Lipschitz Continuity of the Schrödinger Map in Entropic Optimal Transport - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2022

Lipschitz Continuity of the Schrödinger Map in Entropic Optimal Transport

Résumé

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schrödinger map. We prove that when the cost function is $C^{k+1}$ with k in N* then this map is Lipschitz continuous from the $L^2$-Wasserstein space to the space of $C^k$ functions. Our result holds on compact domains and covers the multi-marginal case. As applications, we prove displacement smoothness of the entropic optimal transport cost and the well-posedness of certain Wasserstein gradient flows involving this functional, including the Sinkhorn divergence and a multi-species system.
Fichier principal
Vignette du fichier
Lipschitz_Schrodinger_Map.pdf (549 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-03793562 , version 1 (01-10-2022)
hal-03793562 , version 2 (01-03-2024)

Identifiants

  • HAL Id : hal-03793562 , version 1

Citer

Guillaume Carlier, Lénaïc Chizat, Maxime Laborde. Lipschitz Continuity of the Schrödinger Map in Entropic Optimal Transport. 2022. ⟨hal-03793562v1⟩
516 Consultations
530 Téléchargements

Partager

More