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Tagged with convex-optimization gradient-flows
3 questions
2
votes
1
answer
308
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Gradient descent relaxation dynamics of a Euler-Lagrange equation
I want to minimize the functional
$$
F=\int{L(u)}dx,
$$
where $L= u_x^2-u^2$ is the Lagrangian function of the functional. Even if its Euler-Lagrange equation is easily found and solved, I want to try ...
1
vote
0
answers
96
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Dynamical formulation of the 2-Wasserstein distance for *discrete* matrix-valued measures
TL;DR: I want to find a definition generalizing "$t \mapsto \frac{1}{m} \sum_{k = 1}^{m} \delta_{x_k(t)}$ is a Wasserstein gradient flow" to matrix-valued probability measures.
Let $(X, d)$ ...
1
vote
0
answers
152
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Well-posedness of gradient flows
For a convex lower-semicontinuous functional on a Hilbert space $I\colon H\rightarrow\mathbb{R}$, it is shown in Evans' PDE that the Hilbert-space-valued ODE
$$\begin{cases}\mathbf{u}'(t)\in-\partial ...