Small noise limit and convexity for generalized incompressible flows, Schr\"odinger problems, and optimal transport

Abstract

This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr\"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br\"odinger problem recently introduced by M. Arnaudon & al. [3], the multiphase Brenier model, and the multiphase Br\"odinger problem. All of them involve the minimization of a kinetic action and/or a relative entropy of some path measures with respect to the reversible Brownian motion. As the viscosity parameter $\nu\to 0$ we establish Gamma-convergence relations between the corresponding problems, and prove the convergence of the associated pressures arising from the incompressibility constraints. We also present new results on the time-convexity of the entropy for some of the dynamical interpolations. Along the way we extend previous results by H. Lavenant [30] and J-D. Benamou & al. [10].