Differential Forms on Wasserstein Space and Infinite-Dimensional Hamiltonian Systems


Book Description

Let $\mathcal{M}$ denote the space of probability measures on $\mathbb{R}^D$ endowed with the Wasserstein metric. A differential calculus for a certain class of absolutely continuous curves in $\mathcal{M}$ was introduced by Ambrosio, Gigli, and Savare. In this paper the authors develop a calculus for the corresponding class of differential forms on $\mathcal{M}$. In particular they prove an analogue of Green's theorem for 1-forms and show that the corresponding first cohomology group, in the sense of de Rham, vanishes. For $D=2d$ the authors then define a symplectic distribution on $\mathcal{M}$ in terms of this calculus, thus obtaining a rigorous framework for the notion of Hamiltonian systems as introduced by Ambrosio and Gangbo. Throughout the paper the authors emphasize the geometric viewpoint and the role played by certain diffeomorphism groups of $\mathbb{R}^D$.




Extended Graphical Calculus for Categorified Quantum sl(2)


Book Description

In an earlier paper, Aaron D. Lauda constructed a categorification of the Beilinson-Lusztig-MacPherson form of the quantum sl(2); here he, Khovanov, Marco Mackaay, and Marko Stosic enhance the graphical calculus he introduced to include two-morphisms between divided powers one-morphisms and their compositions. They obtain explicit diagrammatical formulas for the decomposition of products of divided powers one-morphisms as direct sums of indecomposable one-morphisms, which are in a bijection with the Lusztig canonical basis elements. Their results show that one of Lauda's main results holds when the 2-category is defined over the ring of integers rather than over a field. The study is not indexed. Annotation ©2012 Book News, Inc., Portland, OR (booknews.com).




Gradient Flows


Book Description

The book is devoted to the theory of gradient flows in the general framework of metric spaces, and in the more specific setting of the space of probability measures, which provide a surprising link between optimal transportation theory and many evolutionary PDE's related to (non)linear diffusion. Particular emphasis is given to the convergence of the implicit time discretization method and to the error estimates for this discretization, extending the well established theory in Hilbert spaces. The book is split in two main parts that can be read independently of each other.




Optimal Transport for Applied Mathematicians


Book Description

This monograph presents a rigorous mathematical introduction to optimal transport as a variational problem, its use in modeling various phenomena, and its connections with partial differential equations. Its main goal is to provide the reader with the techniques necessary to understand the current research in optimal transport and the tools which are most useful for its applications. Full proofs are used to illustrate mathematical concepts and each chapter includes a section that discusses applications of optimal transport to various areas, such as economics, finance, potential games, image processing and fluid dynamics. Several topics are covered that have never been previously in books on this subject, such as the Knothe transport, the properties of functionals on measures, the Dacorogna-Moser flow, the formulation through minimal flows with prescribed divergence formulation, the case of the supremal cost, and the most classical numerical methods. Graduate students and researchers in both pure and applied mathematics interested in the problems and applications of optimal transport will find this to be an invaluable resource.




Differentiable Measures and the Malliavin Calculus


Book Description

This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.




Self-dual Partial Differential Systems and Their Variational Principles


Book Description

This text is intended for a beginning graduate course on convexity methods for PDEs. The generality chosen by the author puts this under the classification of "functional analysis". The book contains new results and plenty of examples and exercises.




Probabilistic Theory of Mean Field Games with Applications I


Book Description

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its results to the analysis of stochastic mean field control problems. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.




The Geometry of Infinite-Dimensional Groups


Book Description

This monograph gives an overview of various classes of infinite-dimensional Lie groups and their applications in Hamiltonian mechanics, fluid dynamics, integrable systems, gauge theory, and complex geometry. The text includes many exercises and open questions.




The Stability of Matter: From Atoms to Stars


Book Description

The first edition of "The Stability of Matter: From Atoms to Stars" was sold out after a time unusually short for a selecta collection and we thought it ap propriate not just to make a reprinting but to include eight new contributionso They demonstrate that this field is still lively and keeps revealing unexpected featureso Of course, we restricted ourselves to developments in which Elliott Lieb participated and thus the heroic struggle in Thomas-Fermi theory where 7 3 5 3 the accuracy has been pushed from Z 1 to Z 1 is not includedo A rich landscape opened up after Jakob Yngvason's observation that atoms in magnetic fields also are described in suitable limits by a Thomas-Fermi-type theoryo Together with Elliott Lieb and Jan Philip Solovej it was eventually worked out that one has to distinguish 5 regionso If one takes as a dimensionless measure of the magnetic field strength B the ratio Larmor radius/Bohr radius one can compare it with N "' Z and for each of the domains 4 3 (i) B « N 1 , 4 3 (ii) B "' N 1 , 4 3 3 (iii) N 1« B « N , 3 (iv) B "' N , 3 (v) B » N a different version ofmagnetic Thomas-Fermi theory becomes exact in the limit N --+ ooo In two dimensions and a confining potential ("quantum dots") the situation is somewhat simpler, one has to distinguish only (i) B « N, (ii) B "'N,




Nonsmooth Differential Geometry-An Approach Tailored for Spaces with Ricci Curvature Bounded from Below


Book Description

The author discusses in which sense general metric measure spaces possess a first order differential structure. Building on this, spaces with Ricci curvature bounded from below a second order calculus can be developed, permitting the author to define Hessian, covariant/exterior derivatives and Ricci curvature.