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DCL Seminar: Tryphon Georgiou - Monge-Kantorovich Optimal Mass Transport and the Schrödinger Bridge Problem

Event Type
Seminar/Symposium
Sponsor
Decision and Control Laboratory, Coordinated Science Laboratory
Location
CSL Auditorium, Room B02
Date
Feb 17, 2016   3:00 pm  
Speaker
Tryphon Georgiou, Ph.D.University of Minnesota
Contact
Linda Meccoli
E-Mail
lmeccoli@illinois.edu
Phone
217-333-9449
Views
91
Originating Calendar
CSL Decision and Control Group

Decision and Control Lecture Series

Coordinated Science Laboratory

 

“Monge-Kantorovich Optimal Mass Transport and

the Schrödinger Bridge Problem”

 

Tryphon Georgiou, Ph.D.

University of Minnesota
 

Wednesday, February 17, 2016

3:00 p.m. to 4:00 p.m.

CSL Auditorium (B02)

____________________________________________________________________________________________________________________________________________________________________

 

“Monge-Kantorovich Optimal Mass Transport and

the Schrödinger Bridge Problem” 

 

Abstract:

We will discuss two problems with a long history and a timely presence. Optimal mass transport (OMT) was posed as a problem in 1871 by Gaspar Monge. It provides a natural geometry for interpolating distributions (displacement interpolation) and for modeling flows. As such it has been the cornerstone of many recent developments in physics, probability theory, and image processing. The Schrödinger bridge problem (SBP) was posed by Erwin Schrödinger in 1931, in an attempt to provide a classical interpretation of quantum mechanics. It is rooted in statistical mechanics and large deviations theory, and provides an alternative model for flows of the distribution of particles (entropic interpolation -Schrödinger bridge). We will explain the relation between the two problems, their practical relevance in the control of particles, ensembles, thermal noise, time-series analysis, images interpolation, etc., and we will present a computational approach based on the Hilbert metric.

 

The talk is based on joint work with Yongxin Chen (Mechanical Engineering, University of Minnesota) and Michele Pavon (Department of Mathematics, University of Padova).

 

Bio:

Tryphon T. Georgiou received the Diploma in Mechanical and Electrical Engineering from the National Technical University of Athens, Greece, in 1979, and the Ph.D. degree from the University of Florida, Gainesville, in 1983. He served on the faculty of Florida Atlantic and Iowa State universities before joining the University of Minnesota in 1989. He is currently a Professor in Electrical and Computer Engineering and the Vincentine Hermes-Luh chair. He is a co-recipient of three George Axelby Outstanding Paper awards by the IEEE Control Systems Society, for the years 1992, 1999, and 2003. In 1992 and in 1999 he received the award both times for joint work with Malcolm C. Smith (Cambridge University, U.K.), and in 2003 for joint work with Chris Byrnes (Washington University, St. Louis) and Anders Lindquist (KTH, Stockholm). He is a Fellow of the Institute of Electrical and Electronic Engineers (IEEE) and a Foreign Member of the Royal Swedish Academy of Engineering Sciences (IVA).

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