Time discretizations of Wasserstein-Hamiltonian flows

DOI10.1090/MCOM/3726zbMATH Open1497.65255arXiv2006.09187OpenAlexW4206506081WikidataQ114094306 ScholiaQ114094306MaRDI QIDQ5070533FDOQ5070533

Authors: Jianbo Cui, Luca Dieci, Haomin Zhou 

Publication date: 13 April 2022

Published in: Mathematics of Computation (Search for Journal in Brave)

Abstract: We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different weights are derived, which can be viewed as spatial discretizations to the original Hamiltonian systems. We prove the consistency and provide the approximate orders for those discretizations. By regularizing the system using Fisher information, we deduce an explicit lower bound for the density function, which guarantees that symplectic schemes can be used to discretize in time. Moreover, we show desirable long time behavior of these schemes, and demonstrate their performance on several numerical examples.

Full work available at URL: https://arxiv.org/abs/2006.09187

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zbMATH Keywords

optimal transportFisher informationsymplectic schemesWasserstein-Hamiltonian flow

Mathematics Subject Classification ID

Optimal transportation (49Q22) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) PDEs on graphs and networks (ramified or polygonal spaces) (35R02)

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Cited In (6)

• Stochastic Wasserstein Hamiltonian flows
• Optimal Control for Stochastic Nonlinear Schrödinger Equation on Graph
• Wasserstein gradient flow formulation of the time-fractional Fokker-Planck equation
• Title not available (Why is that?)
• A Continuation Multiple Shooting Method for Wasserstein Geodesic Equation
• High order spatial discretization for variational time implicit schemes: Wasserstein gradient flows and reaction-diffusion systems

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