\`x^2+y_1+z_12^34\`
Advanced Search
Article Contents
Article Contents

Gradient flow structures for discrete porous medium equations

Abstract / Introduction Related Papers Cited by
  • We consider discrete porous medium equations of the form $\partial_t\rho_t = \Delta \phi(\rho_t)$, where $\Delta$ is the generator of a reversible continuous time Markov chain on a finite set $\boldsymbol{\chi} $, and $\phi$ is an increasing function. We show that these equations arise as gradient flows of certain entropy functionals with respect to suitable non-local transportation metrics. This may be seen as a discrete analogue of the Wasserstein gradient flow structure for porous medium equations in $\mathbb{R}^n$ discovered by Otto. We present a one-dimensional counterexample to geodesic convexity and discuss Gromov-Hausdorff convergence to the Wasserstein metric.
    Mathematics Subject Classification: Primary: 49Q20; Secondary: 76S05.

    Citation:

    \begin{equation} \\ \end{equation}
  • [1]

    L. Ambrosio, N. Gigli and G. Savaré, "Gradient Flows in Metric Spaces and in the Space of Probability Measures," Second edition, Lectures in Mathematics ETH Zürich, Birkhäuser Verlag, Basel, 2008.

    [2]

    L. Ambrosio, N. Gigli and G. Savaré, Metric measure spaces with Riemannian Ricci curvature bounded from below, arXiv:1109.0222, (2012).

    [3]

    J.-D. Benamou and Y. Brenier, A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem, Numer. Math., 84 (2000), 375-393.doi: 10.1007/s002110050002.

    [4]

    H. Brézis, "Opérateurs Maximaux Monotones et Semi-Groupes de Contractions dans les Espaces de Hilbert," North-Holland Mathematics Studies, No. 5. Notas de Matemática (50), North-Holland Publishing Co., Amsterdam-London; American Elsevier Publishing Co., Inc., New York, 1973.

    [5]

    E. Carlen and J. Maas, An analog of the 2-Wasserstein metric in non-commutative probability under which the fermionic Fokker-Planck equation is gradient flow for the entropy, to appear in Comm. Math. Phys., arXiv:1203.5377, (2012).

    [6]

    S.-N. Chow, W. Huang, Y. Li and H. Zhou, Fokker-Planck equations for a free energy functional or Markov process on a graph, Arch. Ration. Mech. Anal., 203 (2012), 969-1008.doi: 10.1007/s00205-011-0471-6.

    [7]

    S. Daneri and G. Savaré, Eulerian calculus for the displacement convexity in the Wasserstein distance, SIAM J. Math. Anal., 40 (2008), 1104-1122.doi: 10.1137/08071346X.

    [8]

    M. Erbar, Gradient flows of the entropy for jump processes, to appear in Ann. Inst. Henri Poincaré Probab. Stat., arXiv:1204.2190, (2012).

    [9]

    M. Erbar and J. Maas, Ricci curvature of finite Markov chains via convexity of the entropy, Arch. Ration. Mech. Anal., 206 (2012), 997-1038.doi: 10.1007/s00205-012-0554-z.

    [10]

    N. Gigli and J. Maas, Gromov-Hausdorff convergence of discrete transportation metrics, SIAM J. Math. Anal., 45 (2013), 879-899.doi: 10.1137/120886315.

    [11]

    R. Jordan, D. Kinderlehrer and F. Otto, The variational formulation of the Fokker-Planck equation, SIAM J. Math. Anal., 29 (1998), 1-17.doi: 10.1137/S0036141096303359.

    [12]

    J. Maas, Gradient flows of the entropy for finite Markov chains, J. Funct. Anal., 261 (2011), 2250-2292.doi: 10.1016/j.jfa.2011.06.009.

    [13]

    R. J. McCann, A convexity principle for interacting gases, Adv. Math., 128 (1997), 153-179.doi: 10.1006/aima.1997.1634.

    [14]

    A. Mielke, Geodesic convexity of the relative entropy in reversible Markov chains, Calc. Var. Partial Differential Equations, 48 (2013), 1-31.doi: 10.1007/s00526-012-0538-8.

    [15]

    A. Mielke, A gradient structure for reaction-diffusion systems and for energy-drift-diffusion systems, Nonlinearity, 24 (2011), 1329-1346.doi: 10.1088/0951-7715/24/4/016.

    [16]

    A. Mielke, Dissipative quantum mechanics using GENERIC, To appear in Proc. of the conference "Recent Trends in Dynamical Systems,'' (2013).

    [17]

    F. Otto, The geometry of dissipative evolution equations: The porous medium equation, Comm. Partial Differential Equations, 26 (2001), 101-174.doi: 10.1081/PDE-100002243.

    [18]

    F. Otto and C. Villani, Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality, J. Funct. Anal., 173 (2000), 361-400.doi: 10.1006/jfan.1999.3557.

  • 加载中
SHARE

Article Metrics

HTML views() PDF downloads(184) Cited by(0)

Access History

Other Articles By Authors

Catalog

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return