Nội dung được dịch bởi AI, chỉ mang tính chất tham khảo
{Dòng chảy gradient Euclid, metric và Wasserstein: một cái nhìn tổng quan}
Tóm tắt
Bài báo này là một bài viết giải thích về lý thuyết dòng chảy gradient, và đặc biệt là các PDE có thể được diễn giải như là các dòng chảy gradient cho độ đo Wasserstein trên không gian các phép đo xác suất (một khoảng cách do vận chuyển tối ưu định ra). Điểm khởi đầu là lý thuyết Euclide, và sau đó là sự tổng quát của nó đối với các không gian metric, theo công trình của Ambrosio, Gigli và Savaré. Tiếp theo là một cách trình bày độc lập về lý thuyết Wasserstein, với một phần giới thiệu ngắn gọn về các công cụ vận chuyển tối ưu cần thiết và khái niệm về tính lồi địa lý, sau đó là mô tả chính xác về sơ đồ Jordan–Kinderlehrer–Otto và một phác thảo chứng minh để có được sự hội tụ của nó trong những trường hợp đơn giản nhất. Bài báo cũng cung cấp một cuộc thảo luận về những phương trình nào là các PDE dòng chảy gradient và các phương pháp số dựa trên những ý tưởng này. Bài báo kết thúc với một phát triển lý thuyết mới, do Ambrosio, Gigli, Savaré, Kuwada và Ohta thực hiện: nghiên cứu dòng nhiệt trong không gian đo metric.
Từ khóa
#Dòng chảy gradient #Lý thuyết Wasserstein #Phép đo xác suất #Vận chuyển tối ưu #Tính lồi địa lý #PDE #Phương pháp số.Tài liệu tham khảo
Ambrosio, L.: Movimenti minimizzanti. Rend. Accad. Naz. Sci. XL Mem. Mat. Sci. Fis. Natur. 113, 191–246 (1995)
Ambrosio, L., Gigli, N.: A user’s guide to optimal transport. In: Modelling and Optimisation of Flows on Networks. Lecture Notes in Mathematics, vol. 2062, pp. 1–155 Springer-Verlag (2013)
Ambrosio, L., Gigli, N., Savaré, G.: Gradient Flows in Metric Spaces and in the Spaces of Probability Measures. Lectures in Mathematics. ETH Zurich, Birkhäuser (2005)
Ambrosio, L., Gigli, N., Savaré, G.: Density of Lipschitz functions and equivalence of weak gradients in metric measure spaces. Rev. Mat. Iberoam. 29, 969–986 (2013)
Ambrosio, L., Gigli, N., Savaré, G.: Heat flow and calculus on metric measure spaces with Ricci curvature bounded below—the compact case. In: Brezzi, F., Colli Franzone, P., Gianazza, U.P., Gilardi, G. (eds.) Analysis and Numerics of Partial Differential Equations. “INDAM”, vol. 4, pp. 63–116. Springer, Berlin (2013)
Ambrosio, L., Gigli, N., Savaré, G.: Calculus and heat flow in metric measure spaces and applications to spaces with Ricci bounds from below. Inv. Math. 195(2), 289–391 (2014)
Ambrosio, L., Gigli, N., Savaré, G.: Metric measure spaces with Riemannian Ricci curvature bounded from below. Duke Math. J. 163, 1405–1490 (2014)
Ambrosio, L., Savaré, G.: Gradient flows of probability measures. In: Dafermos, C.M., Feireisl, E. (eds.) Handbook of Differential Equations: Evolutionary equations, vol. 3. Elsevier, Amsterdam (2007)
Ambrosio, L., Tilli, P.: Topics on Analysis in Metric Spaces. Oxford Lecture Series in Mathematics and its Applications, vol. 25. Oxford University Press, Oxford (2004)
Aubin, J.-P.: Un théorème de compacité. C. R. Acad. Sci. Paris 256, 5042–5044 (1963)
Benamou, J.-D., Brenier, Y.: A computational fluid mechanics solution to the Monge–Kantorovich mass transfer problem. Numer. Math. 84, 375–393 (2000)
Benamou, J.-D., Carlier, G.: Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations. J. Opt. Theor. Appl. 167(1), 1–26 (2015)
Benamou, J.-D., Carlier, G., Laborde, M.: An augmented Lagrangian approach to Wasserstein gradient flows and applications. ESAIM Proc. 54, 1–17 (2016)
