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Room P3.10, Mathematics Building
Léonard Monsaingeon, Instituto Superior Técnico
(Sticky) optimal transport and diffusion
In this talk I will review the 1998 Jordan-Kinderlehrer-Otto interpretation of Fokker-Planck equations as a Wasserstein gradient flow in the space of probability measures, based on optimal transport theory. I will also discuss the corresponding derivation of microscopic-to-macroscopic dissipation, in the language of large deviation and short time limits. This provides a somehow canonical recipee to study vatiational structures for diffusion processes.
If time permits I will also discuss a counter-example to this general idea, based on the so-called (reflected) Sticky Brownian Motion SBM.
Based on joint works with JB Casteras, L. Nenna and F. Santambrogio.