Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view

DOI10.4171/RMI/1159zbMATH Open1462.37009arXiv1806.01553OpenAlexW2999646281MaRDI QIDQ1998655FDOQ1998655

Christian Léonard, Luigia Ripani, Ivan Gentil

Publication date: 7 March 2021

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Abstract: The defining equation $(ast):dotomeg{a}_t=-F^{\prime }(omeg{a}_t),$ of a gradient flow is kinetic in essence. This article explores some dynamical (rather than kinetic) features of gradient flows (i) by embedding equation $(ast)$ into the family of slowed down gradient flow equations: $dotomeg{a}_t^{varepsilon}=-varepsilon{F}^{\prime }(omeg{a}_t^{varepsilon}),$ where $varepsilon>0$, and (ii) by considering the emph{accelerations} $ddotomeg{a}_t^{varepsilon}$. We shall focus on Wasserstein gradient flows. Our approach is mainly heuristic. It relies on Otto calculus.A special formulation of the Schr{"o}dinger 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 Schr{"o}dinger problem, with a general function of the Wasserstein space. The corresponding minimal cost approaches the squared Wasserstein distance when some fluctuation parameter tends to zero. We show heuristically that the solutions satisfy a Newton equation, extending a recent result of Conforti. The connection with Wasserstein gradient flows is established and various inequalities, including evolutional variational inequalities and contraction inequality under 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 Schr{"o}dinger problem under a Ricci lower bound on a smooth and compact Riemannian manifold.

Full work available at URL: https://arxiv.org/abs/1806.01553

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zbMATH Keywords

Wasserstein distancecurvature-dimension conditionsNewton equationOtto calculusSchrödinger problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Ricci flows (53E20) Flows related to mean curvature (53E10)

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Cited In (16)

• Regularity properties of the Schrödinger cost
• Schrödinger problem for lattice gases: a heuristic point of view
• From second-order differential geometry to stochastic geometric mechanics
• An entropic interpolation proof of the HWI inequality
• Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges
• On the variational interpretation of local logarithmic Sobolev inequalities
• Dynamical Schrödinger bridge problems on graphs
• Around the entropic talagrand inequality
• Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability
• Sobolev's inequality under a curvature-dimension condition
• The dynamical Schrödinger problem in abstract metric spaces
• Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
• A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions
• Hamilton-Jacobi equations for controlled gradient flows: the comparison principle
• Long-time behaviour of entropic interpolations
• Toward a mathematical theory of trajectory inference

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