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A differential approach to the multi-marginal Schrödinger system

Carlier, Guillaume; Laborde, Maxime (2020), A differential approach to the multi-marginal Schrödinger system, SIAM Journal on Mathematical Analysis, 52, 1, p. 12. 10.1137/19M1253800

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Type
Article accepté pour publication ou publié
Date
2020
Journal name
SIAM Journal on Mathematical Analysis
Volume
52
Number
1
Publisher
SIAM - Society for Industrial and Applied Mathematics
Pages
12
Publication identifier
Metadata
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Author(s)
Carlier, Guillaume
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Laborde, Maxime
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Department of Mathematics and Statistics [Toronto]
Abstract (EN)
We develop an elementary and self-contained differential approach, in an L ∞ setting, for well-posedness (existence, uniqueness and smooth dependence with respect to the data) for the multi-marginal Schrödinger system which arises in the entropic regularization of optimal transport problems.
Subjects / Keywords
local and global inverse function theorems; Multi-marginal Schrödinger system; entropy minimization