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Kurdyka- Lojasiewicz-Simon inequality for gradientflows in metric spaces
J.M. Mazonjoint works with Daniel Hauer (Sydney University)
EDP, Transport Optimal et Applications. Essaouira, 2018.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
S. Lojasiewicz. Une propriete topologique des sous-ensembles analytiquesreels. In Les Equations aux Derivees Partielles (Paris, 1962), pages 87–89.Editions du Centre National de la Recherche Scientifique, Paris, 1963.
Every real-analytic function f : U → R defined on a neighborhoodU ⊆ RN of a, with f (a) = 0 satifies Lojasiewicz ( L-)inequality
‖∇f (x)‖ ≥ |f (x)|α for all x ∈ U (1)
for some exponent 0 < α ≤ 1.
If the function f : U ⊂ RN → R satisfies inequality (1), then thesolutions of the gradient system
v ′(t) +∇f (v(t)) = 0 for t > 0,
v(0) = v0,(2)
trend to equilibrium.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
S. Lojasiewicz. Une propriete topologique des sous-ensembles analytiquesreels. In Les Equations aux Derivees Partielles (Paris, 1962), pages 87–89.Editions du Centre National de la Recherche Scientifique, Paris, 1963.
Every real-analytic function f : U → R defined on a neighborhoodU ⊆ RN of a, with f (a) = 0 satifies Lojasiewicz ( L-)inequality
‖∇f (x)‖ ≥ |f (x)|α for all x ∈ U (1)
for some exponent 0 < α ≤ 1.
If the function f : U ⊂ RN → R satisfies inequality (1), then thesolutions of the gradient system
v ′(t) +∇f (v(t)) = 0 for t > 0,
v(0) = v0,(2)
trend to equilibrium.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
S. Lojasiewicz. Une propriete topologique des sous-ensembles analytiquesreels. In Les Equations aux Derivees Partielles (Paris, 1962), pages 87–89.Editions du Centre National de la Recherche Scientifique, Paris, 1963.
Every real-analytic function f : U → R defined on a neighborhoodU ⊆ RN of a, with f (a) = 0 satifies Lojasiewicz ( L-)inequality
‖∇f (x)‖ ≥ |f (x)|α for all x ∈ U (1)
for some exponent 0 < α ≤ 1.
If the function f : U ⊂ RN → R satisfies inequality (1), then thesolutions of the gradient system
v ′(t) +∇f (v(t)) = 0 for t > 0,
v(0) = v0,(2)
trend to equilibrium.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
K.Kurdyka. On gradients of functions definable in o-minimal structures.Ann. Inst. Fourier (Grenoble), 48(3):769–783, 1998.
Let f : U ⊂ RN → (0,∞) be a differentiable M-function where U is anopen and bounded subset of RN . Then there is c > 0, ρ > 0 a strictlyincreasing function θ ∈ C 1,1
loc (R) satisfying θ(0) = 0 such that
‖∇(θ f )(x)‖ ≥ c for all x ∈ U , f (x) ∈ (0, ρ) (3)
(3) is called Kurdyka- Lojasiewicz (K L-)inequality
Kurdyka- Lojasiewicz (K L-)inequality implies that the solutions of (2)have their length bounded by a constant independent of the trajectory.
L. Simon, Asymptotics for a class of nonlinear evolution equations, withapplications to geometric problems, Ann. of Math. (2) 118 (1983),525–571.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
K.Kurdyka. On gradients of functions definable in o-minimal structures.Ann. Inst. Fourier (Grenoble), 48(3):769–783, 1998.
Let f : U ⊂ RN → (0,∞) be a differentiable M-function where U is anopen and bounded subset of RN . Then there is c > 0, ρ > 0 a strictlyincreasing function θ ∈ C 1,1
loc (R) satisfying θ(0) = 0 such that
‖∇(θ f )(x)‖ ≥ c for all x ∈ U , f (x) ∈ (0, ρ) (3)
(3) is called Kurdyka- Lojasiewicz (K L-)inequality
Kurdyka- Lojasiewicz (K L-)inequality implies that the solutions of (2)have their length bounded by a constant independent of the trajectory.
L. Simon, Asymptotics for a class of nonlinear evolution equations, withapplications to geometric problems, Ann. of Math. (2) 118 (1983),525–571.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
K.Kurdyka. On gradients of functions definable in o-minimal structures.Ann. Inst. Fourier (Grenoble), 48(3):769–783, 1998.
Let f : U ⊂ RN → (0,∞) be a differentiable M-function where U is anopen and bounded subset of RN . Then there is c > 0, ρ > 0 a strictlyincreasing function θ ∈ C 1,1
loc (R) satisfying θ(0) = 0 such that
‖∇(θ f )(x)‖ ≥ c for all x ∈ U , f (x) ∈ (0, ρ) (3)
(3) is called Kurdyka- Lojasiewicz (K L-)inequality
Kurdyka- Lojasiewicz (K L-)inequality implies that the solutions of (2)have their length bounded by a constant independent of the trajectory.
L. Simon, Asymptotics for a class of nonlinear evolution equations, withapplications to geometric problems, Ann. of Math. (2) 118 (1983),525–571.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
K.Kurdyka. On gradients of functions definable in o-minimal structures.Ann. Inst. Fourier (Grenoble), 48(3):769–783, 1998.
Let f : U ⊂ RN → (0,∞) be a differentiable M-function where U is anopen and bounded subset of RN . Then there is c > 0, ρ > 0 a strictlyincreasing function θ ∈ C 1,1
loc (R) satisfying θ(0) = 0 such that
‖∇(θ f )(x)‖ ≥ c for all x ∈ U , f (x) ∈ (0, ρ) (3)
(3) is called Kurdyka- Lojasiewicz (K L-)inequality
Kurdyka- Lojasiewicz (K L-)inequality implies that the solutions of (2)have their length bounded by a constant independent of the trajectory.
L. Simon, Asymptotics for a class of nonlinear evolution equations, withapplications to geometric problems, Ann. of Math. (2) 118 (1983),525–571.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
K.Kurdyka. On gradients of functions definable in o-minimal structures.Ann. Inst. Fourier (Grenoble), 48(3):769–783, 1998.
Let f : U ⊂ RN → (0,∞) be a differentiable M-function where U is anopen and bounded subset of RN . Then there is c > 0, ρ > 0 a strictlyincreasing function θ ∈ C 1,1
loc (R) satisfying θ(0) = 0 such that
‖∇(θ f )(x)‖ ≥ c for all x ∈ U , f (x) ∈ (0, ρ) (3)
(3) is called Kurdyka- Lojasiewicz (K L-)inequality
Kurdyka- Lojasiewicz (K L-)inequality implies that the solutions of (2)have their length bounded by a constant independent of the trajectory.
L. Simon, Asymptotics for a class of nonlinear evolution equations, withapplications to geometric problems, Ann. of Math. (2) 118 (1983),525–571.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
Simon’s results imply that the solution of ut −∆u = f (u) in [0,∞× Ω
u = 0 on [0,∞× ∂Ω
converges of some equilibrium pint when f is analytic.
Lojasiewicz-Simon ( L-S-)inequality
A. Haraux, A. Jendoubi, R. Chill, S.-Z- Huang, Bolte, A. Danilidis, O.Lay, L. Mazet, A. Blanchet, Rybka, Fereisl etc
R.Jordan, D. Kinderlehrer, and F. Otto. The variational formulation ofthe Fokker-Planck equation. SIAM J. Math. Anal., 29(1):1–17, 1998.
