Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport
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Publication:2296933
entropyrelative entropy\(\Gamma \)-convergencepath measuresBrenier relaxed model for incompressible fluidsincompressible viscid fluidskinetic actionmultiphase Brenier modelquadratic Monge-Kantorovich optimal transport problemreversible Brownian motiontime-convexitySchrödinger problemBrödinger problemmultiphase Brödinger problem
Variational problems in a geometric measure-theoretic setting (49Q20) Brownian motion (60J65) PDEs in connection with fluid mechanics (35Q35) NLS equations (nonlinear Schrödinger equations) (35Q55) Methods involving semicontinuity and convergence; relaxation (49J45) Incompressible viscous fluids (76D99) Incompressible inviscid fluids (76B99)
Abstract: This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br"odinger problem recently introduced by M. Arnaudon & al. [3], the multiphase Brenier model, and the multiphase Br"odinger problem. All of them involve the minimization of a kinetic action and/or a relative entropy of some path measures with respect to the reversible Brownian motion. As the viscosity parameter we establish Gamma-convergence relations between the corresponding problems, and prove the convergence of the associated pressures arising from the incompressibility constraints. We also present new results on the time-convexity of the entropy for some of the dynamical interpolations. Along the way we extend previous results by H. Lavenant [30] and J-D. Benamou & al. [10].
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Cited in
(11)- Schrödinger encounters Fisher and Rao: a survey
- The Schrödinger problem on the non-commutative Fisher-Rao space
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