Hamilton–Jacobi equations for controlled gradient flows

The comparison principle

Journal Article (2023)
Author(s)

G. Conforti (Route de Saclay)

RICHARD C. KRAAIJ (TU Delft - Applied Probability, TU Delft - Delft Institute of Applied Mathematics)

D. Tonon (Università degli Studi di Padova)

Research Group
Applied Probability
Copyright
© 2023 G. Conforti, R.C. Kraaij, D. Tonon
DOI related publication
https://doi.org/10.1016/j.jfa.2023.109853
More Info
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Publication Year
2023
Language
English
Copyright
© 2023 G. Conforti, R.C. Kraaij, D. Tonon
Research Group
Applied Probability
Issue number
9
Volume number
284
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Abstract

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.

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