“the classical linear heat flow in RN can be derived as the gradient flowof the Boltzmann entropy with respect to the 2-Wasserstein metric onthe space of probability measures on RN”.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
Simon’s results imply that the solution of ut −∆u = f (u) in [0,∞× Ω
u = 0 on [0,∞× ∂Ω
converges of some equilibrium pint when f is analytic.
Lojasiewicz-Simon ( L-S-)inequality
A. Haraux, A. Jendoubi, R. Chill, S.-Z- Huang, Bolte, A. Danilidis, O.Lay, L. Mazet, A. Blanchet, Rybka, Fereisl etc
R.Jordan, D. Kinderlehrer, and F. Otto. The variational formulation ofthe Fokker-Planck equation. SIAM J. Math. Anal., 29(1):1–17, 1998.
“the classical linear heat flow in RN can be derived as the gradient flowof the Boltzmann entropy with respect to the 2-Wasserstein metric onthe space of probability measures on RN”.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
Simon’s results imply that the solution of ut −∆u = f (u) in [0,∞× Ω
u = 0 on [0,∞× ∂Ω
converges of some equilibrium pint when f is analytic.
Lojasiewicz-Simon ( L-S-)inequality
A. Haraux, A. Jendoubi, R. Chill, S.-Z- Huang, Bolte, A. Danilidis, O.Lay, L. Mazet, A. Blanchet, Rybka, Fereisl etc
R.Jordan, D. Kinderlehrer, and F. Otto. The variational formulation ofthe Fokker-Planck equation. SIAM J. Math. Anal., 29(1):1–17, 1998.
“the classical linear heat flow in RN can be derived as the gradient flowof the Boltzmann entropy with respect to the 2-Wasserstein metric onthe space of probability measures on RN”.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
Simon’s results imply that the solution of ut −∆u = f (u) in [0,∞× Ω
u = 0 on [0,∞× ∂Ω
converges of some equilibrium pint when f is analytic.
Lojasiewicz-Simon ( L-S-)inequality
A. Haraux, A. Jendoubi, R. Chill, S.-Z- Huang, Bolte, A. Danilidis, O.Lay, L. Mazet, A. Blanchet, Rybka, Fereisl etc
R.Jordan, D. Kinderlehrer, and F. Otto. The variational formulation ofthe Fokker-Planck equation. SIAM J. Math. Anal., 29(1):1–17, 1998.
“the classical linear heat flow in RN can be derived as the gradient flowof the Boltzmann entropy with respect to the 2-Wasserstein metric onthe space of probability measures on RN”.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
Simon’s results imply that the solution of ut −∆u = f (u) in [0,∞× Ω
u = 0 on [0,∞× ∂Ω
converges of some equilibrium pint when f is analytic.
Lojasiewicz-Simon ( L-S-)inequality
A. Haraux, A. Jendoubi, R. Chill, S.-Z- Huang, Bolte, A. Danilidis, O.Lay, L. Mazet, A. Blanchet, Rybka, Fereisl etc
R.Jordan, D. Kinderlehrer, and F. Otto. The variational formulation ofthe Fokker-Planck equation. SIAM J. Math. Anal., 29(1):1–17, 1998.
“the classical linear heat flow in RN can be derived as the gradient flowof the Boltzmann entropy with respect to the 2-Wasserstein metric onthe space of probability measures on RN”.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
L.Ambrosio, N.Gigli, and G. Savare. Gradient flows in metric spaces andin the space of probability measures. Lectures in Mathematics ETHZurich. Birkhauser Verlag, Basel, second edition, 2008.
De Giorgi
curves of maximal slope
theory of minimizing moviments
(M, d) denotes a complete metric space. 1 ≤ p <∞ and p′ := pp−1 be
the Holder conjugate
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
L.Ambrosio, N.Gigli, and G. Savare. Gradient flows in metric spaces andin the space of probability measures. Lectures in Mathematics ETHZurich. Birkhauser Verlag, Basel, second edition, 2008.
De Giorgi
curves of maximal slope
theory of minimizing moviments
(M, d) denotes a complete metric space. 1 ≤ p <∞ and p′ := pp−1 be
the Holder conjugate
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Introduction
L.Ambrosio, N.Gigli, and G. Savare. Gradient flows in metric spaces andin the space of probability measures. Lectures in Mathematics ETHZurich. Birkhauser Verlag, Basel, second edition, 2008.
De Giorgi
curves of maximal slope
theory of minimizing moviments
(M, d) denotes a complete metric space. 1 ≤ p <∞ and p′ := pp−1 be
the Holder conjugate
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Definition (Strong upper gradient)
For a proper functional E : M→ (−∞,∞], a proper functionalg : M→ [0,+∞] is called a strong upper gradient of E if for every curvev ∈ AC(0,+∞;M), the composition function g v : (0,+∞)→ [0,∞] isBorel-measurable and
|E(v(t))− E(v(s))| ≤∫ t
s
g(v(r)) |v ′|(r) dr for all a < s ≤ t < b
where
|v ′|(t) := lims→t
d(v(s), v(t))
|s − t| the metric derivative
Definition
For a given functional E : M→ (−∞,∞], the descending slope|D−E| : M→ [0,+∞] of E is given by
|D−E|(u) :=
lim supv→u
[E(v)− E(u)]−
d(v , u)if u ∈ D(E),
+∞ if otherwise.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Definition (Strong upper gradient)
For a proper functional E : M→ (−∞,∞], a proper functionalg : M→ [0,+∞] is called a strong upper gradient of E if for every curvev ∈ AC(0,+∞;M), the composition function g v : (0,+∞)→ [0,∞] isBorel-measurable and
|E(v(t))− E(v(s))| ≤∫ t
s
g(v(r)) |v ′|(r) dr for all a < s ≤ t < b
where
|v ′|(t) := lims→t
d(v(s), v(t))
|s − t| the metric derivative
Definition
For a given functional E : M→ (−∞,∞], the descending slope|D−E| : M→ [0,+∞] of E is given by
|D−E|(u) :=
lim supv→u
[E(v)− E(u)]−
d(v , u)if u ∈ D(E),
+∞ if otherwise.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Definition
For a proper functional E : M→ (−∞,∞] with strong upper gradient g ,a curve v ∈ ACloc(0,+∞;M) is called a p-curve of maximal slope of E ifE v : (0,+∞)→ R is non-increasing and
d
dtE(v(t)) ≤ − 1
p′ gp′ (v(t))− 1
p |v′|p(t) for almost every t ∈ (0,+∞)
Definition (p-gradient flows in M)
For a proper functional E : M→ (−∞,∞] with strong upper gradient g ,a curve v ∈ ACloc(0,+∞;M) is called a p-gradient flow of E or also ap-gradient flow in M if v is a p-curve of maximal slope of E with respectto g .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Definition
For a proper functional E : M→ (−∞,∞] with strong upper gradient g ,a curve v ∈ ACloc(0,+∞;M) is called a p-curve of maximal slope of E ifE v : (0,+∞)→ R is non-increasing and
d
dtE(v(t)) ≤ − 1
p′ gp′ (v(t))− 1
p |v′|p(t) for almost every t ∈ (0,+∞)
Definition (p-gradient flows in M)
For a proper functional E : M→ (−∞,∞] with strong upper gradient g ,a curve v ∈ ACloc(0,+∞;M) is called a p-gradient flow of E or also ap-gradient flow in M if v is a p-curve of maximal slope of E with respectto g .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Proposition
Let E : M→ (−∞,∞] be proper functional with strong upper gradientg , and v ∈ ACloc(0,+∞;M). Then the following statements areequivalent.
