Videos

Partial Differential Equation Approach to Monge-Kantorovich

Presenter
June 10, 2014
Keywords:
  • Partial differential equation, optimal
MSC:
  • 49J20
Abstract
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.