Optimal Transport
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| Author | : Gabriel Peyre |
| Publisher | : Foundations and Trends(r) in M |
| Total Pages | : 272 |
| Release | : 2019-02-12 |
| Genre | : Computers |
| ISBN | : 9781680835502 |
The goal of Optimal Transport (OT) is to define geometric tools that are useful to compare probability distributions. Their use dates back to 1781. Recent years have witnessed a new revolution in the spread of OT, thanks to the emergence of approximate solvers that can scale to sizes and dimensions that are relevant to data sciences. Thanks to this newfound scalability, OT is being increasingly used to unlock various problems in imaging sciences (such as color or texture processing), computer vision and graphics (for shape manipulation) or machine learning (for regression, classification and density fitting). This monograph reviews OT with a bias toward numerical methods and their applications in data sciences, and sheds lights on the theoretical properties of OT that make it particularly useful for some of these applications. Computational Optimal Transport presents an overview of the main theoretical insights that support the practical effectiveness of OT before explaining how to turn these insights into fast computational schemes. Written for readers at all levels, the authors provide descriptions of foundational theory at two-levels. Generally accessible to all readers, more advanced readers can read the specially identified more general mathematical expositions of optimal transport tailored for discrete measures. Furthermore, several chapters deal with the interplay between continuous and discrete measures, and are thus targeting a more mathematically-inclined audience. This monograph will be a valuable reference for researchers and students wishing to get a thorough understanding of Computational Optimal Transport, a mathematical gem at the interface of probability, analysis and optimization.
| Author | : Cédric Villani |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 970 |
| Release | : 2008-10-26 |
| Genre | : Mathematics |
| ISBN | : 3540710507 |
At the close of the 1980s, the independent contributions of Yann Brenier, Mike Cullen and John Mather launched a revolution in the venerable field of optimal transport founded by G. Monge in the 18th century, which has made breathtaking forays into various other domains of mathematics ever since. The author presents a broad overview of this area, supplying complete and self-contained proofs of all the fundamental results of the theory of optimal transport at the appropriate level of generality. Thus, the book encompasses the broad spectrum ranging from basic theory to the most recent research results. PhD students or researchers can read the entire book without any prior knowledge of the field. A comprehensive bibliography with notes that extensively discuss the existing literature underlines the book’s value as a most welcome reference text on this subject.
| Author | : Cédric Villani |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 370 |
| Release | : 2021-08-25 |
| Genre | : Education |
| ISBN | : 1470467267 |
This is the first comprehensive introduction to the theory of mass transportation with its many—and sometimes unexpected—applications. In a novel approach to the subject, the book both surveys the topic and includes a chapter of problems, making it a particularly useful graduate textbook. In 1781, Gaspard Monge defined the problem of “optimal transportation” (or the transferring of mass with the least possible amount of work), with applications to engineering in mind. In 1942, Leonid Kantorovich applied the newborn machinery of linear programming to Monge's problem, with applications to economics in mind. In 1987, Yann Brenier used optimal transportation to prove a new projection theorem on the set of measure preserving maps, with applications to fluid mechanics in mind. Each of these contributions marked the beginning of a whole mathematical theory, with many unexpected ramifications. Nowadays, the Monge-Kantorovich problem is used and studied by researchers from extremely diverse horizons, including probability theory, functional analysis, isoperimetry, partial differential equations, and even meteorology. Originating from a graduate course, the present volume is intended for graduate students and researchers, covering both theory and applications. Readers are only assumed to be familiar with the basics of measure theory and functional analysis.
| Author | : Luigi Ambrosio |
| Publisher | : Springer Nature |
| Total Pages | : 250 |
| Release | : 2021-07-22 |
| Genre | : Mathematics |
| ISBN | : 3030721620 |
This textbook is addressed to PhD or senior undergraduate students in mathematics, with interests in analysis, calculus of variations, probability and optimal transport. It originated from the teaching experience of the first author in the Scuola Normale Superiore, where a course on optimal transport and its applications has been given many times during the last 20 years. The topics and the tools were chosen at a sufficiently general and advanced level so that the student or scholar interested in a more specific theme would gain from the book the necessary background to explore it. After a large and detailed introduction to classical theory, more specific attention is devoted to applications to geometric and functional inequalities and to partial differential equations.
| Author | : Filippo Santambrogio |
| Publisher | : Birkhäuser |
| Total Pages | : 376 |
| Release | : 2015-10-17 |
| Genre | : Mathematics |
| ISBN | : 3319208284 |
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.
