The Parisi formula is a Hamilton–Jacobi equation in Wasserstein space
Canadian journal of mathematics, Tome 74 (2022) no. 3, pp. 607-629
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The Parisi formula is a self-contained description of the infinite-volume limit of the free energy of mean-field spin glass models. We showthat this quantity can be recast as the solution of a Hamilton–Jacobi equation in the Wasserstein space of probability measures on the positive half-line.
Mourrat, Jean-Christophe. The Parisi formula is a Hamilton–Jacobi equation in Wasserstein space. Canadian journal of mathematics, Tome 74 (2022) no. 3, pp. 607-629. doi: 10.4153/S0008414X21000031
@article{10_4153_S0008414X21000031,
author = {Mourrat, Jean-Christophe},
title = {The {Parisi} formula is a {Hamilton{\textendash}Jacobi} equation in {Wasserstein} space},
journal = {Canadian journal of mathematics},
pages = {607--629},
year = {2022},
volume = {74},
number = {3},
doi = {10.4153/S0008414X21000031},
url = {http://geodesic.mathdoc.fr/articles/10.4153/S0008414X21000031/}
}
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