Benamou, J.-D., Carlier, G., Mérigot, Q., Oudet, É.: Discretization of functionals involving the Monge–Ampère operator. Numerische Mathematik 134(3), 611–636 (2016)
Blanchet, A., Calvez, V., Carrillo, J.A.: Convergence of the mass-transport steepest descent scheme for the subcritical Patlak–Keller–Segel model. SIAM J. Numer. Anal. 46(2), 691–721 (2008)
Blanchet, A., Carrillo, J.-A., Kinderlehrer, D., Kowalczyk, M., Laurençot, P., Lisini, S.: A hybrid variational principle for the Keller–Segel system in \({\mathbb{R}}^2\). ESAIM M2AN 49(6), 1553–1576 (2015)
Bouchitté, G., Buttazzo, G.: Characterization of optimal shapes and masses through Monge–Kantorovich equation. J. Eur. Math. Soc. 3(2), 139–168 (2001)
Bouchitté, G., Buttazzo, G., Seppecher, P.: Shape optimization solutions via Monge–Kantorovich equation. C. R. Acad. Sci. Paris Sér. I Math 324(10), 1185–1191 (1997)
Brenier, Y.: Décomposition polaire et réarrangement monotone des champs de vecteurs. C. R. Acad. Sci. Paris Sér. I Math 305(19), 805–808 (1987)
Brenier, Y.: Polar factorization and monotone rearrangement of vector-valued functions. Commun. Pure Appl. Math. 44, 375–417 (1991)
Brenier, Y.: Extended Monge–Kantorovich theory. In: Optimal transportation and Applications, 91–121, 2003, Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, September 2–8 (2001)
Brezis, H.: Opérateurs maximaux monotones et semi-groupes de contractions dans les spaces de Hilbert. North-Holland Mathematics Studies, Amsterdam (1973)
Burago, Yu., Gromov, M., Perelman G.: A. D. Alexandrov spaces with curvatures bounded below. Uspekhi Mat. Nauk47, 3–51 (1992); English translation: Russ. Math. Surv.47, 1–58 (1992)
Buttazzo, G.: Semicontinuity, Relaxation, and Integral Representation in the Calculus of Variations. Longman Scientific and Technical, New York (1989)
Cancès, C., Gallouët, T., Monsaingeon, L.: Incompressible immiscible multiphase flows in porous media: a variational approach https://arxiv.org/abs/1607.04009 (2016) (preprint)
Carrillo, J.-A., Di Francesco, M., Figalli, A., Laurent, T., Slepčev, D.: Global-in-time weak measure solutions and finite-time aggregation for nonlocal interaction equations. Duke Math J. 156(2), 229–271 (2011)
Carrillo, J.-A., McCann, R.J., Villani, C.: Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates. Rev. Mat. Iberoam. 19, 1–48 (2003)
Carrillo, J.-A., McCann, R.J., Villani, C.: Contractions in the 2-Wasserstein length space and thermalization of granular media. Arch. Ration. Mech. Anal. 179, 217–263 (2006)
Carrillo, J.-A., Slepčev, D.: Example of a displacement convex functional of first order. Calc. Var. Partial Differ. Equ. 36(4), 547–564 (2009)
Cheeger, J.: Differentiability of Lipschitz functions on metric measure spaces. Geom. Funct. Anal. 9, 428–517 (1999)
Chizat, L., Peyré, G., Schmitzer, B., Vialard, F.-X.: Unbalanced optimal transport: geometry and Kantorovich formulation. arXiv preprint arXiv:1508.05216 (2015)
Chizat, L., Peyré, G., Schmitzer, B., Vialard, F.-X.: An interpolating distance between optimal transport and Fisher–Rao. arXiv preprint arXiv:1506.06430 (2015)
Choné, P., Le Meur, H.: Non-convergence result for conformal approximation of variational problems subject to a convexity constraint. Numer. Funct. Anal. Optim. 5–6(22), 529–547 (2001)
Craig, K.: Nonconvex gradient flow in the Wasserstein metric and applications to constrained nonlocal interactions, preprint available at arXiv:1512.07255
Daneri, S., Savaré, G.: Eulerian calculus for the displacement convexity in the Wasserstein distance. SIAM J. Math. Anal. 40, 1104–1122 (2008)
