In the recent years the Schrodinger problem has gained a lot of attention because of the connection, in the small-noise regime, with the Monge-Kantorovich optimal transport problem. Its optimal value, the entropic cost C-T, is here deeply investigated. In this paper we study the regularity of C-T with respect to the parameter Tunder a curvature condition and explicitly compute its first and second derivative. As applications:- we determine the large-time limit of CTand provide sharp exponential convergence rates; we obtain this result not only for the classical Schrodinger problem but also for the recently introduced Mean Field Schrodinger problem [3];- we improve the Taylor expansion of T (sic). TCT around T= 0 from the first to the second order. (C) 2021 Elsevier Inc. All rights reserved.

Conforti, G., Tamanini, L., A formula for the time derivative of the entropic cost and applications, <<JOURNAL OF FUNCTIONAL ANALYSIS>>, 2021; 280 (11): N/A-N/A. [doi:10.1016/j.jfa.2021.108964] [https://hdl.handle.net/10807/232485]

A formula for the time derivative of the entropic cost and applications

Tamanini, Luca
2021

Abstract

In the recent years the Schrodinger problem has gained a lot of attention because of the connection, in the small-noise regime, with the Monge-Kantorovich optimal transport problem. Its optimal value, the entropic cost C-T, is here deeply investigated. In this paper we study the regularity of C-T with respect to the parameter Tunder a curvature condition and explicitly compute its first and second derivative. As applications:- we determine the large-time limit of CTand provide sharp exponential convergence rates; we obtain this result not only for the classical Schrodinger problem but also for the recently introduced Mean Field Schrodinger problem [3];- we improve the Taylor expansion of T (sic). TCT around T= 0 from the first to the second order. (C) 2021 Elsevier Inc. All rights reserved.
2021
Inglese
Conforti, G., Tamanini, L., A formula for the time derivative of the entropic cost and applications, <<JOURNAL OF FUNCTIONAL ANALYSIS>>, 2021; 280 (11): N/A-N/A. [doi:10.1016/j.jfa.2021.108964] [https://hdl.handle.net/10807/232485]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10807/232485
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