THE EXPONENTIAL FORMULA FOR THE WASSERSTEIN METRIC

THE EXPONENTIAL FORMULA FOR THE WASSERSTEIN METRIC
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瓦瑟斯坦度量的指数公式

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发表时间:
2013
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通讯作者:
Katy Craig
Katy Craig
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作者:
Katy Craig

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瓦瑟斯坦梯度流研究中的一个常见障碍是平方瓦瑟斯坦度量的不凸性。本文提出了一类具有较好凸性的输运度量,并利用这些度量证明了一个刻画−离散梯度流的欧拉-拉格朗日方程。然后,我们应用这些结果给出了Wasserstein度量的指数公式的一个新的证明,反映了Crandall和Liggett对相应的Banach空间结果的证明[M.G.Crandall和T.M.Liggett,Amer.J·数学。93(1971)265-298]。最后,我们用我们的方法给出了梯度流性质的简单证明,包括压缩半群性质和能量耗散不等式。
A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to prove an Euler−Lagrange equation characterizing Wasserstein discrete gradient flow. We then apply these results to give a new proof of the exponential formula for the Wasserstein metric, mirroring Crandall and Liggett’s proof of the corresponding Banach space result [M.G. Crandall and T.M. Liggett, Amer. J. Math. 93 (1971) 265–298]. We conclude by using our approach to give simple proofs of properties of the gradient flow, including the contracting semigroup property and energy dissipation inequality.