| Author | : Marc Bernot |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 204 |
| Release | : 2009 |
| Genre | : Business & Economics |
| ISBN | : 3540693149 |
The transportation problem can be formalized as the problem of finding the optimal way to transport a given measure into another with the same mass. In contrast to the Monge-Kantorovitch problem, recent approaches model the branched structure of such supply networks as minima of an energy functional whose essential feature is to favour wide roads. Such a branched structure is observable in ground transportation networks, in draining and irrigation systems, in electrical power supply systems and in natural counterparts such as blood vessels or the branches of trees. These lectures provide mathematical proof of several existence, structure and regularity properties empirically observed in transportation networks. The link with previous discrete physical models of irrigation and erosion models in geomorphology and with discrete telecommunication and transportation models is discussed. It will be mathematically proven that the majority fit in the simple model sketched in this volume.
| Author | : Gershon Wolansky |
| Publisher | : Walter de Gruyter GmbH & Co KG |
| Total Pages | : 235 |
| Release | : 2021-01-18 |
| Genre | : Mathematics |
| ISBN | : 3110633175 |
The series is devoted to the publication of high-level monographs which cover the whole spectrum of current nonlinear analysis and applications in various fields, such as optimization, control theory, systems theory, mechanics, engineering, and other sciences. One of its main objectives is to make available to the professional community expositions of results and foundations of methods that play an important role in both the theory and applications of nonlinear analysis. Contributions which are on the borderline of nonlinear analysis and related fields and which stimulate further research at the crossroads of these areas are particularly welcome. Editor-in-Chief J rgen Appell, W rzburg, Germany Honorary and Advisory Editors Catherine Bandle, Basel, Switzerland Alain Bensoussan, Richardson, Texas, USA Avner Friedman, Columbus, Ohio, USA Umberto Mosco, Worcester, Massachusetts, USA Louis Nirenberg, New York, USA Alfonso Vignoli, Rome, Italy Editorial Board Manuel del Pino, Bath, UK, and Santiago, Chile Mikio Kato, Nagano, Japan Wojciech Kryszewski, Toruń, Poland Vicenţiu D. Rădulescu, Krak w, Poland Simeon Reich, Haifa, Israel Please submit book proposals to J rgen Appell. Titles in planning include Lucio Damascelli and Filomena Pacella, Morse Index of Solutions of Nonlinear Elliptic Equations (2019) Tomasz W. Dlotko and Yejuan Wang, Critical Parabolic-Type Problems (2019) Rafael Ortega, Periodic Differential Equations in the Plane: A Topological Perspective (2019) Ireneo Peral Alonso and Fernando Soria, Elliptic and Parabolic Equations Involving the Hardy-Leray Potential (2020) Cyril Tintarev, Profile Decompositions and Cocompactness: Functional-Analytic Theory of Concentration Compactness (2020) Takashi Suzuki, Semilinear Elliptic Equations: Classical and Modern Theories (2021)
| Author | : Ludovic Rifford |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 146 |
| Release | : 2014-04-03 |
| Genre | : Mathematics |
| ISBN | : 331904804X |
The book provides an introduction to sub-Riemannian geometry and optimal transport and presents some of the recent progress in these two fields. The text is completely self-contained: the linear discussion, containing all the proofs of the stated results, leads the reader step by step from the notion of distribution at the very beginning to the existence of optimal transport maps for Lipschitz sub-Riemannian structure. The combination of geometry presented from an analytic point of view and of optimal transport, makes the book interesting for a very large community. This set of notes grew from a series of lectures given by the author during a CIMPA school in Beirut, Lebanon.
| Author | : Alfred Galichon |
| Publisher | : Princeton University Press |
| Total Pages | : 184 |
| Release | : 2018-08-14 |
| Genre | : Business & Economics |
| ISBN | : 0691183465 |
Optimal Transport Methods in Economics is the first textbook on the subject written especially for students and researchers in economics. Optimal transport theory is used widely to solve problems in mathematics and some areas of the sciences, but it can also be used to understand a range of problems in applied economics, such as the matching between job seekers and jobs, the determinants of real estate prices, and the formation of matrimonial unions. This is the first text to develop clear applications of optimal transport to economic modeling, statistics, and econometrics. It covers the basic results of the theory as well as their relations to linear programming, network flow problems, convex analysis, and computational geometry. Emphasizing computational methods, it also includes programming examples that provide details on implementation. Applications include discrete choice models, models of differential demand, and quantile-based statistical estimation methods, as well as asset pricing models. Authoritative and accessible, Optimal Transport Methods in Economics also features numerous exercises throughout that help you develop your mathematical agility, deepen your computational skills, and strengthen your economic intuition. The first introduction to the subject written especially for economists Includes programming examples Features numerous exercises throughout Ideal for students and researchers alike
| Author | : Pierre Henry-Labordere |
| Publisher | : CRC Press |
| Total Pages | : 190 |
| Release | : 2017-05-25 |
| Genre | : Mathematics |
| ISBN | : 1351666231 |
Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author gives an overview of Martingale Optimal Transport, highlighting the differences between the optimal transport and its martingale counterpart. This topic is then discussed in the context of mathematical finance.
