Topics in Optimal Transport and Nonlinear Partial Differential Equations

运输问题涉及到研究物质从一个地方到另一个地方的运动。最佳运输是研究如何准确地做到这一点，从而使运输成本尽可能地低。这是一个非常广泛的领域，有着许多应用，从城市交通网络的规划到分子运输。这个项目考虑了几个以前没有研究过的经典最优运输问题的重要推广。例如，一个需要考虑的自然问题是，如果有两个或更多实体将相同的初始质量运输到另一个位置，每个实体都有自己的成本要最小化，会发生什么情况。这是最优运输问题的“博弈论”版本。另一个问题涉及依赖时间的运输成本。这考虑了移动对象根据移动时间的不同而或多或少昂贵的各种情况。加班费或在交通拥堵期间的交通工具就属于这一类。运输问题在应用中也很重要，这里考虑的是寻求尽可能减少最坏成本(而不是一些平均成本)的问题。由于最优运输出现在许多经济、生物、工程和其他科学领域，为本项目中考虑的问题开发的数学理论可能会产生重大的实际影响。此外，该项目还将研究在图像处理和理解火焰或等离子体传播引起的锋面边界运动中出现的几个新的数学模型。最优运输问题的松弛版本涉及找到一种措施，称为“运输计划”，在运输计划已给出边际的约束下，使给定成本密度的积分最小化。这是一个单人运输问题。在这个项目中将考虑这个被广泛研究的问题的几个概括。例如，如果有两个参与者，每个参与者都有自己的成本密度，每个人都选择自己的运输计划，那么他们就通过成本密度，更重要的是，通过给定的边际联系在一起。原始问题的另一个推广是考虑依赖于时间的成本密度。当这种情况发生时，运输计划和地图也将取决于时间。另一项研究是由L这一新兴领域的问题推动的--无限最优运输，其中要最小化的成本被表示为成本函数的本质上确界，而不是成本密度的积分。博弈模型中输运映射的最优输运微分方程应该是广义的Monge-Ampere系统。动态规划依赖于时间的运输问题，也许是博弈论的运输问题，应该导致度量空间中的哈密顿-雅可比方程。建立了非零和情形下广义纳什均衡的存在性。最后，对拟凸函数研究和随机微分对策理论中出现的几个偏微分方程组模型进行了分析。用来解决这个项目中提出的问题的技术包括非线性泛函分析、博弈论和动态规划产生的非线性偏微分方程组，以及一阶和二阶偏微分方程粘性解的理论和变分的现代方法。

Transport problems involve the study of the movement of mass from one location to another. Optimal transport is the study of exactly how to do this so that the cost of transportation is the smallest it can be. This is a very broad field with many applications, from the planning of urban transportation networks to molecular transport. The present project considers several important generalizations of the classical optimal transport problem which have not been previously studied. For example, a natural question to consider is what happens if there are two or more entities transporting the same initial mass to another location, each having its own costs to minimize. This is the "game theoretic" version of the optimal transport problem. Another problem deals with time-dependent transportation costs. This considers various cases when moving objects is more or less expensive depending on the time of movement. Overtime payments or transport in congested periods fall into this category. Transport problems in which one seeks to minimize the worst possible costs (instead of some average cost) are also important in applications and are considered here. Since optimal transport arises in many economic, biological, engineering, and other scientific areas, the mathematical theory developed for the problems considered in this project could have a significant practical impact. In addition, the project will study several new mathematical models arising in image processing and in understanding the motion of frontal boundaries due to flame or plasma propagation.The relaxed version of the optimal transport problem involves finding a measure, called a "transport plan," that minimizes the integral of a given cost density, subject to the constraint that the transport plan has given marginals. This is a one-player transport problem. Several generalizations of this much studied problem will be considered in this project. For example, if there are two players, each with their own cost density and each choosing their own transport plan, then they are coupled through the cost densities and, more importantly, through the given marginals. Another generalization of the original problem is to consider cost densities that depend on time. When that happens, the transport plan and map will also depend on time. Yet another line of investigation is driven by issues in the emerging area of L-infinity optimal transport, where the cost to be minimized is represented as the essential supremum of a cost function rather than the integral of a cost density. Optimal transport differential equations for the transport maps in the game model should lead to generalized Monge-Ampere systems. Dynamic programming of the time-dependent and perhaps the game-theoretic transport problem should lead to Hamilton-Jacobi equations in measure spaces. Existence of a generalized Nash equilibrium in the non-zero-sum case will be established. Finally, several PDE models arising in the study of quasiconvex functions and in the theory of stochastic differential games will be analyzed. The techniques used to tackle the problems proposed in this project will involve nonlinear functional analysis, game theory, and nonlinear partial differential equations arising from dynamic programming, as well as the theory of viscosity solutions for first and second order partial differential equations and modern methods in the calculus of variations.