Wasserstein Hamiltonian Flow with Common Noise on Graph
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Publication:6041389
Abstract: We study the Wasserstein Hamiltonian flow with a common noise on the density manifold of a finite graph. Under the framework of stochastic variational principle, we first develop the formulation of stochastic Wasserstein Hamiltonian flow and show the local existence of a unique solution. We also establish a sufficient condition for the global existence of the solution. Consequently, we obtain the global well-posedness for the nonlinear Schr"odinger equations with common noise on graph. In addition, using Wong-Zakai approximation of common noise, we prove the existence of the minimizer for an optimal control problem with common noise. We show that its minimizer satisfies the stochastic Wasserstein Hamiltonian flow on graph as well.
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Cited in
(7)- Stochastic Wasserstein Hamiltonian flows
- Dynamical Schrödinger bridge problems on graphs
- Optimal Control for Stochastic Nonlinear Schrödinger Equation on Graph
- Dynamics and Wong-Zakai approximations of stochastic nonlocal PDEs with long time memory
- What is a stochastic Hamiltonian process on finite graph? An optimal transport answer
- Wasserstein Hamiltonian flows
- Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs
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