Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport

DOI10.1007/S00205-019-01446-WMaRDI QIDQ2296933zbMATH OpenOpenAlexFDO

Authors Aymeric Baradat, Léonard Monsaingeon

Publication date 18 February 2020

Published in Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.12036

zbMATH Keywords

\(\Gamma \)-convergenceBrenier relaxed model for incompressible fluidsBrödinger problementropyincompressible viscid fluidskinetic actionmultiphase Brenier modelmultiphase Brödinger problempath measuresquadratic Monge-Kantorovich optimal transport problemrelative entropyreversible Brownian motionSchrödinger problemtime-convexity

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) NLS equations (nonlinear Schrödinger equations) (35Q55) Methods involving semicontinuity and convergence; relaxation (49J45) Variational problems in a geometric measure-theoretic setting (49Q20) Brownian motion (60J65) Incompressible inviscid fluids (76B99) Incompressible viscous fluids (76D99)

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 $uo0$ 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].

Review text

The authors consider six optimization problems: the quadratic Monge-Kantorovich optimal transport problem, the Schrödinger problem, a Brenier relaxed model for incompressible fluids, a Brödinger problem for incompressible viscid fluids, the multiphase Brenier model and the multiphase Brödinger problem, which all consist in minimizing a kinetic action and/or a relative entropy of some path measures with respect to the reversible Brownian motion. The purpose of the paper is to establish \(\Gamma\)-convergence relations between the corresponding problems, as the viscosity parameter \(\nu\) goes to 0, and to prove the convergence of the associated pressures arising from the incompressibility constraints. The authors first present the six problems and some properties of their solutions. The first main result proves the convergence of the Brödinger problem towards the Brenier model as the diffusivity \(\nu \) tends to 0. The key tools of the proof are a Cameron-Martin formula and a narrow continuity of the optimal action in Brenier's model proposed by the first author in [Calc. Var. Partial Differ. Equ. 58, No. 1, Paper No. 25, 22 p. (2019; Zbl 1484.35029)]. The second main result gives a new proof of the convergence of the Schrödinger problem to the optimal transport one, which is based on an explicit PDE construction of recovery sequences. The third main result proves the convergence of the multiphase Brödinger problem towards the multiphase Brenier model and the convergence of the associated pressures. In the last part of their paper, the authors present new results concerning the time-convexity of the entropy along solutions.

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