De Giorgi, E.: New problems on minimizing movements. In: Baiocchi, C., Lions, J.L. (eds.) Boundary Value Problems for PDE and Applications, pp. 81–98. Masson, Paris (1993)
Di Marino, S., Maury, B., Santambrogio, F.: Measure sweeping processes. J. Convex Anal. 23(1), 567–601 (2016)
Di Marino, S., Mészáros, A.R.: Uniqueness issues for evolution equations with density constraints. Math. Models Methods Appl. Sci. 26(09), 1761–1783 (2016)
Ekeland, I.: On the variational principle. J. Math. Anal. Appl. 47(2), 324–353 (1974)
Ekeland, I., Moreno-Bromberg, S.: An algorithm for computing solutions of variational problems with global convexity constraints. Numerische Mathematik 115(1), 45–69 (2010)
Ekeland, I., Temam, R.: Convex Analysis and Variational Problems. Society for Industrial and Applied Mathematics, Classics in Mathematics, Philadelphia (1999)
Figalli, A., Gigli, N.: A new transportation distance between non-negative measures, with applications to gradients flows with Dirichlet boundary conditions. J. Math. Pures Appl. 94(2), 107–130 (2010)
Fortin, M., Glowinski, R.: Augmented Lagrangian Methods Applications to the Numerical Solution of Boundary-Value Problems. North-Holland, Amsterdam (1983)
Gallouët, T., Monsaingeon, L.: A JKO splitting scheme for Kantorovich-Fisher–Rao gradient flows, preprint available at arXiv:1602.04457
Gangbo, W.: An elementary proof of the polar factorization of vector-valued functions. Arch. Ration. Mech. Anal. 128, 381–399 (1994)
Gangbo, W.: The Monge mass transfer problem and its applications. Contemp. Math. 226, 79–104 (1999)
Gangbo, W., McCann, R.: The geometry of optimal transportation. Acta Math. 177, 113–161 (1996)
Gigli, N.: On the Heat flow on metric measure spaces: existence, uniqueness and stability. Calc. Var. Partial Differ. Equ. 39, 101–120 (2010)
Gigli, N.: Propriétés géométriques et analytiques de certaines structures non lisses. Mémoire HDR, Univ. Nice-Sophia-Antipolis (2011)
Gigli, N., Kuwada, K., Ohta, S.I.: Heat flow on Alexandrov spaces. Commun. Pure Appl. Math. LXVI, 307–331 (2013)
Hajłasz, P.: Sobolev spaces on an arbitrary metric space. Potential Anal. 5, 403–415 (1996)
Hajłasz, P.: Sobolev spaces on metric-measure spaces. Contemp. Math. 338, 173–218 (2003)
Hajłasz, P., Koskela, P.: Sobolev met Poincaré. Mem. Am. Math. Soc. 688, 1–101 (2000)
Jordan, R., Kinderlehrer, D., Otto, F.: The variational formulation of the Fokker–Planck equation. SIAM J. Math. Anal. 29(1), 1–17 (1998)
Kantorovich, L.: On the transfer of masses. Dokl. Acad. Nauk. USSR 37, 7–8 (1942)
Keller, E.F., Segel, L.A.: Initiation of slide mold aggregation viewed as an instability. J. Theor. Biol. 26, 399–415 (1970)
Keller, E.F., Segel, L.A.: Model for chemotaxis. J. Theor. Biol. 30, 225–234 (1971)
Kinderlehrer, D., Walkington, N.J.: Approximation of parabolic equations using the Wasserstein metric. ESAIM Math. Model. Numer. Anal. 33(04), 837–852 (1999)
Kitagawa, J., Mérigot, Q., Thibert, B.: Convergence of a Newton algorithm for semi-discrete optimal transport. J. Eur. Math. Soc. (2016). Accepted 2017
Kondratyev, S., Monsaingeon, L., Vorotnikov, D.: A new optimal transport distance on the space of finite radon measures. arXiv preprint arXiv:1505.07746 (2015)
Legendre, G., Turinici, G.: Second order in time schemes for gradient flows in Wasserstein and geodesic metric spaces https://hal.archives-ouvertes.fr/hal-01317769/document (2016) (preprint)
Lévy, B.: A numerical algorithm for \(L^2\) semi-discrete optimal transport in 3D. ESAIM Math. Model. Numer. Anal 49(6), 1693–1715 (2015)
