An invitation to optimal transport. Wasserstein distances, and gradient flows (Q6116725)
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scientific article; zbMATH DE number 7713911
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English | An invitation to optimal transport. Wasserstein distances, and gradient flows |
scientific article; zbMATH DE number 7713911 |
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An invitation to optimal transport. Wasserstein distances, and gradient flows (English)
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18 July 2023
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This is the second edition of a graduate text which gives an introduction to optimal transport theory. The first chapter gives an introduction of the historical roots of optimal transport, with the work of Gaspard Monge and Leonid Kantorovich. Moreover the basic notions of measure theory and Riemannian Geometry are presented. Finally some examples of transport maps are presented. Chapter 2 presents the core of optimal transport theory, as the solution of Kantorovich's problem for general costs and the solution of the Monge's problem for suitable costs. Other applications are presented, as the polar decomposition and an application to the Euler equation of fluid dynamics. Chapter 3 presents some connections between optimal transport, gradient flows and partial differential equations. The Wasserstein distances and gradient flows in Hilbert spaces are introduced. Then the authors show that the gradient flow of the entropy functional in the Wasserstein space coincides with the heat equation, following the seminal approach of Jordan, Kinderlehrer and Otto. Chapter 4 is devoted to an analysis of optimal transport from the differential point of view, in particular some several important partial differential equations are interpreted as gradient flows with respect to the 2-Wasserstein distance. The last Chapter 5 presents some further reading on optimal transport for the readers. The book contains also two appendices, Appendix A, which presents some exercises on optimal transport, and Appendix B, in which the authors give a sketch of the proof of a disintegration theorem, remanding to a book by Luigi Ambrosio, Nicola Fusco e Diego Pallara for a complete proof. For the first edition of the book, see [\textit{A. Figalli} and \textit{F. Glaudo}, An invitation to optimal transport, Wasserstein distances, and gradient flows. Berlin: European Mathematical Society (EMS) (2021; Zbl 1472.49001)].
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optimal transport
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Wasserstein distance
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duality
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gradient flows
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measure theory
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displacement convexity
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