Mon, 10 Oct 2022
16:30 - 17:30
Franca Hoffmann
Hausdorff Center for Mathematics

*** Cancelled *** We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the current distribution. Such transport metrics arise naturally in mean field limits of recent Ensemble Kalman methods for inverse problems. We show how the transport problem splits into two separate minimisation problems: one for the evolution of mean and covariance of the interpolating curve, and one for its shape. The latter consists in minimising the usual Wasserstein length under the constraint of maintaining fixed mean and covariance along the interpolation. We analyse the geometry induced by this modulated transport distance on the space of probabilities, as well as the dynamics of the associated gradient flows. This is joint work of Martin Burger, Matthias Erbar, Daniel Matthes and André Schlichting.

Please contact us for feedback and comments about this page. Last updated on 09 Oct 2022 10:45.