Speaker：Jianbo Cui (The Hong Kong Polytechnic University)

Time：2024-11-11, 10:00

Location：Conference Room C503 at Administration Building at Haiyun Campus

Abstract:

We study discretizations of Hamiltonian systems on the probability density manifold equipped with the L2-Wasserstein metric. For low dimensional problems, based on discrete optimal transport theory, several Wasserstein Hamiltonian flows (WHFs) on graph are derived. They can be viewed as spatial discretizations to the original systems. By regularizing the system using Fisher information, we propose a novel regularized symplectic scheme which could preserve several desirable longtime behaviors. Furthermore, we use the coupling idea and WHF to propose a supervised learning scheme for some high-dimensional problem. If time permits, we will talk about more details on solving high-dimensional Hamilton-Jacobi equation via the density coupling and supervised learning.