Wasserstein Hamiltonian flows

DOI10.1016/J.JDE.2019.08.046MaRDI QIDQ2333400zbMATH OpenOpenAlexFDO

Authors Shui-Nee Chow, Wuchen Li, Haomin Zhou

Publication date 13 November 2019

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.01088

zbMATH Keywords

density manifoldEuler-Lagrange equationoptimal transportSchrödinger bridge problemSchrödinger equationVlasov equation

Mathematics Subject Classification ID

Variational methods applied to PDEs (35A15) Nonlinear evolution equations (47J35)

Abstract: We establish kinetic Hamiltonian flows in density space embedded with the $L^2$-Wasserstein metric tensor. We derive the Euler-Lagrange equation in density space, which introduces the associated Hamiltonian flows. We demonstrate that many classical equations, such as Vlasov equation, Schr{"o}dinger equation and Schr{"o}dinger bridge problem, can be rewritten as the formalism of Hamiltonian flows in density space.

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Cited in

(16)

• Extremal curves in Wasserstein space
• Moreau-Yosida approximation and convergence of Hamiltonian systems on Wasserstein space
• Accelerated information gradient flow
• What is a stochastic Hamiltonian process on finite graph? An optimal transport answer
• An optimal transport approach for the kinetic Bohmian equation
• Extremal flows in Wasserstein space
• A continuation multiple shooting method for Wasserstein geodesic equation
• Time discretizations of Wasserstein-Hamiltonian flows
• Hamiltonian ODEs in the Wasserstein space of probability measures
• Hessian metric via transport information geometry
• Wasserstein Hamiltonian Flow with Common Noise on Graph
• Hölder stability and uniqueness for the mean field games system via Carleman estimates
• Stochastic Wasserstein Hamiltonian flows
• A supervised learning scheme for computing Hamilton-Jacobi equation via density coupling
• Accelerating optimization over the space of probability measures
• Parameterized Wasserstein Hamiltonian flow

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