23. Apr 2019

The mean field Schrödinger problem

Datum: 23. April 2019 | 16:30 – 17:30
Sprecher: Julio Backhoff, Universität Wien
Veranstaltungsort: Big Seminar room Ground floor / Office Bldg West (I21.EG.101)

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.