Simone Di Marino

2papers

2 Papers

APDec 1, 2015
Optimal Transportation Theory with Repulsive Costs

Simone Di Marino, Augusto Gerolin, Luca Nenna

This paper intents to present the state of art and recent developments of the optimal transportation theory with many marginals for a class of repulsive cost functions. We introduce some aspects of the Density Functional Theory (DFT) from a mathematical point of view, and revisit the theory of optimal transport from its perspective. Moreover, in the last three sections, we describe some recent and new theoretical and numerical results obtained for the Coulomb cost, the repulsive harmonic cost and the determinant cost.

OCMar 29, 2019
An entropy minimization approach to second-order variational mean-field games

Jean-David Benamou, Guillaume Carlier, Simone Di Marino et al.

We propose a new viewpoint on variational mean-field games with diffusion and quadratic Hamiltonian. We show the equivalence of such mean-field games with a relative entropy minimization at the level of probabilities on curves. We also address the time-discretization of such problems, establish $Γ$-convergence results as the time step vanishes and propose an efficient algorithm relying on this entropic interpretation as well as on the Sinkhorn scaling algorithm.