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.

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.

Reçu le :
Accepté le :
DOI : 10.1051/cocv/2018052
Classification : 49K35, 49Q20, 60J27
Mots-clés : Optimal transport on simplexes, manifold with boundary, Geodesic, Hamilton–Jacobi equations on graphs
Gangbo, Wilfrid 1 ; Li, Wuchen 1 ; Mou, Chenchen 1

1
@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] L. Ambrosio and W. Gangbo, Hamiltonian ODEs in the Wasserstein space of probability measures. Commun. Pure Appl. Math. 61 (2008) 18–53. | DOI | MR | Zbl

[2] L. Ambrosio, N. Gigli and G. Savaré, 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

[3] G. Buttazzo, 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] P. Cardaliaguet, Notes on Mean-Field Games, Lectures by P.L. Lions. Collège de France (2010).

[5] P. Cardaliaguet, F. Delarue, J.-M. Lasry and P.-L. Lions, The master equation and the convergence problem in mean field games. Preprint (2015). | arXiv

[6] Y. Chen, W. Gangbo, T.T. Georgiou and A. Tannenbaum, On the Matrix Monge-Kantorovich Problem. Preprint [math] (2017). | arXiv | MR

[7] S.-N. Chow, W. Huang, Y. Li and H. Zhou, 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

[8] S.-N Chow, W. Li and H. Zhou, Entropy dissipation of Fokker–Planck equations on graphs. Discrete Contin. Dyn. Syst. 38 (2018) 4929–4950. | DOI | MR | Zbl

[9] S.-N. Chow, W. Li and H. Zhou, A discrete Schrödinger equation via optimal transport on graphs. Preprint [math] (2017). | arXiv | MR

[10] I. Ekeland and R. Témam, Convex Analysis and Variational Problems. Classics in Applied Mathematics. Society for Industrial and Applied Mathematics, Philadelphia, PA (1999). | MR | Zbl

[11] L.C. Evans and W. Gangbo, Differential equations methods for the Monge-Kantorovich mass transfer problem. Mem. AMS 137 (1999) 1–66. | MR | Zbl

[12] W. Gangbo, An elementary proof of the polar decomposition of vector-valued functions. Arch. Ration. Mech. Anal. 128 (1995) 380–399.

[13] W. Gangbo and R. Mccann, Optimal maps in Monge’s mass transport problem. C.R. Acad. Sci. Paris 321 (1995) 1653–1658. | MR | Zbl

[14] W. Gangbo and R. Mccann, The geometry of optimal transport. Acta Math. 177 (1996) 113–161. | DOI | MR | Zbl

[15] W. Gangbo, T. Nguyen and A. Tudorascu, Hamilton-Jacobi equations in the Wasserstein space. Meth. Appl. Anal. 15 (2008) 155–184. | DOI | MR | Zbl

[16] W. Gangbo and A. Swiech, 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

[17] W. Gangbo and A. Swiech, Metric viscosity solutions of Hamilton–Jacobi equations depending on local slopes. Calc. Var. Partial Differ. Equ. 54 (2015) 1183–1218. | DOI | MR | Zbl

[18] W. Gangbo and A. Tudorascu, Lagrangian dynamics on an infinite-dimensional torus; a Weak KAM theorem. Adv. Math. 224 (2010) 260–292. | DOI | MR | Zbl

[19] J.-M. Lasry and P.-L. Lions, Mean field games. Jpn. J. Math. 2 (2007) 229–260. | DOI | MR | Zbl

[20] J. Maas, Gradient flows of the entropy for finite Markov chains. J. Funct. Anal. 261 (2011) 2250–2292. | DOI | MR | Zbl

[21] J.-F. Mertens, S. Sorin and S. Zamir, Repeated games. Vol. 55 of Econometric Society Monographs. Cambridge University Press, New York, 2015. | MR

[22] A. Mielke, A gradient structure for reaction–diffusion systems and for energy-drift-diffusion systems. Nonlinearity 24 (2011) 1329–1346. | DOI | MR | Zbl

[23] Y. Shu, Hamilton-Jacobi equations on graph and applications. Potential Anal. 48 (2018) 125–157. | DOI | MR | Zbl

[24] C. Villani, Topics in optimal transportation. Vol. 58 of Graduate Studies in Mathematics. American Mathematical Society, Providence, RI, 2003. | MR | Zbl

Cité par Sources :