Entropic turnpike estimates for the kinetic Schrödinger problem

DOI10.1214/22-EJP850zbMATH Open1505.82044arXiv2108.09161MaRDI QIDQ2084841FDOQ2084841

Alberto Chiarini, Giacomo Greco, Zhenjie Ren, Giovanni Conforti

Publication date: 13 October 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We investigate the kinetic Schr"odinger problem, obtained considering Langevin dynamics instead of Brownian motion in Schr"odinger's thought experiment. Under a quasilinearity assumption we establish exponential entropic turnpike estimates for the corresponding Schr"odinger bridges and exponentially fast convergence of the entropic cost to the sum of the marginal entropies in the long-time regime, which provides as a corollary an entropic Talagrand inequality. In order to do so, we profit from recent advances in the understanding of classical Schr"odinger bridges and adaptations of Bakry-'Emery formalism to the kinetic setting. Our quantitative results are complemented by basic structural results such as dual representation of the entropic cost and the existence of Schr"odinger potentials.

Full work available at URL: https://arxiv.org/abs/2108.09161

zbMATH Keywords

Langevin dynamicsgamma calculuslong-time behavior of entropic costturnpike estimatesSchrödinger problem

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Inequalities; stochastic orderings (60E15) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Optimal stochastic control (93E20)

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Cited In (4)

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• Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability
• Optimal control of underdamped systems: an analytic approach
• Propagation of chaos for mean field Schrödinger problems

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