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Optimal Transport Semester WiSe 2026 / 27
Lecturer Richard Höfer
Type of course (Veranstaltungsart) Vorlesung
German title Optimaler Transport
Contents We develop the theory of Optimal Transport, which play a fundamental role in many areas of mathematics including geometry, analysis and stochastics and has various applications in computer science and economy.
The theory goes back to the Monge formulation in the 18th century. The seminal reformulation due to Kantorovitch from the 1940s, which has been rewarded with the Nobel prize for economy, has laid thethe foundation for the modern theory of Optimal Transport.
This course gives an introduction to the theory of Optimal Transport. In particular, we analyze the Monge and the Kantorovitch formulation, we introduce Wasserstein distances as a metric on the space of probability measures that metrizes weak convergence, and we consider applications to mean field limits of interacting particle systems.
Literature Santambrogio: Wahrscheinlichkeitstheorie.
Villani: Topics in Optimal Transportation.
Villani: Optimal Transport, Old and New.
Recommended previous knowledge Linear Algebra, Analysis I-III, Introduction to probability theory.
Knowledge in Functionalanalysis and partial differential equations can be helpful but is not required
Time/Date Mo 12-14, Thu 12-14; Exercise: Tue 12-14
Location Mon: M 101, Thu: M 104; Exercise M102
Course homepage https://elearning.uni-regensburg.de/course/view.php?id=76289 (Disclaimer: Dieser Link wurde automatisch erzeugt und ist evtl. extern)
Registration- Registration for course work/examination/ECTS: FlexNow
Course work (Studienleistungen)- Successful participation in the exercise classes: 50% of the exercises
Examination (Prüfungsleistungen)- Oral exam: Duration: 30 minutes, Date: by arrangement , re-exam: Date: by arrangement
Modules BV, MV, MAngAn
ECTS 9
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