(1) v is a p-gradient flow of E .
(2) E v : (0,+∞)→ R is non-increasing and energy dissipationequality
E(v(s))− E(v(t)) = 1p
∫ t
s
|v ′|p(r) dr + 1p′
∫ t
s
gp′ (v(r)) dr
holds for all 0 < s < t < +∞.
Moreover, for every p-gradient flow v of E , one has that
d
dtE(v(t)) = −|v ′|p(t) = −gp′ (v(t)) = −(g v)(t) · |v ′|(t)
for almost every t ∈ (0,+∞),
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Definition (constant speed geodesics and λ-geodesic convexity)
A curve γ : [0, 1]→M is said to be a constant speed geodesicconnecting two points v0, v1 ∈M if γ(0) = v0, γ(1) = v1 and
d(γ(s), γ(t)) = (t − s)d(v0, v1) for all s, t ∈ [0, 1] with s ≤ t.
A metric space (M, d) with the property that for every two elements v0,v1 ∈M, there is at least one constant speed geodesic γ ⊆M connectingv0 and v1 is called a length space. Given λ ∈ R, a functionalE : M→ (−∞,∞] is called λ-geodesically convex if for every v0,v1 ∈ D(E), there is a constant speed geodesic γ ⊆M connecting v0 andv1 such that E is λ-convex along γ, tha is,
E(γ(t)) ≤ (1− t)E(γ(0)) + tE(γ(1))− λ2 t(1− t)d2(γ(0), γ(1))
for all t ∈ [0, 1],
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Proposition
For λ ∈ R, let E : M→ (−∞,∞] be a proper λ-geodesically convexfunctional on a length space M. Then, if E is lower semicontinuous, thenthe descending slope |D−E| of E is a strong upper gradient of E , and|D−E| is lower semicontinuous.
Definition
An element ϕ ∈M is called an equilibrium point (or also critical point)of a proper functional E : M→ (−∞,∞] with strong upper gradient g ifϕ ∈ D(g) and g(ϕ) = 0. We denote by Eg = g−1(0) the set of allequilibrium points of E with respect to strong upper gradient g .
We denote by argmin(E) the set of all global minimisers ϕ of E .
If for λ ≥ 0, E is λ-geodesically convex, then
argmin(E) =ϕ ∈ D(|D−E|)
∣∣∣ |D−E|(ϕ) = 0
= E|D−E|.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Proposition
For λ ∈ R, let E : M→ (−∞,∞] be a proper λ-geodesically convexfunctional on a length space M. Then, if E is lower semicontinuous, thenthe descending slope |D−E| of E is a strong upper gradient of E , and|D−E| is lower semicontinuous.
Definition
An element ϕ ∈M is called an equilibrium point (or also critical point)of a proper functional E : M→ (−∞,∞] with strong upper gradient g ifϕ ∈ D(g) and g(ϕ) = 0. We denote by Eg = g−1(0) the set of allequilibrium points of E with respect to strong upper gradient g .
We denote by argmin(E) the set of all global minimisers ϕ of E .
If for λ ≥ 0, E is λ-geodesically convex, then
argmin(E) =ϕ ∈ D(|D−E|)
∣∣∣ |D−E|(ϕ) = 0
= E|D−E|.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Proposition
For λ ∈ R, let E : M→ (−∞,∞] be a proper λ-geodesically convexfunctional on a length space M. Then, if E is lower semicontinuous, thenthe descending slope |D−E| of E is a strong upper gradient of E , and|D−E| is lower semicontinuous.
Definition
An element ϕ ∈M is called an equilibrium point (or also critical point)of a proper functional E : M→ (−∞,∞] with strong upper gradient g ifϕ ∈ D(g) and g(ϕ) = 0. We denote by Eg = g−1(0) the set of allequilibrium points of E with respect to strong upper gradient g .
We denote by argmin(E) the set of all global minimisers ϕ of E .
If for λ ≥ 0, E is λ-geodesically convex, then
argmin(E) =ϕ ∈ D(|D−E|)
∣∣∣ |D−E|(ϕ) = 0
= E|D−E|.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Proposition
For λ ∈ R, let E : M→ (−∞,∞] be a proper λ-geodesically convexfunctional on a length space M. Then, if E is lower semicontinuous, thenthe descending slope |D−E| of E is a strong upper gradient of E , and|D−E| is lower semicontinuous.
Definition
An element ϕ ∈M is called an equilibrium point (or also critical point)of a proper functional E : M→ (−∞,∞] with strong upper gradient g ifϕ ∈ D(g) and g(ϕ) = 0. We denote by Eg = g−1(0) the set of allequilibrium points of E with respect to strong upper gradient g .
We denote by argmin(E) the set of all global minimisers ϕ of E .
If for λ ≥ 0, E is λ-geodesically convex, then
argmin(E) =ϕ ∈ D(|D−E|)
∣∣∣ |D−E|(ϕ) = 0
= E|D−E|.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Definition
For a curve v ∈ C ((0,∞);M), the set
ω(v) :=ϕ ∈M
∣∣∣ there is tn ↑ +∞ s.t. limn→∞
v(tn) = ϕ in M
is called the ω-limit set of v .
We denote byIt0 (v) =
v(t)
∣∣ t ≥ t0
For a proper functional E : M→ (−∞,∞] and ϕ ∈ D(E), we call thefunctional E(·|ϕ) : M→ (−∞,∞] defined by
E(v |ϕ) = E(v)− E(ϕ) for every ϕ ∈M
the relative entropy or relative energy of E with respect to ϕ.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Definition
For a curve v ∈ C ((0,∞);M), the set
ω(v) :=ϕ ∈M
∣∣∣ there is tn ↑ +∞ s.t. limn→∞
v(tn) = ϕ in M
is called the ω-limit set of v .
We denote byIt0 (v) =
v(t)
∣∣ t ≥ t0
For a proper functional E : M→ (−∞,∞] and ϕ ∈ D(E), we call thefunctional E(·|ϕ) : M→ (−∞,∞] defined by
E(v |ϕ) = E(v)− E(ϕ) for every ϕ ∈M
the relative entropy or relative energy of E with respect to ϕ.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in metric spaces
Definition
For a curve v ∈ C ((0,∞);M), the set
ω(v) :=ϕ ∈M
∣∣∣ there is tn ↑ +∞ s.t. limn→∞
v(tn) = ϕ in M
is called the ω-limit set of v .
We denote byIt0 (v) =
v(t)
∣∣ t ≥ t0
For a proper functional E : M→ (−∞,∞] and ϕ ∈ D(E), we call thefunctional E(·|ϕ) : M→ (−∞,∞] defined by
E(v |ϕ) = E(v)− E(ϕ) for every ϕ ∈M
the relative entropy or relative energy of E with respect to ϕ.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Trend to equilibrium in the entropy sense
Proposition
Let E : M→ (−∞,+∞] be a proper functional, g a strong uppergradient of E , and v a p-gradient flow of E . Then, the followingstatements hold.
(1) E is a strict Lyapunov function of v .
