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PIMS Network-Wide Colloquium

Thu., Jan. 20, 2022 3:30 p.m.

Speaker: Benoit Perthame (Sorbonne Université)

Title: Monge-Kantorovich distance and PDEs

Registration in advance and details at:

Abstract:  The Monge transfer problem goes back to the 18th century. It consists in minimizing the transport cost of a material from a place to another (and changing the shape). Monge could not solve the problem and the next significant step was achieved 150 years later by Kantorovich who introduced the transport distance between two probability measures as well as the dual problem.

The Monge-Kantorovich distance is not easy to use for Partial Differential Equations and the method of doubling the variables is one of them. It is very intuitive in terms of stochastic processes and this provides us with a method for conservative PDEs as parabolic equations (possibly fractional), homogeneous Boltzman equation, scattering equation or porous medium equation...

Structured equations, as they appear in mathematical biology, are a particular class where the method can be used.