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

DOI10.4171/RMI/1159MaRDI QIDQ1998655zbMATHOpenAlexFDO

Authors Ivan Gentil, Luigia Ripani, Christian Léonard

Publication date 7 March 2021

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

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

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)

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.

Recommendations

• The dynamical Schrödinger problem in abstract metric spaces
• Extremal flows in Wasserstein space
• An optimal transport view of Schrödinger's equation
• Regularity properties of the Schrödinger cost
• Wasserstein space over the Wiener space

Cites work

• scientific article; zbMATH DE number 4080537 (Why is no real title available?)
• scientific article; zbMATH DE number 1181255 (Why is no real title available?)
• scientific article; zbMATH DE number 2022585 (Why is no real title available?)
• scientific article; zbMATH DE number 3001084 (Why is no real title available?)
• scientific article; zbMATH DE number 3009260 (Why is no real title available?)
• scientific article; zbMATH DE number 3894218 (Why is no real title available?)
• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• A survey of the Schrödinger problem and some of its connections with optimal transport
• About the analogy between optimal transport and minimal entropy
• An automorphism of product measures
• An optimal transport view of Schrödinger's equation
• Analysis and geometry of Markov diffusion operators
• Convexity and regularity properties for entropic interpolations
• Dimensional contraction in Wasserstein distance for diffusion semigroups on a Riemannian manifold
• Dimensional contraction via Markov transportation distance
• Dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities
• Duality theorem for the stochastic optimal control problem
• Equivalence between dimensional contractions in Wasserstein distance and the curvature-dimension condition
• Eulerian Calculus for the Contraction in the Wasserstein Distance
• Eulerian Calculus for the Displacement Convexity in the Wasserstein Distance
• Existence and uniqueness of monotone measure-preserving maps
• Existence of a solution to an equation arising from the theory of mean field games
• From the Schrödinger problem to the Monge-Kantorovich problem
• Gradient flows in metric spaces and in the space of probability measures
• Hamilton-Jacobi equations in space of measures associated with a system of conservation laws
• Hamilton-Jacobi equations in the Wasserstein space
• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus
• Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
• On Harnack inequalities and optimal transportation
• On a class of first order Hamilton-Jacobi equations in metric spaces
• On the convexity of the entropy along entropic interpolations
• On the equivalence of the entropic curvature-dimension condition and Bochner's inequality on metric measure spaces
• On the geometry of metric measure spaces. II
• On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
• Optimal Transport
• Reciprocal diffusions in flat space
• Ricci curvature for metric-measure spaces via optimal transport
• Second order analysis on \((\mathcal P_{2}(M),W_{2})\)
• Second order stochastic differential equations and non-Gaussian reciprocal diffusions
• Space-time Wasserstein controls and Bakry-Ledoux type gradient estimates
• Symmetries in the stochastic calculus of variations
• THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
• The Markov processes of Schr�dinger
• The Variational Formulation of the Fokker--Planck Equation
• The Wasserstein gradient flow of the Fisher information and the quantum drift-diffusion equation
• Transport inequalities, gradient estimates, entropy and Ricci curvature
• Value functions in the Wasserstein spaces: finite time horizons

Cited in

(19)

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

This page was built for publication: Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1998655)