Cookies

We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Applied Mathematics Seminars: A Gradient Flow Approach to Quantization of Measures

Presented by Mikaela Iacobelli, University of Cambridge

18 November 2016 14:00 in CM219

The problem of quantization of a d-dimension probability distribution by discrete probabilities with a given number of points can be stated as follows: given a probability density $\rho$, approximate it in the Wasserstein metric by a convex combination of a finite number N of Dirac masses. In a paper in collaboration with E. Caglioti and F. Golse we studied a gradient flow approach to this problem in one dimension. By embedding the problem in $L^2$, we find a continuous version of it that corresponds to the limit as the number of particles tends to infinity. Under some suitable regularity assumptions on the density, we prove uniform stability and quantitative convergence result for the discrete and continuous dynamics.

Contact david.bourne@durham.ac.uk for more information

This seminar series is the continuation of the Numerical Analysis Seminar series that ran until August 2016. This change of name reflects the broader interests of the Applied Mathematics group (note that the Mathematical and Theoretical Particle Physics group also has a seminar series).