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Dynamic and stochastic propagation of Brenier’s optimal mass transport Barton, Alistair
Abstract
I present analysis of how the mass transports that optimize the inner product cost---considered by Y. Brenier---propagate in time along a given Lagrangian in both deterministic and stochastic settings. While for the minimizing transports one may easily obtain Hopf-Lax formulas on Wasserstein space by inf-convolution, this is not the case for the maximizing transports, which are sup-inf problems. In this case, we assume that the Lagrangian is jointly convex on phase space, which allow us to use Bolza-type duality, a well known phenomenon in the deterministic case but, as far as I know, novel in the stochastic case. Hopf-Lax formulas help relate optimal ballistic transports to those associated with the dynamic fixed-end transports studied by Bernard-Buffoni and Fathi-Figalli in the deterministic case, and by Mikami-Thieullen in the stochastic setting.
Item Metadata
Title |
Dynamic and stochastic propagation of Brenier’s optimal mass transport
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Creator | |
Publisher |
University of British Columbia
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Date Issued |
2018
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Description |
I present analysis of how the mass transports that optimize the inner product cost---considered by Y. Brenier---propagate in time along a given Lagrangian in both deterministic and stochastic settings. While for the minimizing transports one may easily obtain Hopf-Lax formulas on Wasserstein space by inf-convolution, this is not the case for the maximizing transports, which are sup-inf problems. In this case, we assume that the Lagrangian is jointly convex on phase space, which allow us to use Bolza-type duality, a well known phenomenon in the deterministic case but, as far as I know, novel in the stochastic case. Hopf-Lax formulas help relate optimal ballistic transports to those associated with the dynamic fixed-end transports studied by Bernard-Buffoni and Fathi-Figalli in the deterministic case, and by Mikami-Thieullen in the stochastic setting.
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Genre | |
Type | |
Language |
eng
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Date Available |
2018-04-25
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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DOI |
10.14288/1.0365998
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URI | |
Degree | |
Program | |
Affiliation | |
Degree Grantor |
University of British Columbia
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Graduation Date |
2018-09
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Campus | |
Scholarly Level |
Graduate
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Rights URI | |
Aggregated Source Repository |
DSpace
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Rights
Attribution-NonCommercial-NoDerivatives 4.0 International