(2) (Trend to equilibrium in the entropy sense) If for t0 ≥ 0, Erestricted on the set It0 (v) is lower semicontinuous, then for everyϕ ∈ ω(v), one has ϕ ∈ D(E) and
limt→∞
E(v(t)) = E(ϕ) = infξ∈It0 (v)
E(ξ). (4)
(3) (ω-limit points are equilibrium points of E) Suppose for t0 ≥ 0, Erestricted on the set It0 (v) is bounded from below and g restrictedon the set It0 (v) is lower semicontinuous. Then the ω-limit set ω(v)of v is contained in the set Eg of equilibrium points of E .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Kurdyka- Lojasiewicz-Simon inequalities in metric spaces
Definition
A proper functional E : M→ (−∞,+∞] with strong upper gradient gand equilibrium point ϕ ∈ Eg is said to satisfy a Kurdyka- Lojasiewiczinequality on the set U ⊆ [g > 0] ∩ [θ′(E(·|ϕ)) > 0] if there is a strictlyincreasing function θ ∈W 1,1
loc (R) satisfying θ(0) = 0 and
θ′(E(v |ϕ)) g(v) ≥ 1 for all v ∈ U . (5)
In the case that there are α ∈ (0, 1] and c > 0 such that
θ(s) = cα |s|
α−1s for every s ∈ R,
Definition
A proper functional E : M→ (−∞,+∞] with strong upper gradient gand equilibrium point ϕ ∈ Eg is said to satisfy a Lojasiewicz-Simoninequality with exponent α ∈ (0, 1] near ϕ if there are c > 0 and a setU ⊆ D(E) with ϕ ∈ U such that
|E(v |ϕ)|1−α ≤ c g(v) for every v ∈ U . (6)
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Kurdyka- Lojasiewicz-Simon inequalities in metric spaces
Definition
A proper functional E : M→ (−∞,+∞] with strong upper gradient gand equilibrium point ϕ ∈ Eg is said to satisfy a Kurdyka- Lojasiewiczinequality on the set U ⊆ [g > 0] ∩ [θ′(E(·|ϕ)) > 0] if there is a strictlyincreasing function θ ∈W 1,1
loc (R) satisfying θ(0) = 0 and
θ′(E(v |ϕ)) g(v) ≥ 1 for all v ∈ U . (5)
In the case that there are α ∈ (0, 1] and c > 0 such that
θ(s) = cα |s|
α−1s for every s ∈ R,
Definition
A proper functional E : M→ (−∞,+∞] with strong upper gradient gand equilibrium point ϕ ∈ Eg is said to satisfy a Lojasiewicz-Simoninequality with exponent α ∈ (0, 1] near ϕ if there are c > 0 and a setU ⊆ D(E) with ϕ ∈ U such that
|E(v |ϕ)|1−α ≤ c g(v) for every v ∈ U . (6)
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Kurdyka- Lojasiewicz-Simon inequalities in metric spaces
Definition
A proper functional E : M→ (−∞,+∞] with strong upper gradient gand equilibrium point ϕ ∈ Eg is said to satisfy a Kurdyka- Lojasiewiczinequality on the set U ⊆ [g > 0] ∩ [θ′(E(·|ϕ)) > 0] if there is a strictlyincreasing function θ ∈W 1,1
loc (R) satisfying θ(0) = 0 and
θ′(E(v |ϕ)) g(v) ≥ 1 for all v ∈ U . (5)
In the case that there are α ∈ (0, 1] and c > 0 such that
θ(s) = cα |s|
α−1s for every s ∈ R,
Definition
A proper functional E : M→ (−∞,+∞] with strong upper gradient gand equilibrium point ϕ ∈ Eg is said to satisfy a Lojasiewicz-Simoninequality with exponent α ∈ (0, 1] near ϕ if there are c > 0 and a setU ⊆ D(E) with ϕ ∈ U such that
|E(v |ϕ)|1−α ≤ c g(v) for every v ∈ U . (6)
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Trend to equilibrium in the metric sense
Theorem (Trend to equilibrium in the metric sense)
Let E : M→ (−∞,+∞] be a proper functional with strong uppergradient g , and v be a p-gradient flow of E with non-empty ω-limit setω(v). Suppose, E is lower semicontinuous on It(v) for some t ≥ 0 andfor ϕ ∈ ω(v) ∩ Eg , there is an ε > 0 such that
B(ϕ, ε) ∩ [E(·|ϕ) > 0] ⊆ [g > 0].
If there is a strictly increasing function θ ∈W 1,1loc (R) satisfying θ(0) = 0
and |[θ > 0, θ′ = 0]| = 0 such that E satisfies the Kurdyka- Lojasiewiczinequality (5) on
Uε = B(ϕ, ε) ∩ [E(·|ϕ) > 0] ∩ [θ′(E(·|ϕ)) > 0], (7)
then v has finite length and
limt→∞
v(t) = ϕ in M. (8)
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Decay estimates and finite time of extinction
Theorem (Decay estimates and finite time of extinction)
Let E : M→ (−∞,+∞] be a proper functional with strong uppergradient g , and v be a p-gradient flow of E with non-empty ω-limit setω(v). Suppose, E is lower semicontinuous on It(v) for some t > 0, andfor ϕ ∈ ω(v) ∩ Eg there are ε > 0, c > 0, and α ∈ (0, 1] such that Esatisfies a Lojasiewicz-Simon inequality (6) with exponent α onB(ϕ, ε) ∩ D(E). Then
d(v(t), ϕ) ≤ cα (E(v(t)|ϕ))α = O
(t−α(p−1)
1−pα
)if 0 < α < 1
p
d(v(t), ϕ) ≤ c p (E(v(t)|ϕ))1p ≤ c p (E(v(t0)|ϕ))
1p e− t
pcp′ if α = 1p
d(v(t), ϕ) ≤
c (t − t)
α(p−1)pα−1 if t0 ≤ t ≤ t,
0 if t > t,if 1
p < α ≤ 1,
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Decay estimates and finite time of extinction
Theorem
where,
c :=
[[1
αα−1c
] p′−1α pα−1
α(p−1)
]α(p−1)pα−1
,
t := t0 + αα−1α(p−1) c
1α(p−1) α(p−1)
pα−1 (E(v(t0)|ϕ))pα−1α(p−1) ,
and t0 ≥ 0 can be chosen to be the “first entry time”, that is, t0 ≥ 0 isthe smallest time t0 ∈ [0,+∞) such that v([t0,+∞)) ⊆ B(ϕ, ε).
If E : M→ (−∞,∞] be a proper, lower semicontinuous, λ-geodesicallyconvex functional on a length space (M, d), with λ > 0 and is boundefrom below, then there is a unique minimiser ϕ ∈ D(E) of E and
E(v |ϕ) ≤ 1
2λ|D−E|2(v) for all v ∈ D(E).
Then, every gradient flow v of E satisfies
d(v(t), ϕ) = O(e−λt
)as t →∞.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Decay estimates and finite time of extinction
Theorem
where,
c :=
[[1
αα−1c
] p′−1α pα−1
α(p−1)
]α(p−1)pα−1
,
t := t0 + αα−1α(p−1) c
1α(p−1) α(p−1)
pα−1 (E(v(t0)|ϕ))pα−1α(p−1) ,
and t0 ≥ 0 can be chosen to be the “first entry time”, that is, t0 ≥ 0 isthe smallest time t0 ∈ [0,+∞) such that v([t0,+∞)) ⊆ B(ϕ, ε).
If E : M→ (−∞,∞] be a proper, lower semicontinuous, λ-geodesicallyconvex functional on a length space (M, d), with λ > 0 and is boundefrom below, then there is a unique minimiser ϕ ∈ D(E) of E and
E(v |ϕ) ≤ 1
2λ|D−E|2(v) for all v ∈ D(E).
