arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.09187math.NAcs.NA
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Wasserstein-Hamilton流的时间离散化

Time Discretizations of Wasserstein-Hamiltonian Flows

Jianbo Cui, Luca Dieci, Haomin Zhou

摘要:

本文研究了概率密度流形上的哈密顿系统的离散化问题,该流形具有$L^2$ -Wasserstein度量.基于离散最优输运理论,导出了图(格)上具有不同权重的几个哈密顿系统,这些系统可以视为对原哈密顿系统的空间离散化。我们证明了这些离散化的一致性,并提供了近似的订单。通过使用Fisher信息正则化系统,我们推导出一个明确的下界的密度函数,这保证了辛格式可以用来离散的时间。此外,我们显示出理想的长时间的行为,这些计划,并证明其性能的几个数值例子。

英文摘要:

We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different weights are derived, which can be viewed as spatial discretizations to the original Hamiltonian systems. We prove the consistency and provide the approximate orders for those discretizations. By regularizing the system using Fisher information, we deduce an explicit lower bound for the density function, which guarantees that symplectic schemes can be used to discretize in time. Moreover, we show desirable long time behavior of these schemes, and demonstrate their performance on several numerical examples.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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