- Optimization and Numerical Solvers
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Readings and Lectures Notes
Lecture Notes: Deterministic transport, Monge problem, Non-deterministic (probabilistic) transport, Kantorovich problem, Deterministic and Stochastic Gradient Descent, hyperbolic, parabolic, or elliptic PDEs, Explicit Runge-Kutta Methods, Symplectic Euler method, leap-frog method,