English

HJB equations driven by the Dirichlet-Ferguson Laplacian in Wasserstein-Sobolev spaces

Optimization and Control 2025-11-06 v1 Analysis of PDEs Probability

Abstract

We study linear and nonlinear PDEs defined on the space of P(Td)\mathcal{P}(\mathbb{T}^d) over the flat torus Td\mathbb{T}^d, equipped with the Dirichlet-Ferguson measure D\mathcal{D}. We first develop an analytic framework based on the Wasserstein-Sobolev space H1,2(P(Td),W2,D)H^{1,2}(\mathcal{P}(\mathbb{T}^d), W_2, \mathcal{D}) associated with the Dirichlet form induced by the infinite-dimensional Laplacian acting on functions of measures. Within this setting, we establish existence and uniqueness results for transport-diffusion and Hamilton-Jacobi equations in the Wasserstein space. Our analysis connects the PDE approach with a corresponding interacting particles system providing a probabilistic (Kolmogorov-type) representation of strong solutions. Finally, we extend the theory to semilinear equations and mean-field optimal control problems, together with consistent finite-dimensional approximations.

Keywords

Cite

@article{arxiv.2511.03522,
  title  = {HJB equations driven by the Dirichlet-Ferguson Laplacian in Wasserstein-Sobolev spaces},
  author = {François Delarue and Mattia Martini and Giacomo Enrico Sodini},
  journal= {arXiv preprint arXiv:2511.03522},
  year   = {2025}
}

Comments

66 pages