401-3350-68L  Introduction to Optimal Transport

SemesterAutumn Semester 2018
LecturersA. Figalli, further speakers
Periodicitynon-recurring course
Language of instructionEnglish
CommentNumber of participants limited to 11.



Courses

NumberTitleHoursLecturers
401-3350-68 SIntroduction to Optimal Transport
Advisors: F. Glaudo and G. Franz
2 hrs
Mon10:15-12:00ETZ E 6 »
A. Figalli, further speakers

Catalogue data

AbstractIntroductory seminar about the theory of optimal transport.
Starting from Monge's and Kantorovich's statements of the optimal transport problem, we will investigate the theory of duality necessary to prove the fundamental Brenier's theorem.
After some applications, we will study the properties of the Wasserstein space and we will conclude introducing the dynamical point of view on the problem.
Objective
ContentGiven two distributions of mass, it is natural to ask ourselves what is the "best way" to transport one into the other. What are mathematically acceptable definitions of "distributions of mass" and "to transport one into the other"?
Measures are perfectly suited to play the role of the distributions of mass, whereas a map that pushes-forward one measure into the other is the equivalent of transporting the distributions. By "best way" we mean that we want to minimize the map in some norm.

The original problem of Monge is to understand whether there is an optimal map and to study its properties. In order to attack the problem we will need to relax the formulation (Kantorovich's statement) and to apply a little bit of duality theory. The main theorem we will prove in this direction is Brenier's theorem that answers positively to the existence problem of optimal maps (under certain conditions).
The Helmotz's decomposition and the isoperimetric inequality will then follow rather easily as applications of the theory.
Finally, we will see how the optimal transport problem gives a natural way to define a distance on the space of probabilities (Wasserstein distance) and we will study some of its properties.
Literature"Optimal Transport, Old and New", C. Villani
[Link]

"Optimal Transport for Applied Mathematicians", F. Santambrogio
[Link]
Prerequisites / NoticeThe students are expected to have mastered the content of the first two
years taught at ETH, especially Measure Theory.
The seminar is mainly intended for Bachelor students.

In order to obtain the 4 credit points, each student is expected to give two 1h-talks and regularly attend the seminar. Moreover some exercises will be assigned.

Further information can be found at Link

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits4 credits
ExaminersA. Figalli
Typeungraded semester performance
Language of examinationEnglish
RepetitionRepetition only possible after re-enrolling for the course unit.

Learning materials

 
Main linkInformation
Only public learning materials are listed.

Groups

No information on groups available.

Restrictions

Places11 at the most
PriorityRegistration for the course unit is until 30.12.2018 only possible for the primary target group
Primary target groupMathematics BSc (404000) starting semester 05
Mathematics MSc (437000)
Applied Mathematics MSc (437100)
Waiting listuntil 31.12.2018

Offered in

ProgrammeSectionType
Mathematics BachelorSeminarsWInformation
Mathematics MasterSeminarsWInformation