We endow the set of probability measures on a weighted graph with a Monge–Kantorovich metric induced by a function defined on the set of edges. The graph is assumed to have n vertices and so the boundary of the probability simplex is an affine (n − 2)-chain. Characterizing the geodesics of minimal length which may intersect the boundary is a challenge we overcome even when the endpoints of the geodesics do not share the same connected components. It is our hope that this work will be a preamble to the theory of mean field games on graphs.
Accepté le :
DOI : 10.1051/cocv/2018052
Mots-clés : Optimal transport on simplexes, manifold with boundary, Geodesic, Hamilton–Jacobi equations on graphs
@article{COCV_2019__25__A78_0, author = {Gangbo, Wilfrid and Li, Wuchen and Mou, Chenchen}, title = {Geodesics of minimal length in the set of probability measures on graphs}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, publisher = {EDP-Sciences}, volume = {25}, year = {2019}, doi = {10.1051/cocv/2018052}, mrnumber = {4039140}, zbl = {07194617}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/cocv/2018052/} }
TY - JOUR AU - Gangbo, Wilfrid AU - Li, Wuchen AU - Mou, Chenchen TI - Geodesics of minimal length in the set of probability measures on graphs JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2019 VL - 25 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/cocv/2018052/ DO - 10.1051/cocv/2018052 LA - en ID - COCV_2019__25__A78_0 ER -
%0 Journal Article %A Gangbo, Wilfrid %A Li, Wuchen %A Mou, Chenchen %T Geodesics of minimal length in the set of probability measures on graphs %J ESAIM: Control, Optimisation and Calculus of Variations %D 2019 %V 25 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/cocv/2018052/ %R 10.1051/cocv/2018052 %G en %F COCV_2019__25__A78_0
Gangbo, Wilfrid; Li, Wuchen; Mou, Chenchen. Geodesics of minimal length in the set of probability measures on graphs. ESAIM: Control, Optimisation and Calculus of Variations, Tome 25 (2019), article no. 78. doi : 10.1051/cocv/2018052. http://archive.numdam.org/articles/10.1051/cocv/2018052/
[1] Hamiltonian ODEs in the Wasserstein space of probability measures. Commun. Pure Appl. Math. 61 (2008) 18–53. | DOI | MR | Zbl
and ,[2] Gradient Flows in Metric Spaces and in the Space of Probability Measures, 2nd edition. Lectures in Mathematics ETH Zürich. Birkhaüser Verlag, Basel (2008). | MR | Zbl
, and ,[3] Semicontinuity, Relaxation and Integral Representation in the Calculus of Variations. Vol. 207 of Pitman Research Notes in Mathematics Series. Longman Scientific & Technical, Harlow (1989). | MR
,[4] Notes on Mean-Field Games, Lectures by P.L. Lions. Collège de France (2010).
,[5] The master equation and the convergence problem in mean field games. Preprint (2015). | arXiv
, , and ,[6] On the Matrix Monge-Kantorovich Problem. Preprint [math] (2017). | arXiv | MR
, , and ,[7] Fokker–Planck equations for a free energy functional or Markov process on a graph. Arch. Ration. Mech. Anal. 203 (2012) 969–1008. | DOI | MR | Zbl
, , and ,[8] Entropy dissipation of Fokker–Planck equations on graphs. Discrete Contin. Dyn. Syst. 38 (2018) 4929–4950. | DOI | MR | Zbl
, and ,[9] A discrete Schrödinger equation via optimal transport on graphs. Preprint [math] (2017). | arXiv | MR
, and ,[10] Convex Analysis and Variational Problems. Classics in Applied Mathematics. Society for Industrial and Applied Mathematics, Philadelphia, PA (1999). | MR | Zbl
and ,[11] Differential equations methods for the Monge-Kantorovich mass transfer problem. Mem. AMS 137 (1999) 1–66. | MR | Zbl
and ,[12] An elementary proof of the polar decomposition of vector-valued functions. Arch. Ration. Mech. Anal. 128 (1995) 380–399.
,[13] Optimal maps in Monge’s mass transport problem. C.R. Acad. Sci. Paris 321 (1995) 1653–1658. | MR | Zbl
and ,[14] The geometry of optimal transport. Acta Math. 177 (1996) 113–161. | DOI | MR | Zbl
and ,[15] Hamilton-Jacobi equations in the Wasserstein space. Meth. Appl. Anal. 15 (2008) 155–184. | DOI | MR | Zbl
, and ,[16] Existence of a solution to an equation arising from the theory of Mean Field Games. J. Differ. Equ. 259 (2015) 6573–6643. | DOI | MR | Zbl
and ,[17] Metric viscosity solutions of Hamilton–Jacobi equations depending on local slopes. Calc. Var. Partial Differ. Equ. 54 (2015) 1183–1218. | DOI | MR | Zbl
and ,[18] Lagrangian dynamics on an infinite-dimensional torus; a Weak KAM theorem. Adv. Math. 224 (2010) 260–292. | DOI | MR | Zbl
and ,[19] Mean field games. Jpn. J. Math. 2 (2007) 229–260. | DOI | MR | Zbl
and ,[20] Gradient flows of the entropy for finite Markov chains. J. Funct. Anal. 261 (2011) 2250–2292. | DOI | MR | Zbl
,[21] Repeated games. Vol. 55 of Econometric Society Monographs. Cambridge University Press, New York, 2015. | MR
, and ,[22] A gradient structure for reaction–diffusion systems and for energy-drift-diffusion systems. Nonlinearity 24 (2011) 1329–1346. | DOI | MR | Zbl
,[23] Hamilton-Jacobi equations on graph and applications. Potential Anal. 48 (2018) 125–157. | DOI | MR | Zbl
,[24] Topics in optimal transportation. Vol. 58 of Graduate Studies in Mathematics. American Mathematical Society, Providence, RI, 2003. | MR | Zbl
,Cité par Sources :