Topics in optimal transportation

著者

    • Villani, Cédric

書誌事項

Topics in optimal transportation

Cédric Villani

(Graduate studies in mathematics, v. 58)

American Mathematical Society, 2016

Reprinted with corrections

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注記

Bibliography: p. 353-367

Includes index

内容説明・目次

内容説明

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.

目次

Preface Notation Introduction The Kantorovich duality Geometry of optimal transportation Brenier's polar factorization theorem The Monge-Ampere equation Displacement interpolation and displacement convexity Geometric and Gaussian inequalities The metric side of optimal transportation A differential point of view on optimal transportation Entropy production and transportation inequalities Problems Bibliography Table of short statements Index

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