Calculus of Variations and Geometric Measure Theory
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L. Ambrosio - N. Gigli - G. Savare'

Gradient flows with metric and differentiable structures, and applications to the Wasserstein space

created on 18 Dec 2003

[BibTeX]

Accepted Paper

Inserted: 18 dec 2003

Year: 2003
Notes:

To appear in the proceedings of the meeting "Nonlinear Evolution Equations" held in the Academy of Lincei in Rome, January 2003.


Abstract:

In this paper we summarize some of the main results of a forthcoming book on this topic, where we examine in detail the theory of curves of maximal slope in a general metric setting, and study in detail the case of the Wasserstein space of probability measures. In the first part we derive new general conditions ensuring convergence of the implicit time discretization scheme to a curve of maximal slope, the uniqueness, and the error estimates. In the second part we study in detail the differentiable structure of the Wasserstein space, to which the metric theory applies, and use this structure to give also an equivalent concept of gradient flow. Our analysis includes measures in infinite-dimensional Hilbert spaces and it does not require any absolute continuity assumption on the measures involved.

Keywords: Wasserstein distance, Gradient flows, Alexandrov spaces, Optimal Transport Theory


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