Then, every gradient flow v of E satisfies
d(v(t), ϕ) = O(e−λt
)as t →∞.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Decay estimates and finite time of extinction
Theorem
where,
c :=
[[1
αα−1c
] p′−1α pα−1
α(p−1)
]α(p−1)pα−1
,
t := t0 + αα−1α(p−1) c
1α(p−1) α(p−1)
pα−1 (E(v(t0)|ϕ))pα−1α(p−1) ,
and t0 ≥ 0 can be chosen to be the “first entry time”, that is, t0 ≥ 0 isthe smallest time t0 ∈ [0,+∞) such that v([t0,+∞)) ⊆ B(ϕ, ε).
If E : M→ (−∞,∞] be a proper, lower semicontinuous, λ-geodesicallyconvex functional on a length space (M, d), with λ > 0 and is boundefrom below, then there is a unique minimiser ϕ ∈ D(E) of E and
E(v |ϕ) ≤ 1
2λ|D−E|2(v) for all v ∈ D(E).
Then, every gradient flow v of E satisfies
d(v(t), ϕ) = O(e−λt
)as t →∞.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Entropy-transportation inequality and K L inequality
Definition
A proper functional E : M→ (−∞,+∞] with strong upper gradient g issaid to satisfy locally a generalised entropy-transportation (ET-)inequality at a point of equilibrium ϕ ∈ Eg if there are ε > 0 and astrictly increasing function Ψ ∈ C (R) satisfying Ψ(0) = 0 and
infϕ∈Eg∩B(ϕ,ε)
d(v , ϕ) ≤ Ψ(E(v |ϕ)) (9)
for every v ∈ B(ϕ, ε) ∩ D(E). Further, a functional E is said to satisfyglobally a generalised entropy-transportation inequality at ϕ ∈ Eg if Esatisfies
infϕ∈Eg
d(v , ϕ) ≤ Ψ(E(v |ϕ)) for every v ∈ D(E). (10)
Assumption (E) Suppose, for the proper energy functionalE : M→ (−∞,+∞] with strong upper gradient g holds:
for all v0 ∈ D(E), there is a p-gradient flow v of E with v(0+) = v0.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Entropy-transportation inequality and K L inequality
Theorem (Global K L- and ET-inequality)
For λ ≥ 0, let E : M→ (−∞,+∞] be a proper, lower semicontinuous,λ-geodesically convex functional on a length space (M, d). Suppose, Eand the descending slope |D−E| satisfying Assumption (E) and forϕ ∈ E|D−E|, the set [E(·|ϕ) 6= 0] ⊂ [|D−E| > 0]. Then, the followingstatements are equivalent.
(1) (K L-inequality) There is a strictly increasing function θ ∈W 1,1loc (R)
satisfying θ(0) = 0 and |[θ 6= 0, θ′ = 0]| = 0, and E satisfies aKurdyka- Lojasiewicz inequality onU := [E(·|ϕ) > 0] ∩ [θ′(E(·|ϕ)) > 0].
(2) (ET-inequality)There is a strictly increasing function Ψ ∈ C (R)satisfying Ψ(0) = 0 and s 7→ Ψ(s)/s belongs to L1
loc(R) such that Esatisfies the generalised entropy-transportation inequality
infϕ∈argmin(E)
d(v , ϕ) ≤ Ψ(E(v |ϕ)) for all v ∈ D(E).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Entropy-transportation inequality and K L inequality
Corollary (Global LS- and ET-inequality)
For λ ≥ 0, let E : M→ (−∞,+∞] be a proper, lower semicontinuous,λ-geodesically convex functional on a length space (M, d). Suppose, Eand the descending slope |D−E| satisfy Assumption (E) and forϕ ∈ E|D−E|, the set [E(·|ϕ) > 0] ⊂ [g > 0]. Then, for α ∈ (0, 1], thefollowing statements hold.
(1) ( LS-inequality implies ET-inequality) If there is a c > 0
(E(v |ϕ))1−α ≤ c |D−E|(v) for all v ∈ D(E) (11)
then E satisfies
infϕ∈argmin(E)
d(v , ϕ) ≤ c
α(E(v |ϕ))α for all v ∈ D(E). (12)
(2) (ET-inequality implies LS-inequality) If there is a c > 0 such thatE satisfies (12), then E satisfies
(E(v |ϕ))1−α ≤ c
α|D−E|(v) for all v ∈ D(E). (13)
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Aplications. The classical Hilbert space case
In the case (H, (., .)H) is a real Hilbert space and E : H → (−∞,+∞] aproper, lower semicontinuous and semi-convex functional. Then, thefollowing well-known generation theorem holds
Theorem
For every v0 ∈ D(E), there is a unique strong solution v ofv ′(t) + ∂E(v(t)) 3 0, t ∈ (0,∞),
v(0) = v0.(14)
The sub-differential ∂E of E is given by
∂E =
(v , u) ∈ H × H∣∣∣ lim inf
t↓0E(v+tw)−E(v)
t ≥ (u,w) for all w ∈ H.
For v ∈ D(|D−E|), the descending slope
|D−E|(v) = min‖u‖H
∣∣∣ u ∈ ∂E(v)
and |D−E| is a strong upper gradient of E .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Aplications. The classical Hilbert space case
In the case (H, (., .)H) is a real Hilbert space and E : H → (−∞,+∞] aproper, lower semicontinuous and semi-convex functional. Then, thefollowing well-known generation theorem holds
Theorem
For every v0 ∈ D(E), there is a unique strong solution v ofv ′(t) + ∂E(v(t)) 3 0, t ∈ (0,∞),
v(0) = v0.(14)
The sub-differential ∂E of E is given by
∂E =
(v , u) ∈ H × H∣∣∣ lim inf
t↓0E(v+tw)−E(v)
t ≥ (u,w) for all w ∈ H.
For v ∈ D(|D−E|), the descending slope
|D−E|(v) = min‖u‖H
∣∣∣ u ∈ ∂E(v)
and |D−E| is a strong upper gradient of E .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Aplications. The classical Hilbert space case
In the case (H, (., .)H) is a real Hilbert space and E : H → (−∞,+∞] aproper, lower semicontinuous and semi-convex functional. Then, thefollowing well-known generation theorem holds
Theorem
For every v0 ∈ D(E), there is a unique strong solution v ofv ′(t) + ∂E(v(t)) 3 0, t ∈ (0,∞),
v(0) = v0.(14)
The sub-differential ∂E of E is given by
∂E =
(v , u) ∈ H × H∣∣∣ lim inf
t↓0E(v+tw)−E(v)
t ≥ (u,w) for all w ∈ H.
For v ∈ D(|D−E|), the descending slope
|D−E|(v) = min‖u‖H
∣∣∣ u ∈ ∂E(v)
and |D−E| is a strong upper gradient of E .J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Applications. The classical Hilbert space case
Corollary
Let E : H → (−∞,+∞] be a proper, lower semicontinuous andsemi-convex functional on a Hilbert space H. Suppose v is solution of(14) and there are c , ε > 0 and an equilibrium point ϕ ∈ ω(v) such thatE satisfies a Lojasiewicz-Simon inequality
|E(v |ϕ)|1−α ≤ c ‖u‖ for every v ∈ B(ϕ, ε) and u ∈ ∂E(v).
