All Questions
Tagged with optimal-transportation ap.analysis-of-pdes
26 questions
2
votes
1
answer
142
views
Existence of first variation
I am trying to compute the first variation of the functional
$$\mathcal F(\rho) = \int_{\Omega} R(x;\rho) d\rho(x)$$
where $R$ is some function of $x$ that also depends on $\rho$. Here $\rho$ is a ...
- 21
4
votes
0
answers
148
views
Exponential map for tangent space of space of distributions $\mathscr{P}_2(X)$
In Chapter 8 of the book Gradient Flows In Metric Spaces and in the Space of Probability Measures by Ambrosio et al., the tangent space to the space of distributions on $X$ (let's say $X=\mathbb{R}^d$)...
- 91
3
votes
0
answers
66
views
Convex combination of cyclically monotone sets
I want to show the following statement, but I am not sure how.
Proposition(?):
Let $C \in \mathbb{R}^d$ be a compact convex set, and let $u, v : C \to \mathbb{R}$ be smooth convex functions.
Suppose
$$...
- 51
6
votes
2
answers
2k
views
Weak convergence + convergence of the norm implies strong convergence in Orlicz spaces
It is known [1, proposition 3.32] and a classical trick in PDEs that, in any uniformly convex Banach space $X$, weak convergence $x_n\rightharpoonup x$ together with convergence of the norm $\|x_n\|_X\...
- 5,380
0
votes
1
answer
54
views
How is this interpolating curve well-defined in the minimizing movement scheme?
Let $\Omega$ be a compact domain of $\mathbb R^d$. Let $\mathcal P (\Omega)$ be the space of probability measures on $\Omega$. For each $\tau >0$, let $(\varrho^\tau_{(k)})_{k \in \mathbb N} \...
- 825
2
votes
1
answer
387
views
Continuity equation $\partial_t \mu_t+\operatorname{div} (v_t \mu_t)=0$: are these two notions of weak solution equivalent?
Let $\Omega$ be an open connected convex subset of $\mathbb R^d$. Let $\mathcal P (\Omega)$ be the space of Borel probability measures on $\Omega$. Let $C_0 (\Omega)$ be the space of real-valued ...
- 657
2
votes
0
answers
110
views
relative entropy, Fisher information, and metric slope for non-convex domains
$\newcommand{\R}{\mathbb R}$ If $\Omega\subset \R^d$ is a convex domain it is well-known that the relative entropy
$$
\mathcal H(\rho)=
\int_{\Omega}\rho\log\rho \ \mathrm{d}x
\qquad \mbox{for }\rho=...
- 5,380
1
vote
1
answer
433
views
Derivative of Wasserstein distance $W^p_p$ along solutions of the continuity equation (contradicting statements in different sources)
Let $(\rho^{(i)}_t,{\bf v}^{(i)}_t)$ for $i = 1,2$ be two solutions of the continuity equation $$\partial \rho^{(i)}_t + \nabla\cdot \left({\bf v}^{(i)}_t \rho^{(i)}_t\right) = 0 \label{1}\tag{1}$$ on ...
- 730
1
vote
0
answers
96
views
Representation formula for the continuity equation on a separable Hilbert space
The following is an informal question for which I'd like to (ideally) find a reference. I'm quite a novice in this area but would be happy to find a reference to a theorem along the following lines (...
- 111
2
votes
0
answers
141
views
Approximating solutions to Monge-Ampere from optimal transport plans
I am interested in finding numerical solutions to a Monge-Ampere type equation for applications in physics. Due to the close connection between Monge-Ampere and optimal transport and the well ...
- 956
1
vote
1
answer
243
views
Continuity equation for a density of a measure
From the paper of Ambrosio-Crippa, it is known that if $\beta:\mathbb R^d\times[0, T[\longrightarrow\mathbb R^d$ is suitably regular, then the system
$$
\begin{cases}
\dfrac{\partial\mu}{\partial t}(x,...
- 171
5
votes
1
answer
631
views
Uniqueness of Kantorovich potentials?
$\newcommand{\R}{\mathbb R}$Take $\Omega\subset \R^d$ bounded, convex, and smooth.
Consider the optimal transport problem with cost $c(x,y)=\lvert x-y\rvert^2$, leading to the quadratic Wassersein ...
- 5,380
5
votes
1
answer
487
views
Fokker-Planck: equivalence between linear spectral gap and nonlinear displacement convexity?
