Time discretizations of Wasserstein-Hamiltonian flows

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

Authors Jianbo Cui, Luca Dieci, Haomin Zhou 

Publication date 13 April 2022

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

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

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)

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.

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Cited in

(8)

• scientific article; zbMATH DE number 5574999 (Why is no real title available?)
• A continuation multiple shooting method for Wasserstein geodesic equation
• Stochastic Wasserstein Hamiltonian flows
• High order spatial discretization for variational time implicit schemes: Wasserstein gradient flows and reaction-diffusion systems
• Optimal Control for Stochastic Nonlinear Schrödinger Equation on Graph
• Wasserstein gradient flow formulation of the time-fractional Fokker-Planck equation
• Moreau-Yosida approximation and convergence of Hamiltonian systems on Wasserstein space
• Wasserstein Hamiltonian flows

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