The Schroedinger problem

Description:  Schroedinger’s hot gas experiment aimed for determining the most likely evolution between two subsequent observations of a cloud of particles. Seemingly purely stochastic, this problem can be translated into a geometric language. Given a fixed functional on a Riemannian manifold, one can classically construct two canonical evolutionary processes: the associated gradient flow (a dissipative system) and Newton's equation (a Hamiltonian system). The Schroedinger problem can be viewed as a third "sibling" in this geometric family. We will discuss how to generalize this geometric problem to a more general metric space framework. Our outlook is inspired by the links between the Schroedinger problem and the Monge-Kantorovich optimal transport. Date:  2020-11-26 Speaker:  Dmitry Vorotnikov (CMUC, Univ. Coimbra) Institution:  CMUC, University of Coimbra Place:  Room 2.4 See more:   <Main>   <UC|UP MATH PhD Program>