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Dynamical aspects of the generalized Schrödinger problem via Otto calculus – A heuristic point of view
Revista Matemática Iberoamericana ( IF 1.2 ) Pub Date : 2020-01-10 , DOI: 10.4171/rmi/1159
Ivan Gentil 1 , Christian Léonard 2 , Luigia Ripani 1
Affiliation  

The defining equation $$(\ast)\qquad \dot \omega_t=-F'(\omega_t)$$ of a gradient flow is kinetic in essence. This article explores some dynamical (rather than kinetic) features of gradient flows (i) by embedding equation $(\ast)$ into the family of slowed down gradient flow equations: $\dot \omega^{\varepsilon}_t=- \varepsilon F'( \omega ^{ \varepsilon}_t)$, where $\varepsilon > 0$, and (ii) by considering the accelerations $\ddot \omega ^{ \varepsilon}_t$. We shall focus on Wasserstein gradient flows. Our approach is mainly heuristic. It relies on Otto calculus.

A special formulation of the Schrödinger problem consists in minimizing some action on the Wasserstein space of probability measures on a Riemannian manifold subject to fixed initial and final data. We extend this action minimization problem by replacing the usual entropy, underlying the Schrödinger problem, with a general function on the Wasserstein space. The corresponding minimal cost approaches the squared Wasserstein distance when the fluctuation parameter $\varepsilon$ tends to zero.

We show heuristically that the solutions satisfy some Newton equation, extending a recent result of Conforti. The connection with Wasserstein gradient flows is established and various inequalities, including evolutional variational inequalities and contraction inequalities under a curvature-dimension condition, are derived with a heuristic point of view. As a rigorous result we prove a new and general contraction inequality for the Schrödinger problem under a Ricci lower bound on a smooth and compact Riemannian manifold.



中文翻译:

通过奥托演算的广义薛定ding问题的动力学方面–启发式观点

梯度流的定义方程$$(\ ast)\ qquad \ dot \ omega_t = -F'(\ omega_t)$$本质上是动力学的。本文通过将方程$(\ ast)$嵌入减慢的梯度流方程族中,探索了梯度流(i)的一些动力学(而非动力学)特征:$ \ dot \ omega ^ {\ varepsilon} _t =-\ varepsilon F'(\ omega ^ {\ varepsilon} _t)$,其中$ \ varepsilon> 0 $,以及(ii)考虑加速度$ \ ddot \ omega ^ {\ varepsilon} _t $。我们将专注于Wasserstein梯度流。我们的方法主要是启发式的。它依赖于奥托演算。

Schrödinger问题的一种特殊表示形式是,在固定初始和最终数据的情况下,使对黎曼流形上的概率测度的Wasserstein空间的某些操作最小化。我们通过用Wasserstein空间上的一般函数替换Schrödinger问题基础上的通常的熵来扩展该动作最小化问题。当波动参数$ \ varepsilon $趋于零时,相应的最小成本接近Wasserstein距离的平方。

我们试探性地表明,这些解满足某些牛顿方程,从而扩展了Conforti的最新结果。建立了与Wasserstein梯度流的联系,并从启发式的角度推导了各种不等式,包括曲率维条件下的演化变分不等式和收缩不等式。作为严格的结果,我们证明了在光滑紧致黎曼流形上的Ricci下界下的Schrödinger问题的一个新的广义压缩不等式。

更新日期:2020-01-10
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