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The Parisi formula is a Hamilton–Jacobi equation in Wasserstein space

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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 show that this quantity can be recast as the… Click to show full abstract

The Parisi formula is a self-contained description of the infinite-volume limit of the free energy of mean-field spin glass models. We show that 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.

Keywords: parisi formula; wasserstein space; equation wasserstein; jacobi equation; hamilton jacobi

Journal Title: Canadian Journal of Mathematics
Year Published: 2021

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