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

DOI10.1007/S00205-019-01446-WzbMATH Open1451.35126arXiv1810.12036OpenAlexW2969299221MaRDI QIDQ2296933FDOQ2296933

Authors: Aymeric Baradat, Léonard Monsaingeon 

Publication date: 18 February 2020

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

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].

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

Recommendations

• An entropic interpolation problem for incompressible viscous fluids
• From the Schrödinger problem to the Monge-Kantorovich problem
• Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm
• A survey of the Schrödinger problem and some of its connections with optimal transport
• On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint

zbMATH Keywords

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

Mathematics Subject Classification ID

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)

Cites Work

• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• On the parabolic kernel of the Schrödinger operator
• A convexity principle for interacting gases
• Sur la géométrie différentielle des groupes de Lie de dimension infinite et ses applications à l'hydrodynamique des fluides parfaits
• A Family of Nonlinear Fourth Order Equations of Gradient Flow Type
• Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
• From the Schrödinger problem to the Monge-Kantorovich problem
• Iterative Bregman projections for regularized transportation problems
• On a partial differential equation involving the Jacobian determinant
• On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
• Variational processes and stochastic versions of mechanics
• A survey of the Schrödinger problem and some of its connections with optimal transport
• Title not available (Why is that?)
• The Markov processes of Schr�dinger
• An automorphism of product measures
• Stability of a 4th-order curvature condition arising in optimal transport theory
• Traffic plans
• Diffusion processes in a small time interval
• Title not available (Why is that?)
• Minimal geodesics on groups of volume-preserving maps and generalized solutions of the Euler equations
• Title not available (Why is that?)
• Generalized solutions for the Euler equations in one and two dimensions
• The Least Action Principle and the Related Concept of Generalized Flows for Incompressible Perfect Fluids
• The dual least action problem for an ideal, incompressible fluid
• Geodesics in the space of measure-preserving maps and plans
• About the analogy between optimal transport and minimal entropy
• Convergence of entropic schemes for optimal transport and gradient flows
• A homogenized model for vortex sheets
• Time-convexity of the entropy in the multiphasic formulation of the incompressible Euler equation
• On the convexity of the entropy along entropic interpolations
• Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm
• An entropic interpolation problem for incompressible viscous fluids
• Continuous dependence of the pressure field with respect to endpoints for ideal incompressible fluids
• Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces

Cited In (11)

• Schrödinger encounters Fisher and Rao: a survey
• The Schrödinger problem on the non-commutative Fisher-Rao space
• On the existence of a scalar pressure field in the Brödinger problem
• Various formulations and approximations of incompressible fluid motions in porous media
• An entropic interpolation problem for incompressible viscous fluids
• Brenier-Schrödinger problem on compact manifolds with boundary
• Applications of optimal transportation. Abstracts from the workshop held February 4--9, 2024
• Convex functions defined on metric spaces are pulled back to subharmonic ones by harmonic maps
• The dynamical Schrödinger problem in abstract metric spaces
• Convergence rate of general entropic optimal transport costs
• Toward a mathematical theory of trajectory inference

This page was built for publication: Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2296933)