Analysis seminar: Karol Bołbotowski (Warsaw University of Technology & Lagrange Mathematics and Computing Research Center in Paris)

Event information

Event date
-
Event type
Public lectures, seminars and round tables
Event language
English
Event accessibility
Event space is accessible for all
Event payment
Free of charge
Event location category
Mattilanniemi

Title: Optimal grillage structures via minimal stochastic dominance and optimal transport

Abstract: It is well established that the W_1 optimal transport can be employed to characterize solutions of the Beckmann problem, where one looks for a vector-valued measure of minimal total variation with the constraint that fixes its divergence as the difference of two probabilities distributions. In turn, the Beckmann problem underlies optimal design of heat conductors.

 

I will talk about a second-order counterpart of this theory, where in the Beckmann problem we have a constraint on the double divergence. In 2D, this problem enjoys the interpretation of optimally designing a ceiling using a grillage structure. I will show that its solutions can be characterized through a new formulation where we look for a probability that dominates the data in the sense of convex order while attaining minimal variance. Afterwards, equivalent optimal transport formulations can be proposed for efficient numerical treatment.

 

Work in collaboration with Guy Bouchitté.

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