Generalized Hunter–Saxton equations, optimal information transport, and factorization of diffeomorphisms
Journal article, 2015
We study geodesic equations for a family of right-invariant Riemannian metrics on the group of diffeomorphisms of a compact manifold. The metrics descend to Fisher’s information metric on the space of smooth probability densities. The right reduced geodesic equations are higher-dimensional generalizations of the μ-Hunter–Saxton equation, used to model liquid crystals under the influence of magnetic fields. Local existence and uniqueness results are established by proving smoothness of the geodesic spray.
The descending property of the metrics is used to obtain a novel factorization of diffeomorphisms. Analogous to the polar factorization in optimal mass transport, this factorization solves an optimal information transport problem. It can be seen as an infinite-dimensional version of QR factorization of matrices.
Entropy differential metric
Fisher information metric