Then,
‖v(t)− ϕ‖H ≤ cα (E(v(t)|ϕ))α = O
(t− α
1−2α)
if 0 < α < 12
‖v(t)− ϕ‖H ≤ c 2 (E(v(t)|ϕ))12 ≤ c 2 (E(v(t0)|ϕ))
12 e−
t2c2 if α = 1
2
‖v(t)− ϕ‖H ≤
c (t − t)
α2α−1 if t0 ≤ t ≤ t,
0 if t > t,if 1
2 < α ≤ 1,
where, t0 ≥ 0 can be chosen to be the “first entry time”, that is, t0 ≥ 0is the smallest time t0 ∈ [0,+∞) such that v([t0,+∞)) ⊆ B(ϕ, ε).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Applications. Finite Extinction time of the Dirichlet-TotalVariational Flow
vt = div
(Dv|Dv |
)in Ω× (0,+∞),
v = 0 on ∂Ω× (0,+∞),
v(0) = v0 on Ω,
(15)
Problem (15) can be rewritten as an abstract initial value problem (14)in the Hilbert space H = L2(Ω) for the energy functionalE : L2(Ω)→ (−∞,+∞] given by
E(v) :=
∫
Ω
|Dv |+∫∂Ω
|v | if v ∈ BV (Ω) ∩ L2(Ω),
+∞ if otherwise.(16)
Extinction time
T ∗(v0) := inf
t > 0∣∣∣ v(s) = 0 for all s ≥ t
.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Applications. Finite Extinction time of the Dirichlet-TotalVariational Flow
vt = div
(Dv|Dv |
)in Ω× (0,+∞),
v = 0 on ∂Ω× (0,+∞),
v(0) = v0 on Ω,
(15)
Problem (15) can be rewritten as an abstract initial value problem (14)in the Hilbert space H = L2(Ω) for the energy functionalE : L2(Ω)→ (−∞,+∞] given by
E(v) :=
∫
Ω
|Dv |+∫∂Ω
|v | if v ∈ BV (Ω) ∩ L2(Ω),
+∞ if otherwise.(16)
Extinction time
T ∗(v0) := inf
t > 0∣∣∣ v(s) = 0 for all s ≥ t
.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Applications. Finite Extinction time of the Dirichlet-TotalVariational Flow
vt = div
(Dv|Dv |
)in Ω× (0,+∞),
v = 0 on ∂Ω× (0,+∞),
v(0) = v0 on Ω,
(15)
Problem (15) can be rewritten as an abstract initial value problem (14)in the Hilbert space H = L2(Ω) for the energy functionalE : L2(Ω)→ (−∞,+∞] given by
E(v) :=
∫
Ω
|Dv |+∫∂Ω
|v | if v ∈ BV (Ω) ∩ L2(Ω),
+∞ if otherwise.(16)
Extinction time
T ∗(v0) := inf
t > 0∣∣∣ v(s) = 0 for all s ≥ t
.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Applications. Finite Extinction time of the Dirichlet-TotalVariational Flow
Theorem
Suppose N ≤ 2 and for v0 ∈ L2(Ω), let v be the unique strong solution ofproblem (15). Then,
T ∗(v0) ≤
s + S1 |Ω|1/2 E(v(s)) if N = 1,
s + S2 E(v(s)) if N = 2,
for arbitrarily small s > 0, and
‖v(t)‖L2(Ω) ≤
c (T ∗(v0)− t) if 0 ≤ t ≤ T ∗(v0),
0 if t > T ∗(v0),(17)
where SN is the best constant in Sobolev inequality and c > 0.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Applications. Finite Extinction time of the Dirichlet-TotalVariational Flow
Skech of proof By Sobolev’s inequality in BV (Ω), we have
‖v‖L1∗ (Ω) ≤ SN
(∫Ω
|Dv |+∫∂Ω
|v |)
for all v ∈ BV (Ω) (18)
‖v‖L2(Ω) ≤ C E(v |ϕ) for all v ∈ D(E), (19)
where the constant C = S1 |Ω|1/2 if N = 1 and C = S2 if N = 1.
(19) is a entropy-transportation inequality for Ψ(s) = C s, (s ∈ R),which by Corollary 15, is equivalent to the Lojasiewicz-Simon inequality
1 ≤ C |D−E|(v), (v ∈ [E > 0]).
In dimension N = 2, the extinction time
T ∗(v0) ≤ 1√2π
∫Ω
|Dv0|.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Applications. Finite Extinction time of the Dirichlet-TotalVariational Flow
Skech of proof By Sobolev’s inequality in BV (Ω), we have
‖v‖L1∗ (Ω) ≤ SN
(∫Ω
|Dv |+∫∂Ω
|v |)
for all v ∈ BV (Ω) (18)
‖v‖L2(Ω) ≤ C E(v |ϕ) for all v ∈ D(E), (19)
where the constant C = S1 |Ω|1/2 if N = 1 and C = S2 if N = 1.
(19) is a entropy-transportation inequality for Ψ(s) = C s, (s ∈ R),which by Corollary 15, is equivalent to the Lojasiewicz-Simon inequality
1 ≤ C |D−E|(v), (v ∈ [E > 0]).
In dimension N = 2, the extinction time
T ∗(v0) ≤ 1√2π
∫Ω
|Dv0|.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Applications. Finite Extinction time of the Dirichlet-TotalVariational Flow
Skech of proof By Sobolev’s inequality in BV (Ω), we have
‖v‖L1∗ (Ω) ≤ SN
(∫Ω
|Dv |+∫∂Ω
|v |)
for all v ∈ BV (Ω) (18)
‖v‖L2(Ω) ≤ C E(v |ϕ) for all v ∈ D(E), (19)
where the constant C = S1 |Ω|1/2 if N = 1 and C = S2 if N = 1.
(19) is a entropy-transportation inequality for Ψ(s) = C s, (s ∈ R),which by Corollary 15, is equivalent to the Lojasiewicz-Simon inequality
1 ≤ C |D−E|(v), (v ∈ [E > 0]).
In dimension N = 2, the extinction time
T ∗(v0) ≤ 1√2π
∫Ω
|Dv0|.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Applications. Finite Extinction time of the Dirichlet-TotalVariational Flow
Skech of proof By Sobolev’s inequality in BV (Ω), we have
‖v‖L1∗ (Ω) ≤ SN
(∫Ω
|Dv |+∫∂Ω
|v |)
for all v ∈ BV (Ω) (18)
‖v‖L2(Ω) ≤ C E(v |ϕ) for all v ∈ D(E), (19)
where the constant C = S1 |Ω|1/2 if N = 1 and C = S2 if N = 1.
(19) is a entropy-transportation inequality for Ψ(s) = C s, (s ∈ R),which by Corollary 15, is equivalent to the Lojasiewicz-Simon inequality
1 ≤ C |D−E|(v), (v ∈ [E > 0]).
In dimension N = 2, the extinction time
T ∗(v0) ≤ 1√2π
∫Ω
|Dv0|.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
The total variation on graphs
Let G = (V (G ),E (G )) be a locally finite weighted graph. For each edge(x , y) ∈ E (G ) (we will write x ∼ y if (x , y) ∈ E (G )), it is assigned apositive weight wxy = wyx . We consider that wxy = 0 if (x , y) 6∈ E (G ).
For x ∈ V (G ) we define the weight at the vertex x as
dx :=∑y∼x
wxy =∑
y∈V (G)
wxy ,
For each x ∈ V (G ) we define the following probability measures
mGx =
1
dx
∑y∼x
wxy δy .
