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arxiv: 1806.01553 · v2 · pith:BNL5TOB5new · submitted 2018-06-05 · 🧮 math.PR

Dynamical aspects of generalized Schr{\"o}dinger problem via Otto calculus -- A heuristic point of view

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keywords gradientomegaproblemvarepsilonwassersteindingerschrequation
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The defining equation $(\ast):\ \dot \omega\_t=-F'(\omega\_t),$ 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 \emph{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 Schr{\"o}dinger 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 Schr{\"o}dinger problem, with a general function of the Wasserstein space. The corresponding minimal cost approaches the squared Wasserstein distance when some fluctuation parameter tends to zero. We show heuristically that the solutions satisfy a 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 inequality under 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 Schr{\"o}dinger problem under a Ricci lower bound on a smooth and compact Riemannian manifold.

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