Second order differentiation formula on RCD^*(K,N) spaces

DOI10.4171/JEMS/1042MaRDI QIDQ2031680zbMATH OpenFDO

Authors Nicola Gigli, Luca Tamanini

Publication date 10 June 2021

Published in Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.02463

zbMATH Keywords

entropic interpolationmetric geometryoptimal transportRCD spacesSchrödinger problem

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal transportation (49Q22) Geodesics in global differential geometry (53C22) Global geometric and topological methods (à la Gromov); differential geometric analysis on metric spaces (53C23)

Abstract: Aim of this paper is to prove the second order differentiation formula for $H^{2,2}$ functions along geodesics in $RC{D}^{\ast }(K,N)$ spaces with $N<infty$. This formula is new even in the context of Alexandrov spaces, where second order differentiation is typically related to semiconvexity. We establish this result by showing that $W_2$-geodesics can be approximated up to second order, in a sense which we shall make precise, by entropic interpolation. In turn this is achieved by proving new, even in the smooth setting, estimates concerning entropic interpolations which we believe are interesting on their own. In particular we obtain: - equiboundedness of the densities along the entropic interpolations, - local equi-Lipschitz continuity of the Schr"odinger potentials, - a uniform weighted $L^2$ control of the Hessian of such potentials. Finally, the techniques adopted in this paper can be used to show that in the $RCD$ setting the viscous solution of the Hamilton-Jacobi equation can be obtained via a vanishing viscosity method, in accordance with the smooth case. With respect to a previous version, where the space was assumed to be compact, in this paper the second order differentiation formula is proved in full generality.

Review text

\(\mathsf{RCD}^{*}(K,N)\) spaces, \(K\in \mathbb{R}\), \(N<\infty\), are metric measure spaces with a synthetic notion of Ricci curvature bounded from below by \(K\) and dimension bounded from above by \(N\). In [\textit{N. Gigli}, Nonsmooth differential geometry -- an approach tailored for spaces with Ricci curvature bounded from below. Providence, RI: American Mathematical Society (AMS) (2018; Zbl 1404.53056)] a second-order calculus on \(\mathsf{RCD}\) spaces has been developed, in particular defining the space \(H^{2,2}\) and a notion of Hessian for a function \(f\in H^{2,2}\). The present paper deals with a second-order differentiation formula for \(H^{2,2}\) functions along geodesics on \(\mathsf{RCD}^{*}(K,N)\) spaces. More precisely, in the main result of the article it is established that \[\frac{\mathrm{d}^2}{\mathrm{d}t^2}\int f\, \mathrm{d}\mu_t = \int \mathrm{Hess}(f)(\nabla \phi_t,\nabla \phi_t)\, \mathrm{d}\mu_t, \qquad \textrm{for every} \ \ t\in [0,1],\] where \(f\in H^{2,2}\), \(\mu_t\) is a 2-Wasserstein geodesic and \(\phi_t\) is a function such that \(-(s-t)\phi_t\) is a Kantorovich potential from \(\mu_t\) to \(\mu_s\), \(s,t\in [0,1]\). The strategy of the proof is based on the idea of approximating 2-Wasserstein geodesics with entropic interpolations, and requires the proof of nontrivial zeroth, first and second order estimates, most of them new even in a smooth setting.

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Cited in

(34)

• Second order differentiation formula on \(\mathsf{RCD}(K,N)\) spaces
• Entropic turnpike estimates for the kinetic Schrödinger problem
• Entropic optimal transport: convergence of potentials
• Entropic optimal transport: geometry and large deviations
• Martingale Schrödinger bridges and optimal semistatic portfolios
• Boundary regularity and stability for spaces with Ricci bounded below
• Stability of entropic optimal transport and Schrödinger bridges
• Improved regularity estimates for Lagrangian flows on \(\mathrm{RCD}(K,N)\) spaces
• A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
• Failure of strong unique continuation for harmonic functions on RCD spaces
• Monotonicity formulas for harmonic functions in \(\mathrm{RCD}(0,N)\) spaces
• The rigidity of sharp spectral gap in non-negatively curved spaces
• Convergence rate of general entropic optimal transport costs
• Quantitative stability of regularized optimal transport and convergence of Sinkhorn's algorithm
• Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes
• A non‐linear monotonicity principle and applications to Schrödinger‐type problems
• Metric measure spaces and synthetic Ricci bounds: fundamental concepts and recent developments
• Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability
• Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm
• The dynamical Schrödinger problem in abstract metric spaces
• Long-time behaviour of entropic interpolations
• Removable sets and \(L^p\)-uniqueness on manifolds and metric measure spaces
• Wasserstein geometry and Ricci curvature bounds for Poisson spaces
• On the variational interpretation of local logarithmic Sobolev inequalities
• Gromov-Hausdorff stability of tori under Ricci and integral scalar curvature bounds
• Stability and sample complexity of divergence regularized optimal transport
• Margulis lemma on \(\operatorname{RCD}(K,N)\) spaces
• A general splitting principle on \(\mathsf{RCD}\) spaces and applications to spaces with positive spectrum
• Viscosity solutions of Hamilton-Jacobi equation in \(\mathsf{RCD}(K,\infty )\) spaces and applications to large deviations
• Quadratically regularized optimal transport: existence and multiplicity of potentials
• Hölder continuity of tangent cones in \(\operatorname{RCD}(K, N)\) spaces and applications to nonbranching
• A uniform rate of convergence for the entropic potentials in the quadratic euclidean setting
• Langevin diffusion approximation to same marginal Schrödinger bridge
• Large deviations for dynamical Schrödinger problems

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