Introduction to Optimal Transport Theory

MaRDI QIDQ3464629zbMATH OpenFDO

Authors Filippo Santambrogio

Publication date 27 January 2016

Full work available at URL https://arxiv.org/abs/1009.3856

zbMATH Keywords

linear programmingoptimal transportregularitydualitytransport equationMonge-Kantorovich problemWasserstein distancesKantorovich potentialMonge-Ampère equation

Mathematics Subject Classification ID

Linear programming (90C05) Optimality conditions and duality in mathematical programming (90C46) Variational problems in a geometric measure-theoretic setting (49Q20) Regularity of solutions in optimal control (49N60) Monge-Ampère equations (35J96) Duality theory (optimization) (49N15)

Abstract: These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures endowed with the distances $W_p$ induced by optimal transport are detailed. The key tools to put in relation optimal transport and PDEs are provided.

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(3)

• Darcy's law with a source term
• A few remarks on the transport-Stokes system
• Learning generative neural networks with physics knowledge

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