Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/91600
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dc.contributorDepartment of Applied Mathematicsen_US
dc.creatorCui, Jen_US
dc.creatorLiu, Sen_US
dc.creatorZhou, Hen_US
dc.date.accessioned2021-11-16T07:14:01Z-
dc.date.available2021-11-16T07:14:01Z-
dc.identifier.issn0022-0396en_US
dc.identifier.urihttp://hdl.handle.net/10397/91600-
dc.language.isoenen_US
dc.publisherAcademic Pressen_US
dc.rights© 2021 Elsevier Inc. All rights reserved.en_US
dc.rights© 2021. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/.en_US
dc.rightsThe following publication Cui, J., Liu, S., & Zhou, H. (2021). What is a stochastic Hamiltonian process on finite graph? An optimal transport answer. Journal of Differential Equations, 305, 428-457 is available at https://dx.doi.org/10.1016/j.jde.2021.10.009.en_US
dc.subjectWasserstein-Hamiltonian flowen_US
dc.subjectSchrodinger bridge problemen_US
dc.subjectOptimal transporten_US
dc.subjectTime-inhomogeneous Markov processen_US
dc.titleWhat is a stochastic Hamiltonian process on finite graph? An optimal transport answeren_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage428en_US
dc.identifier.epage457en_US
dc.identifier.volume305en_US
dc.identifier.doi10.1016/j.jde.2021.10.009en_US
dcterms.abstractWe present a definition of stochastic Hamiltonian process on finite graph via its corresponding density dynamics in Wasserstein manifold. We demonstrate the existence of stochastic Hamiltonian process in many classical discrete problems, such as the optimal transport problem, Schrödinger equation and Schrödinger bridge problem (SBP). The stationary and periodic properties of Hamiltonian processes are also investigated in the framework of SBP.en_US
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationJournal of differential equations, 25 Dec. 2021, v. 305, p. 428-457en_US
dcterms.isPartOfJournal of differential equationsen_US
dcterms.issued2021-12-
dc.identifier.isiWOS:000714671800002-
dc.identifier.eissn1090-2732en_US
dc.description.validate202111 bchyen_US
dc.description.oaAccepted Manuscripten_US
dc.identifier.FolderNumbera1050-n01, a1062-n01, a1066-n01-
dc.identifier.SubFormID43856, 43865, 43869-
dc.description.fundingSourceOthersen_US
dc.description.fundingTextA0039016en_US
dc.description.pubStatusPublisheden_US
dc.description.oaCategoryGreen (AAM)en_US
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