In a smooth, bounded and convex domain $\Omega\subset \mathbb R^d$ consider the usual linear Fokker-Planck equation with Neumann (some would say Robin) boundary conditions
\begin{equation}
\label{FP}
\...
- 5,380
8
votes
4
answers
2k
views
How to interpret couplings in optimal transport?
Let $\mu$ and $\nu$ be two measures on some (at least measurable) space $X$. In optimal transport theory, Monge's problem to
$$ \text{minimize} \quad \int c(x,T(x))\mu(dx) \quad \text{over measurable ...
- 309
0
votes
2
answers
275
views
The uniqueness of Barycenters in the Wasserstein space
I am reading the paper Barycenters in the Wasserstein space by Martial Agueh and Guillaume Carlier. In Proposition 3.5, they prove the existence and uniqueness of
$$\nu \mapsto \sum_{i=1}^p \frac{\...
- 288
9
votes
2
answers
778
views
Heat flow, decay of the Fisher information, and $\lambda$-displacement convexity
In the whole post I will work in the flat torus $\mathbb T^d=\mathbb R^d/\mathbb Z^d$ and $\rho$ will stand for any probability measure $\mathcal P(\mathbb T^d)$. This question is strongly related to ...
- 5,380
4
votes
0
answers
220
views
improved regularization for $\lambda$-convex gradient flows
It is well-known that gradient-flows of convex functionals are "parabolic" in some vague sense, and accordingly solutions tend to regularize instataneously. In the abstract context of gradient flows ...
- 5,380
2
votes
1
answer
194
views
Strong convexity of internal energy with respect to Wasserstein metric
It is well known that the internal energy (see, e.g., Definition 3.32 in and Proposition 3.33 in 1) is geodesically convex with the 2-Wasserstein distance. I was wondering under what condition, the ...
- 422
10
votes
1
answer
454
views
Open Questions about Wasserstein Space and PDE
While working on my thesis, I encountered the idea of OMT and started reading some more (like Villani's book). In particular, I came across a PhD thesis by Martial Agueh. I thought it was interesting ...
- 427
7
votes
0
answers
433
views
(geodesic) smoothness of f-divergence with respect to the Wasserstein metric
We consider the f-divergence, which takes the form
$$
D_f(P \| Q) = \int_\Omega f\left(\frac{dP}{dQ}\right) dQ.
$$
For example, when $f(t) = t \log t$, we obtain the KL-divergence.
My question is ...
- 1,127
5
votes
1
answer
396
views
Universal decay rate of the Fisher information along the heat flow
I'm looking for a reference for the following fact: In the torus $\mathbb T^d$ let me denote by $u_t=u(t,x)$ the (unique, distributional) solution of the heat equation
$$
\partial_t u=\Delta u
$$
...
- 5,380
1
vote
0
answers
48
views
Negative Definiteness of Hopf-Lax-Oleinik Semigroup
Denote by $H_{t}$ the Hopf-Lax semigroup, i.e.\begin{equation}
H_{t}f(x)=\inf_{y\in\mathbb{R}}\left\lbrace f(y)+\frac{(x-y)^{2}}{2t}\right\rbrace.\end{equation} Is $H_{t}$ negative definite on bounded,...
- 289
6
votes
1
answer
402
views
Reference request: Wasserstein metric spaces for non linear weights/mobility?
There is a very nice theory of gradient flows in metric spaces by Ambrosio, Gigli and Savaré. One particularly important application is the quadratic Wasserstein setting, where the metric space in ...
- 5,380
0
votes
0
answers
184
views
Reference request: density of $C_c^{\infty}(\mathbb R^d)$ in $L^2(\mathbb R^d,d\rho)$
My question is motivated by an optimal transportation approach to PDE's and gradient flows in metric spaces (see e.g Otto's geometry of dissipative evolution equations: the porous media equation and ...
- 5,380
4
votes
1
answer
444
views
PDE-Based Triangle Inequality for Optimal Transportation
Suppose $\Omega$ is a suitably regular domain in $\mathbb{R}^n$ and $\rho_0,\rho_1\in\textrm{Prob}(\Omega)$. Benamou and Brenier showed that the $L_2$ transportation distance between $\rho_0$ and $\...
- 705
4
votes
0
answers
343
views
Tangential boundary regularity for optimal transport maps
I'm interested in (and a bit confused by) the following theorem of Caffarelli, proven in section $4$ of his paper Boundary regularity of maps with convex potentials II:
Assume $u$ is a convex ...
- 4,899