Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/98875
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Applied Mathematics | en_US |
dc.creator | Cui, J | en_US |
dc.creator | Liu, S | en_US |
dc.creator | Zhou, H | en_US |
dc.date.accessioned | 2023-06-01T06:05:20Z | - |
dc.date.available | 2023-06-01T06:05:20Z | - |
dc.identifier.issn | 0036-1399 | en_US |
dc.identifier.uri | http://hdl.handle.net/10397/98875 | - |
dc.language.iso | en | en_US |
dc.publisher | Society for Industrial and Applied Mathematics | en_US |
dc.rights | © 2023 Society for Industrial and Applied Mathematics | en_US |
dc.rights | The following publication Cui, J., Liu, S., & Zhou, H. (2023). Wasserstein Hamiltonian flow with common noise on graph. SIAM Journal on Applied Mathematics, 83(2), 484-509 is available at https://doi.org/10.1137/22M1490697. | en_US |
dc.subject | Stochastic Hamiltonian flow on graph | en_US |
dc.subject | Density manifold | en_US |
dc.subject | Wong–Zakai approximation | en_US |
dc.subject | Optimal transport | en_US |
dc.title | Wasserstein Hamiltonian flow with common noise on graph | en_US |
dc.type | Journal/Magazine Article | en_US |
dc.identifier.spage | 484 | en_US |
dc.identifier.epage | 509 | en_US |
dc.identifier.volume | 83 | en_US |
dc.identifier.issue | 2 | en_US |
dc.identifier.doi | 10.1137/22M1490697 | en_US |
dcterms.abstract | We study the Wasserstein Hamiltonian flow with a common noise on the density manifold of a finite graph. Under the framework of the stochastic variational principle, we first develop the formulation of stochastic Wasserstein Hamiltonian flow and show the local existence of a unique solution. We also establish a sufficient condition for the global existence of the solution. Consequently, we obtain the global well-posedness for the nonlinear Schrödinger equations with common noise on a graph. In addition, using Wong–Zakai approximation of common noise, we prove the existence of the minimizer for an optimal control problem with common noise. We show that its minimizer satisfies the stochastic Wasserstein Hamiltonian flow on a graph as well. | en_US |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | SIAM journal on applied mathematics, Apr. 2023, v. 83, no. 2, p.484-509 | en_US |
dcterms.isPartOf | SIAM journal on applied mathematics | en_US |
dcterms.issued | 2023-04 | - |
dc.identifier.eissn | 1095-712X | en_US |
dc.description.validate | 202305 bcww | en_US |
dc.description.oa | Version of Record | en_US |
dc.identifier.FolderNumber | a2051 | - |
dc.identifier.SubFormID | 46381 | - |
dc.description.fundingSource | RGC | en_US |
dc.description.fundingSource | Others | en_US |
dc.description.fundingText | This research is partially supported by Georgia Tech Mathematics Application Portal(GT-MAP) and by research grants NSF DMS-1830225, and ONR N00014-21-1-2891. The researchof the first author is partially supported by start-up funds (P0039016, P0041274) from Hong KongPolytechnic University, the Hong Kong Research Grant Council ECS grant 25302822, and the CASAMSS-PolyU Joint Laboratory of Applied Mathematics. | en_US |
dc.description.pubStatus | Published | en_US |
Appears in Collections: | Journal/Magazine Article |
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22m1490697.pdf | 434.38 kB | Adobe PDF | View/Open |
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