Stochastic Wasserstein Hamiltonian flows

DOI10.1007/S10884-023-10264-4MaRDI QIDQ6652563

[[Person:6041388|Author name not available (Why is that?)]], Haomin Zhou, Jianbo Cui

Publication date: 12 December 2024

Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)

zbMATH Keywords

Wong-Zakai approximationdensity manifoldstochastic Hamiltonian flow

Mathematics Subject Classification ID

Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20) PDEs with randomness, stochastic partial differential equations (35R60) Vlasov equations (35Q83) Time-dependent Schrödinger equations and Dirac equations (35Q41) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Mean field games with common noise
• On the Itô--Wentzell formula for distribution-valued processes and related topics
• Some geometric calculations on Wasserstein space
• The nonlinear Schrödinger equation with white noise dispersion
• Mécanique aléatoire
• Dynamics of optical pulses in randomly birefringent fibers
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• Quantentheorie in hydrodynamischer Form.
• A discrete Schrödinger equation via optimal transport on graphs
• A stochastic nonlinear Schrödinger equation with multiplicative noise
• Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
• Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations
• Hopf-Cole transformation via generalized Schrödinger bridge problem
• What is a stochastic Hamiltonian process on finite graph? An optimal transport answer
• The free Markoff field
• Fokker-Planck equations for a free energy functional or Markov process on a graph
• Wasserstein Hamiltonian flows
• Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains
• Mean field games models -- a brief survey
• Stochastic analysis on manifolds
• Differential forms on Wasserstein space and infinite-dimensional Hamiltonian systems
• The Malliavin Calculus and Related Topics
• The Density Manifold and Configuration Space Quantization
• The Master Equation and the Convergence Problem in Mean Field Games
• Stochastic Optimal Transportation
• Geometric hydrodynamics and infinite-dimensional Newton’s equations
• Time discretizations of Wasserstein–Hamiltonian flows
• Probabilistic Theory of Mean Field Games with Applications I
• Hamiltonian ODEs in the Wasserstein space of probability measures
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Optimal Transport

Related Items (2)

Dynamics and Wong-Zakai approximations of stochastic nonlocal PDEs with long time memory ⋮ Explicit approximation for stochastic nonlinear Schrödinger equation

This page was built for publication: Stochastic Wasserstein Hamiltonian flows

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6652563)