Connecting information geometry and geometric mechanics

Abstract

The divergence function in information geometry, and the discrete Lagrangian in discrete geometric mechanics each induce a differential geometric structure on the product manifold Q × Q. We aim to investigate the relationship between these two objects, and the fundamental role that duality, in the form of Legendre transforms, plays in both fields. By establishing an analogy between these two approaches, we will show how a fruitful cross-fertilization of techniques may arise from switching formulations based on the cotangent bundle T*Q (as in geometric mechanics) and the tangent bundle TQ (as in information geometry). In particular, we establish, through variational error analysis, that the divergence function agrees with the exact discrete Lagrangian up to third order if and only if Q is a Hessian manifold.