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Optimal Transport for Applied Mathem...
~
Santambrogio, Filippo.
Optimal Transport for Applied Mathematicians = Calculus of Variations, PDEs, and Modeling /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Optimal Transport for Applied Mathematicians/ by Filippo Santambrogio.
Reminder of title:
Calculus of Variations, PDEs, and Modeling /
Author:
Santambrogio, Filippo.
Description:
XXVII, 353 p. 30 illus., 19 illus. in color.online resource. :
Contained By:
Springer Nature eBook
Subject:
Calculus of variations. -
Online resource:
https://doi.org/10.1007/978-3-319-20828-2
ISBN:
9783319208282
Optimal Transport for Applied Mathematicians = Calculus of Variations, PDEs, and Modeling /
Santambrogio, Filippo.
Optimal Transport for Applied Mathematicians
Calculus of Variations, PDEs, and Modeling /[electronic resource] :by Filippo Santambrogio. - 1st ed. 2015. - XXVII, 353 p. 30 illus., 19 illus. in color.online resource. - Progress in Nonlinear Differential Equations and Their Applications,871421-1750 ;. - Progress in Nonlinear Differential Equations and Their Applications,87.
Preface -- Primal and Dual Problems -- One-Dimensional Issues -- L^1 and L^infinity Theory -- Minimal Flows -- Wasserstein Spaces -- Numerical Methods -- Functionals over Probabilities -- Gradient Flows -- Exercises -- References -- Index. .
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.
ISBN: 9783319208282
Standard No.: 10.1007/978-3-319-20828-2doiSubjects--Topical Terms:
527927
Calculus of variations.
LC Class. No.: QA315-316
Dewey Class. No.: 515.64
Optimal Transport for Applied Mathematicians = Calculus of Variations, PDEs, and Modeling /
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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.
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