Preprint

Inserted: 14 feb 2025
Last Updated: 14 feb 2025

Year: 2025

Abstract:

The JKO scheme is a time-discrete scheme of implicit Euler type that allows to construct weak solutions of evolution PDEs which have a Wasserstein gradient structure. The purpose of this work is to study the effect of replacing the classical quadratic optimal transport problem by the Schroedinger problem (aka the entropic regularization of optimal transport, efficiently computed by the Sinkhorn algorithm) at each step of this scheme. We find that if $\varepsilon$ is the regularization parameter of the Schr\"odinger problem, and $\tau$ is the time step parameter, considering the limit $\tau,\varepsilon \to 0$ with $\frac{\varepsilon}{\tau} \to \alpha \in \mathbb{R}_+$ results in adding the term $\frac{\alpha}{2} \Delta \rho$ on the right-hand side of the limiting PDE. In the case $\alpha = 0$ we improve a previous result by Carlier, Duval, Peyré and Schmitzer (2017).

Tags: EYAWKAJKOS

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