Hamilton-Jacobi equations for controlled gradient flows: the comparison principle
In this paper a specific class of infinite dimmensional Hamiltonian-Jacobi equations related to the so-called Schrödinger problem is investigated. The aim is to establish a comparison principle for viscosity solutions of equations in the form: \[ f(\pi) - \lambda H f(\pi) = h(\pi), \;\;\; \pi \in E, \] where \((E,d)\) is a complete metric space, \(\lambda > 0\) is a constant, \(h\) a real function on \(E\) and the action of the formal Hamiltonian \(H\) is given by \[ Hf(\pi) = - \langle \mathrm{grad}_{\pi}f(\pi) \; , \; \mathrm{grad}_{\pi}{\mathcal{E}}(\pi)\rangle + \frac{1}{2} \| \mathrm{grad}_{\pi}f(\pi) \|^{2}, \] where \(\mathcal{E}: E \to (-\infty,+\infty)\) is some energy functional and gradients are taken w.r.t a formal Riemannian structure on \(E\). In the proof of comparison principle, upper and lower bounds obtained via regularizing properties of gradient flows in evolutional variational inequality (EVI) together with Tataru's distance were used. Some example applications of theoretical results of the paper are presented, in particular, to control gradient flows in the Wasserstein space. Other applications related to controlled gradient flows in Riemannian manifolds and Hilbert spaces are also discussed.
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