Moreau-Yosida approximation and convergence of Hamiltonian systems on Wasserstein space (Q1943478)

Let \(\mathcal{M}\) be the set of Borel probability measures on \(\mathbb{R}^D\) with finite second moments equipped with the Wasserstein metric. The author studies a Hamiltonian-type evolution problem in \(\mathcal{M}\) of the form \[ \begin{cases} \frac{d}{dt}\mu_t+\nabla\cdot (\mathbb{J}v_t\mu_t)=0,\quad t\in(0,T), \\ v_t\in \partial_{-}H(\mu_t)\cap T_{\mu_t}\mathcal{M}_t,\end{cases} \] where the given function \(H:\mathcal{M}\to(-\infty, \infty]\) is referred to as a Hamiltonian and \(\mathbb{J}:\mathbb{R}^D\to\mathbb{R}^D\) is a matrix satisfying \(\mathbb{J}v\perp v\) for all \(v \in \mathbb{R}^D\). The author regularizes \(H\) using the Moreau-Yosida approximation and denotes it by \(H_{\tau}\). It is shown that solutions of the Hamiltonian system for \(H_{\tau}\) converge to a solution of the Hamiltonian system for \(H\) as \(\tau\) converges to zero. To carry out this process, sufficient conditions on \(H\) are provided.