Wasserstein Hamiltonian Flow with Common Noise on Graph

DOI10.1137/22M1490697zbMATH Open1516.35434arXiv2204.01185OpenAlexW4366489376MaRDI QIDQ6041389FDOQ6041389

Authors: Jianbo Cui, Haomin Zhou 

Publication date: 26 May 2023

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2204.01185

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zbMATH Keywords

optimal transportWong-Zakai approximationdensity manifoldstochastic Hamiltonian flow on graph

Mathematics Subject Classification ID

Optimal transportation (49Q22) NLS equations (nonlinear Schrödinger equations) (35Q55) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on graphs and networks (ramified or polygonal spaces) (35R02)

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Cited In (6)

• Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs
• Dynamics and Wong-Zakai approximations of stochastic nonlocal PDEs with long time memory
• Optimal Control for Stochastic Nonlinear Schrödinger Equation on Graph
• Dynamical Schrödinger bridge problems on graphs
• Wasserstein Hamiltonian flows
• What is a stochastic Hamiltonian process on finite graph? An optimal transport answer

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