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arXiv · 1810.12036

Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport

Aymeric Baradat·Léonard Monsaingeon
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Abstract

This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schrödinger problem, Brenier's relaxed model for incompressible fluids, the so-called Brödinger problem recently introduced by M. Arnaudon & al. [3], the multiphase Brenier model, and the multiphase Brödinger problem. All of them involve the minimization of a kinetic action and/or a relative entropy of some path measures with respect to the reversible Brownian motion. As the viscosity parameter $ν\to 0$ we establish Gamma-convergence relations between the corresponding problems, and prove the convergence of the associated pressures arising from the incompressibility constraints. We also present new results on the time-convexity of the entropy for some of the dynamical interpolations. Along the way we extend previous results by H. Lavenant [30] and J-D. Benamou & al. [10].

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Aymeric Baradat, Léonard Monsaingeon. 2019-08-08. Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport. https://arxiv.org/abs/1810.12036

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