A formula for the time derivative of the entropic cost and applications
From MaRDI portal
Publication:2020061
DOI10.1016/j.jfa.2021.108964zbMath1462.35476arXiv1912.10555OpenAlexW3131762332MaRDI QIDQ2020061
Giovanni Conforti, Luca Tamanini
Publication date: 23 April 2021
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.10555
optimal transportshort- and long-time behaviorentropic costMonge-Kantorovich optimal transport problem
Asymptotic behavior of solutions to PDEs (35B40) PDEs with randomness, stochastic partial differential equations (35R60) Transport equations (35Q49)
Related Items (19)
Optimal transportation, modelling and numerical simulation ⋮ Applications of optimal transportation in the natural sciences. Abstracts from the workshop held February 21--27, 2021 (online meeting) ⋮ Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm ⋮ Asymptotics for Semidiscrete Entropic Optimal Transport ⋮ Stability of entropic optimal transport and Schrödinger bridges ⋮ Semi-discrete optimal transport: hardness, regularization and numerical solution ⋮ Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability ⋮ Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm ⋮ The dynamical Schrödinger problem in abstract metric spaces ⋮ Entropic optimal transport solutions of the semigeostrophic equations ⋮ On the difference between entropic cost and the optimal transport cost ⋮ Long-time behaviour of entropic interpolations ⋮ Limit theorems for entropic optimal transport maps and Sinkhorn divergence ⋮ Convergence rate of general entropic optimal transport costs ⋮ A gradient descent perspective on Sinkhorn ⋮ Entropic turnpike estimates for the kinetic Schrödinger problem ⋮ Entropic optimal transport: convergence of potentials ⋮ Entropic optimal transport: geometry and large deviations ⋮ Schrödinger problem for lattice gases: a heuristic point of view
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
- A survey of the Schrödinger problem and some of its connections with optimal transport
- Equivalent semigroup properties for the curvature-dimension condition
- From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage
- From the Schrödinger problem to the Monge-Kantorovich problem
- From large deviations to Wasserstein gradient flows in multiple dimensions
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- About the analogy between optimal transport and minimal entropy
- Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- An entropic interpolation proof of the HWI inequality
- Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces
- Calculus and heat flow in metric measure spaces and applications to spaces with Ricci bounds from below
- On the geometry of metric measure spaces. I
- THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
- Some Properties of Path Measures
- Analysis and Geometry of Markov Diffusion Operators
- Transport Inequalities. A Survey
- Hamilton’s gradient estimate for the heat kernel on complete manifolds
- Wasserstein gradient flows from large deviations of many-particle limits
This page was built for publication: A formula for the time derivative of the entropic cost and applications
