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

TL;DR

This paper investigates the dynamical properties of Wasserstein gradient flows and Schr{"o}dinger problems using Otto calculus, extending classical results with heuristic and rigorous insights into acceleration, Newton equations, and contraction inequalities.

Contribution

It introduces a heuristic approach to analyze the acceleration in Wasserstein gradient flows and extends Schr{"o}dinger problem formulations with new inequalities, including a rigorous contraction inequality under Ricci curvature bounds.

Findings

Heuristic derivation of Newton equations for Wasserstein flows.

Extension of Schr{"o}dinger problem with general entropy functions.

Proved a new contraction inequality under Ricci lower bounds.

Abstract

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.