Liero, M., Mielke, A., Savaré, G.: Optimal entropy-transport problems and a new Hellinger–Kantorovich distance between positive measures. arXiv preprint arXiv:1508.0794 (2015)
Liero, M., Mielke, A., Savaré, G.: Optimal transport in competition with reaction: the Hellinger–Kantorovich distance and geodesic curves. arXiv preprint arXiv:1509.00068 (2015)
Lott, J., Villani, C.: Ricci curvature for metric-measure spaces via optimal transport. Ann. Math. 169, 903–991 (2009)
Matthes, D., McCann, R.J., Savaré, G.: A family of nonlinear fourth order equations of gradient flow type. Commun. Partial Differ. Equ. 34(10–12), 1352–1397 (2009)
Maury, B., Roudneff-Chupin, A., Santambrogio, F.: A macroscopic crowd motion model of gradient flow type. Math. Models Methods Appl. Sci. 20(10), 1787–1821 (2010)
Maury, B., Roudneff-Chupin, A., Santambrogio, F., Venel, J.: Handling congestion in crowd motion modeling. Net. Het. Media 6(3), 485–519 (2011)
Maury, B., Venel, J.: A mathematical framework for a crowd motion model. C. R. Acad. Sci. Paris, Ser. I 346, 1245–1250 (2008)
Maury, B., Venel, J.: A discrete contact model for crowd motion. ESAIM Math. Model. Numer. Anal. 45(1), 145–168 (2011)
McCann, R.J.: Existence and uniqueness of monotone measure preserving maps. Duke Math. J. 80, 309–323 (1995)
McCann, R.J.: A convexity principle for interacting gases. Adv. Math. 128(1), 153–159 (1997)
McCann, R.J.: Polar factorization of maps on Riemannian manifolds. Geom. Funct. Anal. 11(3), 589–608 (2001)
Mérigot, Q.: A multiscale approach to optimal transport. Comput. Gr. Forum 30(5), 1583–1592 (2011)
Mérigot, Q., Oudet, É.: Handling convexity-like constraints in variational problems. SIAM J. Numer. Anal. 52(5), 2466–2487 (2014)
Mészáros, A.R., Santambrogio, F.: Advection–diffusion equations with density constraints. Anal. PDE 9–3, 615–644 (2016)
Monge, G.: Mémoire sur la théorie des déblais et des remblais. Histoire de l’Académie Royale des Sciences de Paris 666–704 (1781)
Otto, F.: The geometry of dissipative evolution equations: the porous medium equation. Commun. Partial Differ. Equ. 26, 101–174 (2011)
von Renesse, M.-K., Sturm, K.-T.: Entropic measure and Wasserstein diffusion. Ann. Probab. 37, 1114–1191 (2009)
Rockafellar, R.T.: Convex Anal. Princeton University Press, Princeton (1970)
Roudneff-Chupin, A.: Modélisation macroscopique de mouvements de foule, PhD Thesis, Université Paris-Sud (2011)
Santambrogio, F.: Gradient flows in Wasserstein spaces and applications to crowd movement, Séminaire Laurent Schwartz no 27, École Polytechnique (2010)
Santambrogio, F.: Flots de gradient dans les espaces métriques et leurs applications (d’après Ambrosio–Gigli–Savaré). In: Proceedings of the Bourbaki Seminar (2013) (in French)
Santambrogio, F.: Optimal Transport for Applied Mathematicians, Progress in Nonlinear Differential Equations and Their Applications no 87, Birkhäuser Basel (2015)
Shanmugalingam, N.: Newtonian spaces: an extension of Sobolev spaces to metric measure spaces. Rev. Mat. Iberoam. 16, 243–279 (2000)
Schneider, R.: Convex Bodies: The Brunn–Minkowski Theory, vol. 44. Cambridge University Press, Cambridge (1993)
Sturm, K.-T.: On the geometry of metric measure spaces. I. Acta Math. 196, 65–131 (2006)
Sturm, K.-T.: On the geometry of metric measure spaces. II. Acta Math. 196, 133–177 (2006)
Vázquez, J.L.: The Porous Medium Equation. Mathematical Theory. Oxford University Press, Oxford (2007)
Villani, C.: Topics in Optimal Transportation. Graduate Studies in Mathematics. AMS, Providence (2003)
Villani, C.: Optimal Transport: Old and New. Springer, Berlin (2008)