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Department of Mathematics,
University of California San Diego

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Math 288 - Probability and Statistics Seminar

Weian Zheng

University of California, Irvine

Monge-Kantorovich Problem

Abstract:

We use a simple probability method to transform the celebrated Monge-Kantorovich problem in a bounded region of Euclidean plane into a Dirichlet boundary problem associated to a quasi-linear elliptic equation with 0-order term missing in its diffusion coefficients. Thus, we are also able to give a probability approach to the famous Monge-Ampere equation, which is known to be associated to the above problem.

Host: Bruce Driver

October 8, 2009

10:00 AM

AP&M 6402

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