\{Euclidean, metric, and Wasserstein\} gradient flows: an overview

DOI10.1007/S13373-017-0101-1zbMATH Open1369.34084arXiv1609.03890OpenAlexW2519388618WikidataQ59603457 ScholiaQ59603457MaRDI QIDQ523629FDOQ523629

Authors: Filippo Santambrogio 

Publication date: 21 April 2017

Published in: Bulletin of Mathematical Sciences (Search for Journal in Brave)

Abstract: This is an expository paper on the theory of gradient flows, and in particular of those PDEs which can be interpreted as gradient flows for the Wasserstein metric on the space of probability measures (a distance induced by optimal transport). The starting point is the Euclidean theory, and then its generalization to metric spaces, according to the work of Ambrosio, Gigli and Savar{'e}. Then comes an independent exposition of the Wasserstein theory, with a short introduction to the optimal transport tools that are needed and to the notion of geodesic convexity, followed by a precise desciption of the Jordan-Kinderleher-Otto scheme, with proof of convergence in the easiest case: the linear Fokker-Planck equation. A discussion of other gradient flows PDEs and of numerical methods based on these ideas is also provided. The paper ends with a new, theoretical, development, due to Ambrosio, Gigli, Savar{'e}, Kuwada and Ohta: the study of the heat flow in metric measure spaces.

Full work available at URL: https://arxiv.org/abs/1609.03890

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zbMATH Keywords

optimal transportCauchy problemFokker-Planck equationnumerical methodssubdifferentialheat flowmetric measure spacesWasserstein distancescontractivityanalysis in metric spaces

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Heat equation (35K05) Methods involving semicontinuity and convergence; relaxation (49J45) Numerical methods involving duality (49M29) Metric spaces, metrizability (54E35) Evolution inclusions (34G25)

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