Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view (Q1998655): Difference between revisions

Summary: The defining equation \[(\ast)\quad \dot \omega_t=-F'(\omega_t)\] of a gradient flow is \textit{kinetic} in essence. This article explores some \textit{dynamical} (rather than kinetic) features of gradient flows (i) by embedding equation \((\ast)\) into the family of slowed down gradient flow equations: \( \dot \omega^{\varepsilon}_t=- \varepsilon F'( \omega^{ \varepsilon}_t)\), where \(\varepsilon > 0\), and (ii) by considering the \textit{accelerations} \(\ddot \omega^{ \varepsilon}_t\). We shall focus on Wasserstein gradient flows. Our approach is mainly heuristic. It relies on Otto calculus. A special formulation of the Schrödinger problem consists in minimizing some action on the Wasserstein space of probability measures on a Riemannian manifold subject to fixed initial and final data. We extend this action minimization problem by replacing the usual entropy, underlying the Schrödinger problem, with a general function on the Wasserstein space. The corresponding minimal cost approaches the squared Wasserstein distance when the fluctuation parameter \(\varepsilon\) tends to zero. We show heuristically that the solutions satisfy some Newton equation, extending a recent result of \textit{G. Conforti} [Probab. Theory Relat. Fields 174, No. 1--2, 1--47 (2019; Zbl 1481.60152)]. The connection with Wasserstein gradient flows is established and various inequalities, including evolutional variational inequalities and contraction inequalities under a curvature-dimension condition, are derived with a heuristic point of view. As a rigorous result we prove a new and general contraction inequality for the Schrödinger problem under a Ricci lower bound on a smooth and compact Riemannian manifold.