What is a stochastic Hamiltonian process on finite graph? An optimal transport answer

We present a definition of stochastic Hamiltonian process on finite graph via its corresponding density dynamics in Wasserstein manifold. We demonstrate the existence of stochastic Hamiltonian process in many classical discrete problems, such as the optimal transport problem, Schrodinger equation and Schrodinger bridge problem (SBP). The stationary and periodic properties of Hamiltonian processes are also investigated in the framework of SBP. (c) 2021 Elsevier Inc. All rights reserved.

Automated summary

This article presents a definition of stochastic Hamiltonian process on finite graphs via density dynamics in Wasserstein manifold, demonstrating its existence in classical discrete problems such as the optimal transport problem, Schrodinger equation, and Schrodinger bridge problem. The stationary and periodic properties of Hamiltonian processes are also investigated within the framework of the Schrodinger bridge problem.