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Page 1: Wasserstein gradient flow approach to higher order evolution equations

WASSERSTEIN GRADIENT FLOW

APPROACH TO HIGHER ORDER EVOLUTION

EQUATIONS

University of TorontoEhsan Kamalinejad

Joint work with Almut Burchard

Page 2: Wasserstein gradient flow approach to higher order evolution equations

and

of fourth and higher ordernonlinear evolution equation

Existence Uniqueness

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Gradient Flow on a Manifold

Ingredients:

I. Manifold MII. Metric dIII. Energy function E

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Velocity field 𝜕𝑡 𝑋 𝑡=𝑉 𝑡

Steepest Decent 𝑉 𝑡=−𝛻𝐸 (𝑋 𝑡 )

is the gradient Flow of E

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Wasserstein Gradient Flows

• Manifold • Metric

• Energy function

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is the Wasserstein gradient flow

of E if

Continuity Equation 𝜕𝑡 𝜇𝑡+𝛻 . (𝜇𝑡𝑉 𝑡 )=0

Steepest Decent 𝑉 𝑡∈−𝜕𝐸 (𝜇𝑡 )

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PDE reformulated as Gradient Flow

solves PDE

is the gradient flow of

Where

Thin-Film Equation

Dirichlet Energy

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Displacement Convexity

is geodesic between and

-

𝐸 (𝑢𝑠 )≤ (1−𝑠) 𝐸 (𝑢0 )+𝑠𝐸 (𝑢1 )𝐸 (𝑢𝑠 )≤ (1−𝑠) 𝐸 (𝑢0 )+𝑠𝐸 (𝑢1 )− 𝜆2𝑠 (1−𝑠)𝑊 2¿

d2

d s2 E(us)≥ λW 2 ¿

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Wasserstein Gradiet Flow

McCann 1994Displacement

convexsity

Brenier – McCann 1996-2001Structure of the

Wasserstein metric

Otto, Jordan, Kinderlehrer

1998-2001First gradient flow approach to PDEs

De Giorgi – Ambrosio, Savare, Gigli

1993-2008Systematic proofs

based on Minimizing Movement

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Proofs are based on -convexity assumption

for many interesting cases likeDirichlet energy

(Thin-Film Equation)

Fails

Existence, Uniqueness,

Longtime Behavior of many equations has been studied

Stability, and

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To prove that Thin-Film and related equations are well-posed

using Gradient Flow method

Ideas are to

Study the Convexity Along the Flow( depends might change along the flow)

Use the Dissipation of the Energy (convexity on energy sub-levels)

Relaxed

Our Goal

-convexity assumption

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Restricted -convexity

E is restricted -convexat with if such that E is -convex along geodesics connecting any pair of points inside

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Theorem I

E is Restricted -convex at .

Then the Gradient Flow of E starting from

Exists and is Unique at least locally in time.

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Theorem II

The Dirichlet energy is

restricted -convex

on positive measures (on ).

Periodic solutions of the Thin-Film equation exist and are unique on positive data.

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Minimizing Movement is a CONSTRUCTIVE method

Numerical Approximation

Our local existence-uniqueness result extends directly to more classes of energy functionals of the form:

E (u )=∫∑i=1

m

aiubi∨𝜕x

𝑘𝑖u¿2

Higher order equationsQuantum Drift Diffusion Equation

Global Well-posedness when

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THANK YOU.