Ambrosio, Gigli, Savaré: Gradient flows with metric and differentiable structures, and applications to the Wasserstein space

Ambrosio, Luigi and Gigli, Nicola and Savaré, Giuseppe:
Gradient flows with metric and differentiable structures, and applications to the Wasserstein space
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni Serie 9 15 (2004), fasc. n.3-4, p. 327-343, (English)
pdf (293 Kb), djvu (234 Kb). | MR2148889 | Zbl 1162.35349

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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, following some ideas introduced in [11, 5], 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.

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Referenze Bibliografiche