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arXiv · 1912.10555

A formula for the time derivative of the entropic cost and applications

Giovanni Conforti·Luca Tamanini
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Abstract

In the recent years the Schrödinger problem has gained a lot of attention because of the connection, in the small-noise regime, with the Monge-Kantorovich optimal transport problem. Its optimal value, the \emph{entropic cost} $\mathscr{C}_T$, is here deeply investigated. In this paper we study the regularity of $\mathscr{C}_T$ with respect to the parameter $T$ under a curvature condition and explicitly compute its first and second derivative. As applications: - we determine the large-time limit of $\mathscr{C}_T$ and provide sharp exponential convergence rates; we obtain this result not only for the classical Schrödinger problem but also for the recently introduced Mean Field Schrödinger problem [3]; - we improve the Taylor expansion of $T \mapsto T\mathscr{C}_T$ around $T=0$ from the first to the second order.

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Giovanni Conforti, Luca Tamanini. 2021-02-18. A formula for the time derivative of the entropic cost and applications. https://arxiv.org/abs/1912.10555

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