An Invitation to Optimal Transport, Wasserstein Distances, and Gradient Flows
Second Edition
Alessio Figalli
ETH Zürich, SwitzerlandFederico Glaudo
Institute for Advanced Study, Princeton, USA
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This book provides a self-contained introduction to optimal transport, and it is intended as a starting point for any researcher who wants to enter into this beautiful subject.
The presentation focuses on the essential topics of the theory: Kantorovich duality, existence and uniqueness of optimal transport maps, Wasserstein distances, the JKO scheme, Otto’s calculus, and Wasserstein gradient flows. At the end, a presentation of some selected applications of optimal transport is given.
Suitable for a course at the graduate level, the book also includes an appendix with a series of exercises along with their solutions. The present second edition contains a number of additions, such as a new section on the Brunn–Minkowski inequality, new exercises, and various corrections throughout the text.
For the first edition of this book, please click here.