Partial Differential Equation Approach to Monge-Kantorovich

Tuesday, June 10, 2014 - 9:00am - 10:30am
Lind 305
Allen Tannenbaum (State University of New York, Stony Brook (SUNY))
Day 2: Using ideas from fluid dynamics, we derive a partial differential equation (pde) whose asymptotic solution solves the optimal transport problem in L2. Numerical schemes are then described allowing one to implement the pde on computer to be used in real-world applications.
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