Dynamical aspects of generalized Schrödinger problem via Otto calculus -- A heuristic point of view

Ivan Gentil (1) , Christian Léonard (2) , Luigia Ripani (1)

1 ICJ - Institut Camille Jordan
2 MODAL'X - Modélisation aléatoire de Paris X

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 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 Schrödinger 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 Schrödinger problem under a Ricci lower bound on a smooth and compact Riemannian manifold.

Mots clés: curvature-dimension conditions; Schrödinger problem; Wasserstein distance; Otto calculus; Newton equation

Domaines: Probabilités [math.PR]

Ivan Gentil, Christian Léonard, Luigia Ripani. Dynamical aspects of generalized Schrödinger problem via Otto calculus -- A heuristic point of view. 2018. ⟨hal-01806572v1⟩