On the Viability and Invariance of Proper Sets under Continuity Inclusions in Wasserstein Spaces

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Main Authors: Bonnet-Weill, Benoît, Frankowska, Hélène
Format: Preprint
Published: 2023
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author Bonnet-Weill, Benoît
Frankowska, Hélène
author_facet Bonnet-Weill, Benoît
Frankowska, Hélène
contents In this article, we derive conditions for the existence of solutions to state-constrained continuity inclusions in Wasserstein spaces whose right-hand sides may be discontinuous in time. These latter are based on a fine investigation of the infinitesimal behaviour of the underlying reachable sets, through which we show that up to a negligible set of times, every admissible velocity of a continuity inclusion can be approximately realised as the metric derivative of a solution of the dynamics, and vice versa. Building on these results, we are able to establish necessary and sufficient geometric conditions for the viability and invariance of stationary and time-dependent constraint sets which involve a suitable notion of contingent cones in Wasserstein spaces, and presented in ascending order of generality. We then close the article by exhibiting two prototypical examples of constraints sets appearing in applications for which one can compute relevant subfamilies of contingent directions.
format Preprint
id arxiv_https___arxiv_org_abs_2304_11945
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle On the Viability and Invariance of Proper Sets under Continuity Inclusions in Wasserstein Spaces
Bonnet-Weill, Benoît
Frankowska, Hélène
Optimization and Control
Analysis of PDEs
28B20, 34G25, 46N20, 49Q22
In this article, we derive conditions for the existence of solutions to state-constrained continuity inclusions in Wasserstein spaces whose right-hand sides may be discontinuous in time. These latter are based on a fine investigation of the infinitesimal behaviour of the underlying reachable sets, through which we show that up to a negligible set of times, every admissible velocity of a continuity inclusion can be approximately realised as the metric derivative of a solution of the dynamics, and vice versa. Building on these results, we are able to establish necessary and sufficient geometric conditions for the viability and invariance of stationary and time-dependent constraint sets which involve a suitable notion of contingent cones in Wasserstein spaces, and presented in ascending order of generality. We then close the article by exhibiting two prototypical examples of constraints sets appearing in applications for which one can compute relevant subfamilies of contingent directions.
title On the Viability and Invariance of Proper Sets under Continuity Inclusions in Wasserstein Spaces
topic Optimization and Control
Analysis of PDEs
28B20, 34G25, 46N20, 49Q22
url https://arxiv.org/abs/2304.11945