4.5 Article

A DIFFERENTIAL APPROACH TO THE MULTI-MARGINAL SCHRODINGER SYSTEM

Journal

SIAM JOURNAL ON MATHEMATICAL ANALYSIS
Volume 52, Issue 1, Pages 709-717

Publisher

SIAM PUBLICATIONS
DOI: 10.1137/19M1253800

Keywords

multi-marginal Schrodinger system; local and global inverse function theorems; entropy minimization

Funding

  1. Agence Nationale de la Recherche through the project MAGA grant [ANR-16-CE40-0014]

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We develop an elementary and self-contained differential approach, in an L-infinity setting, for well-posedness (existence, uniqueness, and smooth dependence with respect to the data) for the multi-marginal Schrodinger system which arises in the entropic regularization of optimal transport problems.

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