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arXiv:1712.02257 · Journal of Mathematical Physics

Extremal flows in Wasserstein space

Giovanni Conforti, Michele Pavon

Published Jun 1, 2018• 10 citations
arXivHTMLPDF

Abstract

We develop an intrinsic geometric approach to the calculus of variations in the Wasserstein space. We show that the flows associated with the Schrödinger bridge with general prior, with optimal mass transport, and with the Madelung fluid can all be characterized as annihilating the first variation of a suitable action. We then discuss the implications of this unified framework for stochastic mechanics: It entails, in particular, a sort of fluid-dynamic reconciliation between Bohm’s and Nelson’s stochastic mechanics.

DOI
10.1063/1.5018402

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We develop an intrinsic geometric approach to the calculus of variations in the Wasserstein space. We show that the flows associated with the Schrödinger bridge with general prior, with optimal mass transport, and with the Madelung fluid can all be characterized as annihilating the first variation of a suitable action. We then discuss the implications of this unified framework for stochastic mechanics: It entails, in particular, a sort of fluid-dynamic reconciliation between Bohm’s and Nelson’s stochastic mechanics.
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In this paper, we describe a possible generalization of the Wasserstein-2 metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one and to the space of matrix-valued probability densities. Our approach follows a control-theoretic optimization formulation of the Wasserstein-2 metric, having its roots in fluid dynamics, and utilizes certain results from the quantum mechanics of open systems, in particular the Lindblad equation. It allows determining the gradient flow for the quantum entropy relative to this matricial Wasserstein metric.
The second law does more than set the direction of thermodynamic evolution: it endows nonequilibrium transformations with an underlying geometry. In this work, we provide a unified geometric description of entropy production in classical and quantum thermodynamics based on Wasserstein-2 structures arising from gradient flows of free energy. We review how relaxation to equilibrium, in overdamped diffusions, discrete detailed-balanced Markov chains, and dissipative Lindblad dynamics, can be formulated as a gradient flow on the space of states. The associated Wasserstein-2 distance bounds entropy production, yielding a finite-time refinement of the second law. We extend this framework beyond purely dissipative dynamics by introducing generalized Wasserstein-2 metrics that incorporate conservative (Hamiltonian) dynamics in both classical inertial systems and open quantum systems, yielding intrinsic distances that exactly characterize minimal entropy production under fixed dissipative mobilities. We establish equivalence bounds between purely dissipative and Hamiltonian-dissipative geometries, explicitly quantifying how inertial or coherent dynamics can reduce dissipation. Finally, when restricted to equilibrium distributions, we recover the thermodynamic length of linear response-including the quantum thermodynamic length-thereby linking optimal transport, thermodynamic length, and counterdiabatic protocols within a single geometric framework. All in all, our results extend the Riemannian program of thermodynamics further from equilibrium and provide a geometric foundation for optimal protocols beyond the overdamped setting.
Abstract We show that the Schrödinger equation is a lift of Newton's third law of motion on the space of probability measures, where derivatives are taken with respect to the Wasserstein Riemannian metric. Here the potentialμ→F(μ) is the sum of the total classical potential energy (V, μ) of the extended system and its Fisher information . The precise relation is established via a well-known (Madelung) transform which is shown to be a symplectic submersion of the standard symplectic structure of complex valued functions into the canonical symplectic space over the Wasserstein space. All computations are conducted in the framework of Otto's formal Riemannian calculus for optimal transportation of probability measures.
We show that the Schroedinger equation is a lift of Newton's law of motion on the space of probability measures, where derivatives are taken w.r.t. the Wasserstein Riemannian metric. Here the potential is the sum of the total classical potential energy of the extended system and its Fisher information. The precise relation is established via a well known ('Madelung') transform which is shown to be a symplectic submersion of the standard symplectic structure of complex valued functions into the canonical symplectic space over the Wasserstein space. All computations are conducted in the framework of Otto's formal Riemannian calculus for optimal transportation of probability measures