1. 일시 : 2024년 03월 29일 (금요일) 오후 4시
2. 장소 : 아산이학관 525호(수학과 세미나실I)
3. 연사 : 김영헌 교수님 (University of British Columbia)
4. 제목 : An optimal transport approach to free boundary problems
5. 요약 :
In this talk, we discuss how optimal transport, which is a theory for matching different distributions in a cost effective way, is applied to stochastic processes, then to free boundary problems. In particular,
we focus on the Stefan problem which is a free boundary problem describing the interface between water and ice. We consider the case where mass is carried by the stochastic process,
and the transportation is determined by a stopping time, a random time for stopping the process. Our approach is related to the Skorokhod problem, a classical problem in probability regarding the Brownian motion.