On W-entropy formulas for Langevin deformations over Wasserstein space

Release time:2023-03-06Views:481

TitleOn W-entropy formulas for Langevin deformations over Wasserstein space


Speaker: Xiangdong LiAcademy of Methematics and System Science Chinese Academy of Sciences


Time:Friday, March 1015:30-16:30


Location:Tencent MeetingMeeting ID893 4129 1815


Abstract:In this talk, I will briefly review the history of optimal transport problem and Otto's Riemannian structure on the Wasserstein space of probability measures over a Riemannian manifold. Then I will introduce the Langevin deformations which interpolate the heat equation or the porous medium equation and the geodesic flow on the Wasserstein space. The W-entropy  formulas are  proved for the Langevin flows. Based on joint works with S. Li, R. Lei and Y.Z. Wang.


More information about HIT-WHU Seminar on Stochastic Analysis and Algorithms can be found here.

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