Stochastic Wasserstein Hamiltonian flows
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Time-dependent Schrödinger equations and Dirac equations (35Q41) Vlasov equations (35Q83) PDEs with randomness, stochastic partial differential equations (35R60) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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Cites work
- A discrete Schrödinger equation via optimal transport on graphs
- A stochastic nonlinear Schrödinger equation with multiplicative noise
- A survey of the Schrödinger problem and some of its connections with optimal transport
- Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
- Differential forms on Wasserstein space and infinite-dimensional Hamiltonian systems
- Dynamics of optical pulses in randomly birefringent fibers
- Fokker-Planck equations for a free energy functional or Markov process on a graph
- Geometric hydrodynamics and infinite-dimensional Newton's equations
- Hamiltonian ODEs in the Wasserstein space of probability measures
- Hopf-Cole transformation via generalized Schrödinger bridge problem
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- Mean field games models -- a brief survey
- Mean field games with common noise
- Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
- Mécanique aléatoire
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- On the Itô--Wentzell formula for distribution-valued processes and related topics
- On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
- Optimal Transport
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
- Quantentheorie in hydrodynamischer Form.
- Some geometric calculations on Wasserstein space
- Stochastic analysis on manifolds
- Stochastic optimal transportation. Stochastic control with fixed marginals
- Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations
- The Density Manifold and Configuration Space Quantization
- The free Markoff field
- The Malliavin Calculus and Related Topics
- The Master Equation and the Convergence Problem in Mean Field Games
- The nonlinear Schrödinger equation with white noise dispersion
- Time discretizations of Wasserstein-Hamiltonian flows
- Wasserstein Hamiltonian flows
- What is a stochastic Hamiltonian process on finite graph? An optimal transport answer
- Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains
Cited in
(4)- Dynamics and Wong-Zakai approximations of stochastic nonlocal PDEs with long time memory
- Explicit approximation for stochastic nonlinear Schrödinger equation
- An overlapping domain decomposition splitting algorithm for stochastic nonlinear Schrödinger equation
- Effects of random dispersion and driving noise on logarithmic Schrödinger equation via regularized approximation
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