νG defined as
νG (A) :=∑x∈A
dx , A ⊂ V (G )
is a invariant and reversible measure for this random walk.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
The total variation on graphs
Let G = (V (G ),E (G )) be a locally finite weighted graph. For each edge(x , y) ∈ E (G ) (we will write x ∼ y if (x , y) ∈ E (G )), it is assigned apositive weight wxy = wyx . We consider that wxy = 0 if (x , y) 6∈ E (G ).
For x ∈ V (G ) we define the weight at the vertex x as
dx :=∑y∼x
wxy =∑
y∈V (G)
wxy ,
For each x ∈ V (G ) we define the following probability measures
mGx =
1
dx
∑y∼x
wxy δy .
νG defined as
νG (A) :=∑x∈A
dx , A ⊂ V (G )
is a invariant and reversible measure for this random walk.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
The total variation on graphs
Let G = (V (G ),E (G )) be a locally finite weighted graph. For each edge(x , y) ∈ E (G ) (we will write x ∼ y if (x , y) ∈ E (G )), it is assigned apositive weight wxy = wyx . We consider that wxy = 0 if (x , y) 6∈ E (G ).
For x ∈ V (G ) we define the weight at the vertex x as
dx :=∑y∼x
wxy =∑
y∈V (G)
wxy ,
For each x ∈ V (G ) we define the following probability measures
mGx =
1
dx
∑y∼x
wxy δy .
νG defined as
νG (A) :=∑x∈A
dx , A ⊂ V (G )
is a invariant and reversible measure for this random walk.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
The total variation on graphs
Let G = (V (G ),E (G )) be a locally finite weighted graph. For each edge(x , y) ∈ E (G ) (we will write x ∼ y if (x , y) ∈ E (G )), it is assigned apositive weight wxy = wyx . We consider that wxy = 0 if (x , y) 6∈ E (G ).
For x ∈ V (G ) we define the weight at the vertex x as
dx :=∑y∼x
wxy =∑
y∈V (G)
wxy ,
For each x ∈ V (G ) we define the following probability measures
mGx =
1
dx
∑y∼x
wxy δy .
νG defined as
νG (A) :=∑x∈A
dx , A ⊂ V (G )
is a invariant and reversible measure for this random walk.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
The total variation on graphs
We define its mG -total variation as
TVmG (u) =1
2
∫V (G)
∫V (G)
|u(y)− u(x)|dmGx (y)dνG (x)
=1
2
∑x∈V (G)
∑y∈V (G)
|u(y)− u(x)|wxy .
The functional the functional FmG : L2(V , νG )→]−∞,+∞] defined by
FmG (u) :=
TVmG (u) if u ∈ L2(V , νG ),
+∞ if u ∈ L2(X ) \ BVmG (V ),
is convex and lower semi-continuous.
Definition
We define in L2(V , νG ) the multivalued operator ∆mG
1 by (u, v) ∈ ∆mG
1
if and only if −v ∈ ∂FmG (u).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
The total variation on graphs
We define its mG -total variation as
TVmG (u) =1
2
∫V (G)
∫V (G)
|u(y)− u(x)|dmGx (y)dνG (x)
=1
2
∑x∈V (G)
∑y∈V (G)
|u(y)− u(x)|wxy .
The functional the functional FmG : L2(V , νG )→]−∞,+∞] defined by
FmG (u) :=
TVmG (u) if u ∈ L2(V , νG ),
+∞ if u ∈ L2(X ) \ BVmG (V ),
is convex and lower semi-continuous.
Definition
We define in L2(V , νG ) the multivalued operator ∆mG
1 by (u, v) ∈ ∆mG
1
if and only if −v ∈ ∂FmG (u).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
The total variation on graphs
We define its mG -total variation as
TVmG (u) =1
2
∫V (G)
∫V (G)
|u(y)− u(x)|dmGx (y)dνG (x)
=1
2
∑x∈V (G)
∑y∈V (G)
|u(y)− u(x)|wxy .
The functional the functional FmG : L2(V , νG )→]−∞,+∞] defined by
FmG (u) :=
TVmG (u) if u ∈ L2(V , νG ),
+∞ if u ∈ L2(X ) \ BVmG (V ),
is convex and lower semi-continuous.
Definition
We define in L2(V , νG ) the multivalued operator ∆mG
1 by (u, v) ∈ ∆mG
1
if and only if −v ∈ ∂FmG (u).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
The total variation on graphs
We have existence and uniqueness for the Cauchy problemut −∆mG
1 u 3 0 in (0,T )× V
u(0, x) = u0(x) x ∈ V .(20)
(u, v) ∈ ∆mG
1 ⇐⇒ there exists g ∈ L∞(V (G )×V (G ), νG⊗mGx ) antisymmetric
‖g‖∞ ≤ 1 such that∑
y∈V (G)
g(x , y)1
dxwxy = v(x) ∀ x ∈ V (G ),
and
g(x , y) ∈ sign(u(y)− u(x)) (νG ⊗mGx )− a.e. (x , y) ∈ V × V .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
The total variation on graphs
We have existence and uniqueness for the Cauchy problemut −∆mG
1 u 3 0 in (0,T )× V
u(0, x) = u0(x) x ∈ V .(20)
(u, v) ∈ ∆mG
1 ⇐⇒ there exists g ∈ L∞(V (G )×V (G ), νG⊗mGx ) antisymmetric
‖g‖∞ ≤ 1 such that∑
y∈V (G)
g(x , y)1
dxwxy = v(x) ∀ x ∈ V (G ),
and
g(x , y) ∈ sign(u(y)− u(x)) (νG ⊗mGx )− a.e. (x , y) ∈ V × V .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
The total variation on graphs
Theorem
Let G = (V (G ),E (G )) be a finite weighted connected graphG = (V ,E ). Then (mG , νG ) satisfies a 2-Poincare inequality, that is
inf
TVmG (u)
‖u‖2: ‖u‖2 6= 0,
∫V
u(x)dνG (x) = 0
> 0.
Consequently,
‖et∆mG
1 u0 − ν(u0)‖L2(V ,νG ) ≤
λ2
(mG ,νG ) (t − t) if 0 ≤ t ≤ t,
0 if t > t,
where t := 1λ2
(mG ,νG )
Fm(u0).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Let (X ,B, d) be a Polish space equipped with their Borel σ-algebra B.
For s ∈ 0, 1, let πs : X × X → X be defined byπs(x , y) := (1− s)x + sy . For given measures µ0, µ1 ∈ P(X ), the set oftransport plans with marginals µ0 and µ1 is denoted by
Π(µ0, µ1) :=γ ∈ P(X × X )
∣∣∣ π0#γ = µ0, π1#γ = µ1
.
where πi#γ is the push-forward of γ through πiFor 1 ≤ p < +∞, the p-Wasserstein distance Wp,d(µ1, µ2) between µ0
and µ1 ∈ P(X ) is defined by
Wp,d(µ1, µ2) =
(inf
γ∈Π(µ0,µ1)
∫X×X
d(x , y)p dγ(x , y)
) 1p
.
Fixed x0 ∈ X , the space of finite p-moment
Pp,d(X ) :=
µ ∈ P(X )
∣∣∣ ∫X
d(x0, x)p dµ(x) < +∞,
The pair (Pp,d(X ),Wp,d) is called the p-Wasserstein space.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Let (X ,B, d) be a Polish space equipped with their Borel σ-algebra B.
