Optimal Transport for Applied Mathematicians (eBook, PDF)

Optimal Transport for Applied Mathematicians (eBook, PDF)

Calculus of Variations, PDEs, and Modeling

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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 pr...

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