Hamilton–Jacobi equations for controlled gradient flows

Hamilton–Jacobi equations for controlled gradient flows: The comparison principle

Conforti, G. (Route de Saclay)
Kraaij, R.C. (TU Delft Delft Institute of Applied Mathematics; TU Delft Applied Probability)
Tonon, D. (Università degli Studi di Padova)

2023

Motivated by recent developments in the fields of large deviations for interacting particle systems and mean field control, we establish a comparison principle for the Hamilton–Jacobi equation corresponding to linearly controlled gradient flows of an energy function E defined on a metric space (E,d). Our analysis is based on a systematic use of the regularizing properties of gradient flows in evolutional variational inequality (EVI) formulation, that we exploit for constructing rigorous upper and lower bounds for the formal Hamiltonian at hand and, in combination with the use of the Tataru's distance, for establishing the key estimates needed to bound the difference of the Hamiltonians in the proof of the comparison principle. Our abstract results apply to a large class of examples only partially covered by the existing theory, including gradient flows on Hilbert spaces and the Wasserstein space equipped with a displacement convex energy functional E satisfying McCann's condition.

Comparison principle
EVI gradient flows
Hamilton Jacobi equations
Optimal transport
Tataru distance

http://resolver.tudelft.nl/uuid:f9b2bc59-52c7-40f2-bfd1-b1cd69b9af61

https://doi.org/10.1016/j.jfa.2023.109853

2023-07-01

0022-1236

Journal of Functional Analysis, 284 (9)

Green Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.

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© 2023 G. Conforti, R.C. Kraaij, D. Tonon