Hamilton--Jacobi equations for controlled gradient flows: the comparison principle
Fuente:
arXiv
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2021
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866909061802360832 |
|---|---|
| author | Conforti, Giovanni Kraaij, Richard Tonon, Daniela |
| author_facet | Conforti, Giovanni Kraaij, Richard Tonon, Daniela |
| contents | Motivated by recent developments in the fields of large deviations for interacting particle system and mean field control, we establish a comparison principle for the Hamilton--Jacobi equation corresponding to linearly controlled gradient flows of an energy function $\cE$ defined on a metric space $(E,d)$. Our analysis is based on a systematic use of the regularizing properties of gradient flows in evolutional variational inequality (EVI) formulation, that we exploit for constructing rigorous upper and lower bounds for the formal Hamiltonian at hand and, in combination with the use of the Tataru's distance, for establishing the key estimates needed to bound the difference of the Hamiltonians in the proof of the comparison principle. Our abstract results apply to a large class of examples only partially covered by the existing theory, including gradient flows on Hilbert spaces and the Wasserstein space equipped with a displacement convex energy functional $\cE$ satisfying McCann's condition. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2111_13258 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Hamilton--Jacobi equations for controlled gradient flows: the comparison principle Conforti, Giovanni Kraaij, Richard Tonon, Daniela Analysis of PDEs Probability 35F21, 49L25, 49Q22, 49Q20, 93E20 Motivated by recent developments in the fields of large deviations for interacting particle system and mean field control, we establish a comparison principle for the Hamilton--Jacobi equation corresponding to linearly controlled gradient flows of an energy function $\cE$ defined on a metric space $(E,d)$. Our analysis is based on a systematic use of the regularizing properties of gradient flows in evolutional variational inequality (EVI) formulation, that we exploit for constructing rigorous upper and lower bounds for the formal Hamiltonian at hand and, in combination with the use of the Tataru's distance, for establishing the key estimates needed to bound the difference of the Hamiltonians in the proof of the comparison principle. Our abstract results apply to a large class of examples only partially covered by the existing theory, including gradient flows on Hilbert spaces and the Wasserstein space equipped with a displacement convex energy functional $\cE$ satisfying McCann's condition. |
| title | Hamilton--Jacobi equations for controlled gradient flows: the comparison principle |
| topic | Analysis of PDEs Probability 35F21, 49L25, 49Q22, 49Q20, 93E20 |
| url | https://arxiv.org/abs/2111.13258 |