论文标题
熵插值的长期行为
Long-time behaviour of entropic interpolations
论文作者
论文摘要
在本文中，我们研究了熵插值。 These measure valued curves describe the optimal solutions of the Schr{ö}dinger problem [Sch31], which is the problem of finding the most likely evolution of a system of independent Brownian particles conditionally to observations.众所周知，在短时间限制熵插值中，将最佳运输的麦肯 - 地理学收敛。 Here we focus on the long-time behaviour, proving in particular asymptotic results for the entropic cost and establishing the convergence of entropic interpolations towards the heat equation, which is the gradient flow of the entropy according to the Otto calculus interpretation.假设Bakry- {é}曲率曲率维度条件也给出了显式率。 In this respect, one of the main novelties of our work is that we are able to control the long time behavior of entropic interpolations assuming the CD(0, n) condition only.
In this article we investigate entropic interpolations. These measure valued curves describe the optimal solutions of the Schr{ö}dinger problem [Sch31], which is the problem of finding the most likely evolution of a system of independent Brownian particles conditionally to observations. It is well known that in the short time limit entropic interpolations converge to the McCann-geodesics of optimal transport. Here we focus on the long-time behaviour, proving in particular asymptotic results for the entropic cost and establishing the convergence of entropic interpolations towards the heat equation, which is the gradient flow of the entropy according to the Otto calculus interpretation. Explicit rates are also given assuming the Bakry-{É}mery curvature-dimension condition. In this respect, one of the main novelties of our work is that we are able to control the long time behavior of entropic interpolations assuming the CD(0, n) condition only.
