Numerical methods for multi-marginal optimal transportation


Luca Nenna




03 de Dezembro de 2020, às 16h

In this talk I will introduce Optimal Transport problem (OT) and its generalization to the multi-marginal case (MMOT). In particular I will show how to solve numerically these problems by means of the entropic regularization. I will finally discuss some applications arising in Economy (Matching for teams problems), mathematical physics (incompressible Euler equations and Density functional Theory), statistics (Wasserstein barycenters).

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Luca Nenna is a maître de conférences (:= tenured associate professor) in the department of Mathematics at Paris-Saclay University and also a member of the ERC team MDFT and the ANR MAGA. Before that, he was a CNRS post-doc under the supervision of Mathieu Lewin. In December 2016 he completed his Ph.D. under the supervision of Jean-David Benamou and Guillaume Carlier at Université Paris-Dauphine. His research interests are Optimal Transport, Mathematical Physics Mathematical Economics and Numerical Analysis.