential equations --- Numerical methods of optimisation --- Measuring methods in physics --- Mathematical physics --- differentiaalvergelijkingen --- analyse (wiskunde) --- meettechniek --- kansrekening --- optimalisatie
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This book provides an introduction to the broad topic of the calculus of variations. It addresses the most natural questions on variational problems and the mathematical complexities they present. Beginning with the scientific modeling that motivates the subject, the book then tackles mathematical questions such as the existence and uniqueness of solutions, their characterization in terms of partial differential equations, and their regularity. It includes both classical and recent results on one-dimensional variational problems, as well as the adaptation to the multi-dimensional case. Here, convexity plays an important role in establishing semi-continuity results and connections with techniques from optimization, and convex duality is even used to produce regularity results. This is then followed by the more classical Hölder regularity theory for elliptic PDEs and some geometric variational problems on sets, including the isoperimetric inequality and the Steiner tree problem. The book concludes with a chapter on the limits of sequences of variational problems, expressed in terms of Γ-convergence. While primarily designed for master's-level and advanced courses, this textbook, based on its author's instructional experience, also offers original insights that may be of interest to PhD students and researchers. A foundational understanding of measure theory and functional analysis is required, but all the essential concepts are reiterated throughout the book using special memo-boxes.
Mathematical optimization. --- Calculus of variations. --- Functional analysis. --- Differential equations. --- Calculus of Variations and Optimization. --- Functional Analysis. --- Differential Equations. --- Anàlisi funcional --- Optimització matemàtica --- Equacions diferencials funcionals --- Càlcul de variacions
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Functional analysis --- Differential equations --- Numerical methods of optimisation --- Operational research. Game theory --- differentiaalvergelijkingen --- analyse (wiskunde) --- functies (wiskunde) --- wiskunde --- kansrekening --- optimalisatie
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Mathematical analysis --- Numerical methods of optimisation --- Operational research. Game theory --- Probability theory --- Mathematics --- Computer. Automation --- Recreation. Games. Sports. Corp. expression --- analyse (wiskunde) --- waarschijnlijkheidstheorie --- computers --- spellen --- wiskunde
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This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main features of mean-field game theory, the volume offers an overview of recent developments which explore several important directions: from partial differential equations to stochastic analysis, from the calculus of variations to modeling and aspects related to numerical methods. Arising from the CIME Summer School "Mean Field Games" held in Cetraro in 2019, this book collects together lecture notes prepared by Y. Achdou (with M. Laurière), P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio. These notes will be valuable for researchers and advanced graduate students who wish to approach this theory and explore its connections with several different fields in mathematics.
Mathematical analysis --- Numerical methods of optimisation --- Operational research. Game theory --- Probability theory --- Mathematics --- Computer. Automation --- Recreation. Games. Sports. Corp. expression --- analyse (wiskunde) --- waarschijnlijkheidstheorie --- computers --- spellen --- wiskunde
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By discussing topics such as shape representations, relaxation theory and optimal transport, trends and synergies of mathematical tools required for optimization of geometry and topology of shapes are explored. Furthermore, applications in science and engineering, including economics, social sciences, biology, physics and image processing are covered. ContentsPart I Geometric issues in PDE problems related to the infinity Laplace operator Solution of free boundary problems in the presence of geometric uncertainties Distributed and boundary control problems for the semidiscrete Cahn-Hilliard/Navier-Stokes system with nonsmooth Ginzburg-Landau energies High-order topological expansions for Helmholtz problems in 2D On a new phase field model for the approximation of interfacial energies of multiphase systems Optimization of eigenvalues and eigenmodes by using the adjoint method Discrete varifolds and surface approximation Part II Weak Monge-Ampere solutions of the semi-discrete optimal transportation problem Optimal transportation theory with repulsive costs Wardrop equilibria: long-term variant, degenerate anisotropic PDEs and numerical approximations On the Lagrangian branched transport model and the equivalence with its Eulerian formulation On some nonlinear evolution systems which are perturbations of Wasserstein gradient flows Pressureless Euler equations with maximal density constraint: a time-splitting scheme Convergence of a fully discrete variational scheme for a thin-film equatio Interpretation of finite volume discretization schemes for the Fokker-Planck equation as gradient flows for the discrete Wasserstein distance
Mathematical optimization. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Shape representations. --- optimal transport. --- relaxation theory. --- shape optimization.
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