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The mean field Schrödinger problem

Date: Tuesday, April 23, 2019 16:30 - 17:30
Speaker: Julio Backhoff (Universität Wien)
Location: Big Seminar room Ground floor / Office Bldg West (I21.EG.101)
Series: Mathematics and CS Seminar
Host: M. Beiglböck, N. Berestycki, L. Erdös, J. Maas
Contact: PETZ Caroline
Lab building west seminar room

Abstract:

I will introduce the mean field Schrdinger problem, concerned with finding the most likely evolution of a cloud of interacting Brownian particles conditionally on their initial and final configurations. New energy dissipation estimates are shown, yielding exponential convergence to equilibrium as the time between initial and final observations grows to infinity. The method reveals novel functional inequalities involving the mean field entropic cost, as well as an interesting connection with the theory of PDEs. Joint work with Giovani Conforti.
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