Hamilton--Jacobi equations for Wasserstein controlled gradient flows: existence of viscosity solutions

Fuente: arXiv
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Autores principales: Conforti, Giovanni, Kraaij, Richard C., Tamanini, Luca, Tonon, Daniela
Formato: Preprint
Publicado: 2024
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author Conforti, Giovanni
Kraaij, Richard C.
Tamanini, Luca
Tonon, Daniela
author_facet Conforti, Giovanni
Kraaij, Richard C.
Tamanini, Luca
Tonon, Daniela
contents This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in metric spaces. In this paper, we finish our analysis in the context of Wasserstein gradient flows with underlying energy functional satisfying McCann's condition. More prescisely, we establish that the value function for a linearly controlled gradient flow problem whose running cost is quadratic in the control variable and just continuous in the state variable yields a viscosity solution to the Hamilton-Jacobi equation in terms of two operators introduced in our former works, acting as rigorous upper and lower bounds for the formal Hamiltonian at hand. The definition of these operators is directly inspired by the Evolutional Variational Inequality formulation of gradient flows (EVI): one of the main innovations of this work is to introduce a controlled version of EVI, which turns out to be crucial in establishing regularity properties, energy and metric bounds along optimzing sequences in the controlled gradient flow problem that defines the candidate solution.
format Preprint
id arxiv_https___arxiv_org_abs_2401_02240
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Hamilton--Jacobi equations for Wasserstein controlled gradient flows: existence of viscosity solutions
Conforti, Giovanni
Kraaij, Richard C.
Tamanini, Luca
Tonon, Daniela
Analysis of PDEs
Probability
35F21, 49L25, 49Q22, 93E20
This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in metric spaces. In this paper, we finish our analysis in the context of Wasserstein gradient flows with underlying energy functional satisfying McCann's condition. More prescisely, we establish that the value function for a linearly controlled gradient flow problem whose running cost is quadratic in the control variable and just continuous in the state variable yields a viscosity solution to the Hamilton-Jacobi equation in terms of two operators introduced in our former works, acting as rigorous upper and lower bounds for the formal Hamiltonian at hand. The definition of these operators is directly inspired by the Evolutional Variational Inequality formulation of gradient flows (EVI): one of the main innovations of this work is to introduce a controlled version of EVI, which turns out to be crucial in establishing regularity properties, energy and metric bounds along optimzing sequences in the controlled gradient flow problem that defines the candidate solution.
title Hamilton--Jacobi equations for Wasserstein controlled gradient flows: existence of viscosity solutions
topic Analysis of PDEs
Probability
35F21, 49L25, 49Q22, 93E20
url https://arxiv.org/abs/2401.02240