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What is a stochastic Hamiltonian process on finite graph? An optimal transport answer

Authors :
Haomin Zhou
Shu Liu
Jianbo Cui
Source :
Journal of Differential Equations. 305:428-457
Publication Year :
2021
Publisher :
Elsevier BV, 2021.

Abstract

We present a definition of stochastic Hamiltonian process on finite graph via its corresponding density dynamics in Wasserstein manifold. We demonstrate the existence of stochastic Hamiltonian process in many classical discrete problems, such as the optimal transport problem, Schrodinger equation and Schrodinger bridge problem (SBP). The stationary and periodic properties of Hamiltonian processes are also investigated in the framework of SBP.

Details

ISSN :
00220396
Volume :
305
Database :
OpenAIRE
Journal :
Journal of Differential Equations
Accession number :
edsair.doi...........b5dbd583ba2d9178eaf02e50d55b964b