ERC Workshop on Optimal Transportation and Applications
timetable:
Wed 13 Oct, 14:30 - 15:20, Aula Dini
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A Class of HJB PDE in Space of Measures and its Associated Compressible Euler Equations
speaker: Jin Feng (University of Kansas)abstract: We introduce a class of action integrals defined over probability measure-valued path space. We show that minimal action exists and satisfies a kind of regularized compressible Euler equation in weak sense. Moreover, we prove that both Cauchy and resolvent formulations of the associated Hamilton-Jacobi equation, in the space of probability measures, are well posed. There are two key arguments which involves relaxation and regularization in formulation of the problem. They are both rooted in questions from probability. In particular, from a large deviation theory point of view,the regularization we introduced is a natural way to define entropic solution in path space. This is a joint work with Truyen Nguyen.
timetable:
Wed 13 Oct, 14:30 - 15:20, Aula Dini
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