Homogenisation of discrete dynamical optimal transport | 14h00-15h00
Jan Mass (IST Austria)
Many stochastic systems can be viewed as gradient flow ('steepest descent') in the space of probability measures, where the driving functional is a relative entropy and the relevant geometry is described by a dynamical optimal transport problem. In this talk we focus on these optimal transport problems and describe recent work on the limit passage from discrete to continuous.
Surprisingly, it turns out that discrete transport metrics may fail to converge to the expected limit, even when the associated gradient flows converge. We will illustrate this phenomenon in examples and present a recent homogenisation result.
This talk is based on joint work with Peter Gladbach, Eva Kopfer, and Lorenzo Portinale.
A proof of the Caffarelli contraction theorem via entropic interpolation | 15h00-16h00
Max Fathi (Université de Paris)
The Caffarelli contraction theorem states that optimal transport maps (for the quadratic cost) from a Gaussian measure onto measures that satisfy certain convexity properties are globally Lipschitz, with a dimension-free estimate. It has found many applications in probability, such as concentration and functional inequalities. In this talk, I will present an alternative proof, using entropic interpolation and variational arguments. Joint work with Nathael Gozlan and Maxime Prod'homme.
Zoom (password: lisbonwade)
The Lisbon Webinar in Analysis in Differential Equations is a joint iniciative of CAMGSD, CMAFcIO and GFM, three research centers of the University of Lisbon. It is aimed at filling the absence of face-to-face seminars and wishes to be a meeting point of mathematicians working in the field.
