W-entropy and Langevin deformation on Wasserstein space over Riemannian manifolds

IF 1.5 1区 数学 Q2 STATISTICS & PROBABILITY Probability Theory and Related Fields Pub Date : 2024-01-16 DOI:10.1007/s00440-023-01256-y
Songzi Li, Xiang-Dong Li
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引用次数: 0

Abstract

We prove the Perelman type W-entropy formula for the geodesic flow on the \(L^2\)-Wasserstein space over a complete Riemannian manifold equipped with Otto’s infinite dimensional Riemannian metric. To better understand the similarity between the W-entropy formula for the geodesic flow on the Wasserstein space and the W-entropy formula for the heat flow of the Witten Laplacian on the underlying manifold, we introduce the Langevin deformation of flows on the Wasserstein space over a Riemannian manifold, which interpolates the gradient flow and the geodesic flow on the Wasserstein space over a Riemannian manifold, and can be regarded as the potential flow of the compressible Euler equation with damping on a Riemannian manifold. We prove the existence, uniqueness and regularity of the Langevin deformation on the Wasserstein space over the Euclidean space and a compact Riemannian manifold, and prove the convergence of the Langevin deformation for \(c\rightarrow 0\) and \(c\rightarrow \infty \) respectively. Moreover, we prove the W-entropy-information formula along the Langevin deformation on the Wasserstein space on Riemannian manifolds. The rigidity theorems are proved for the W-entropy for the geodesic flow and the Langevin deformation on the Wasserstein space over complete Riemannian manifolds with the CD(0, m)-condition. Our results are new even in the case of Euclidean spaces and complete Riemannian manifolds with non-negative Ricci curvature.

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黎曼流形上瓦塞尔斯坦空间的 W-熵和朗格文变形
我们证明了在配有奥托无限维黎曼度量的完整黎曼流形上的\(L^2\)-Wasserstein空间上的大地流的佩雷尔曼式W熵公式。为了更好地理解Wasserstein空间上大地流的W熵公式与底层流形上Witten Laplacian热流的W熵公式之间的相似性,我们引入了黎曼流形上Wasserstein空间上流的Langevin变形,它插值了黎曼流形上Wasserstein空间上的梯度流和大地流,可视为黎曼流形上带阻尼的可压缩欧拉方程的势流。我们证明了欧几里得空间和紧凑黎曼流形上的 Wasserstein 空间的朗格文变形的存在性、唯一性和正则性,并分别证明了 \(c\rightarrow 0\) 和 \(c\rightarrow\infty \) 的朗格文变形的收敛性。此外,我们还证明了在黎曼流形的瓦瑟斯坦空间上沿着朗格文变形的W-熵信息公式。在CD(0, m)条件下,证明了完整黎曼流形上Wasserstein空间的大地流和Langevin变形的W熵的刚性定理。即使在欧几里得空间和具有非负里奇曲率的完整黎曼流形的情况下,我们的结果也是新的。
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来源期刊
Probability Theory and Related Fields
Probability Theory and Related Fields 数学-统计学与概率论
CiteScore
3.70
自引率
5.00%
发文量
71
审稿时长
6-12 weeks
期刊介绍: Probability Theory and Related Fields publishes research papers in modern probability theory and its various fields of application. Thus, subjects of interest include: mathematical statistical physics, mathematical statistics, mathematical biology, theoretical computer science, and applications of probability theory to other areas of mathematics such as combinatorics, analysis, ergodic theory and geometry. Survey papers on emerging areas of importance may be considered for publication. The main languages of publication are English, French and German.
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