For s ∈ 0, 1, let πs : X × X → X be defined byπs(x , y) := (1− s)x + sy . For given measures µ0, µ1 ∈ P(X ), the set oftransport plans with marginals µ0 and µ1 is denoted by
Π(µ0, µ1) :=γ ∈ P(X × X )
∣∣∣ π0#γ = µ0, π1#γ = µ1
.
where πi#γ is the push-forward of γ through πi
For 1 ≤ p < +∞, the p-Wasserstein distance Wp,d(µ1, µ2) between µ0
and µ1 ∈ P(X ) is defined by
Wp,d(µ1, µ2) =
(inf
γ∈Π(µ0,µ1)
∫X×X
d(x , y)p dγ(x , y)
) 1p
.
Fixed x0 ∈ X , the space of finite p-moment
Pp,d(X ) :=
µ ∈ P(X )
∣∣∣ ∫X
d(x0, x)p dµ(x) < +∞,
The pair (Pp,d(X ),Wp,d) is called the p-Wasserstein space.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Let (X ,B, d) be a Polish space equipped with their Borel σ-algebra B.
For s ∈ 0, 1, let πs : X × X → X be defined byπs(x , y) := (1− s)x + sy . For given measures µ0, µ1 ∈ P(X ), the set oftransport plans with marginals µ0 and µ1 is denoted by
Π(µ0, µ1) :=γ ∈ P(X × X )
∣∣∣ π0#γ = µ0, π1#γ = µ1
.
where πi#γ is the push-forward of γ through πiFor 1 ≤ p < +∞, the p-Wasserstein distance Wp,d(µ1, µ2) between µ0
and µ1 ∈ P(X ) is defined by
Wp,d(µ1, µ2) =
(inf
γ∈Π(µ0,µ1)
∫X×X
d(x , y)p dγ(x , y)
) 1p
.
Fixed x0 ∈ X , the space of finite p-moment
Pp,d(X ) :=
µ ∈ P(X )
∣∣∣ ∫X
d(x0, x)p dµ(x) < +∞,
The pair (Pp,d(X ),Wp,d) is called the p-Wasserstein space.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Let (X ,B, d) be a Polish space equipped with their Borel σ-algebra B.
For s ∈ 0, 1, let πs : X × X → X be defined byπs(x , y) := (1− s)x + sy . For given measures µ0, µ1 ∈ P(X ), the set oftransport plans with marginals µ0 and µ1 is denoted by
Π(µ0, µ1) :=γ ∈ P(X × X )
∣∣∣ π0#γ = µ0, π1#γ = µ1
.
where πi#γ is the push-forward of γ through πiFor 1 ≤ p < +∞, the p-Wasserstein distance Wp,d(µ1, µ2) between µ0
and µ1 ∈ P(X ) is defined by
Wp,d(µ1, µ2) =
(inf
γ∈Π(µ0,µ1)
∫X×X
d(x , y)p dγ(x , y)
) 1p
.
Fixed x0 ∈ X , the space of finite p-moment
Pp,d(X ) :=
µ ∈ P(X )
∣∣∣ ∫X
d(x0, x)p dµ(x) < +∞,
The pair (Pp,d(X ),Wp,d) is called the p-Wasserstein space.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Let (X ,B, d) be a Polish space equipped with their Borel σ-algebra B.
For s ∈ 0, 1, let πs : X × X → X be defined byπs(x , y) := (1− s)x + sy . For given measures µ0, µ1 ∈ P(X ), the set oftransport plans with marginals µ0 and µ1 is denoted by
Π(µ0, µ1) :=γ ∈ P(X × X )
∣∣∣ π0#γ = µ0, π1#γ = µ1
.
where πi#γ is the push-forward of γ through πiFor 1 ≤ p < +∞, the p-Wasserstein distance Wp,d(µ1, µ2) between µ0
and µ1 ∈ P(X ) is defined by
Wp,d(µ1, µ2) =
(inf
γ∈Π(µ0,µ1)
∫X×X
d(x , y)p dγ(x , y)
) 1p
.
Fixed x0 ∈ X , the space of finite p-moment
Pp,d(X ) :=
µ ∈ P(X )
∣∣∣ ∫X
d(x0, x)p dµ(x) < +∞,
The pair (Pp,d(X ),Wp,d) is called the p-Wasserstein space.J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Consider the free energy E : Pp(RN)→ (−∞,+∞] composed by
E = HF +HV +HW (21)
of the internal energy
HF (µ) :=
∫RN
F (ρ) dx if µ = ρLN ,
+∞ if µ ∈ Pp(RN) \ Pacp (RN),
the potential energy
HV (µ) :=
∫RN
V dµ if µ = ρLN ,
+∞ if µ ∈ Pp(RN) \ Pacp (RN),
and the interaction energy
HW (µ) :=
12
∫RN×RN
W (x − y) d(µ⊗ µ)(x , y) if µ = ρLN ,
+∞ if µ ∈ Pp(RN) \ Pacp (RN),
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
We assume that the function(F) : F : [0,+∞)→ R is a convex differential function satisfying
F (0) = 0, lim infs↓0
F (s)
sα> −∞ for some α > N/(N + p), (22)
the map s 7→ sNF (s−N) is convex and non increasing in (0,+∞),(23)
there is a CF > 0 such that
F (s + s) ≤ CF (1 + F (s) + F (s)) for all s, s ≥ 0, and (24)
lims→+∞
F (s)
s= +∞ (super-linear growth at infinity);
(25)
(V) : V : RN → (−∞,+∞] is a proper, lower semicontinuous, λ-convexfor some λ ∈ R, and the effective domain D(V ) has a convex,nonempty interior Ω := int D(V ) ⊂ RN .
(W) : W : RN → [0,+∞) is a convex, differentiable, and even functionand there is a CW > 0 such that
W (x + x) ≤ CW (1 + W (x) + W (x)) for all x , x ∈ RN . (26)J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Proposition
Suppose, the functions F , V and W satisfy the hypotheses (F), (V)and (W), and E : Pp(RN)→ (−∞,+∞] is the functional given by (21).Then, for µ = ρLN ∈ D(E), one has µ ∈ D(|D−E|) if and only if
PF (ρ) ∈W 1,1loc (Ω), ρ ξρ = ∇PF (ρ) + ρ∇V + ρ(∇W ) ∗ ρ (27)
for some ξρ ∈ Lp′ (RN ,RN ; dµ), where PF (x) := xF ′(x)− F (x) is theassociated “pressure function” of F . Moreover, the vector field ξρsatisfies
|D−E|(µ) =
(∫RN
|ξρ(x)|p′ dµ
) 1p′
. (28)
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
For every µ0 ∈ D(E), there is a p-gradient flow µ : [0,+∞)→ Pp(RN)of E with initial value limt↓0 µ(t) = µ0. Moreover, for every t > 0,µ(t) = ρ(t)LN with supp(ρ(t)) ⊆ Ω, and ρ is a distributional solution ofthe following quasilinear parabolic-elliptic boundary-value problem
ρt + div(ρUρ) = 0 in (0,+∞)× Ω,
Uρ = −|ξρ|p′−2ξρ in (0,+∞)× Ω,
Uρ · n = 0 in (0,+∞)× ∂Ω,
(29)
with PF (ρ) ∈ L1loc((0,+∞); W 1,1
loc (Ω)) and
ξρ =∇PF (ρ)
ρ+∇V + (∇W ) ∗ ρ ∈ L∞loc((0,+∞); Lp′ (Ω,RN ; dµ(·))),
where, n in (29) denotes the outward unit normal to the boundary ∂Ωwhich in the case Ω = RN needs to be neglected.If the function F ∈ C 2(0,+∞), then one has that
−Uρ = |F ′′(ρ)∇ρ+∇V +(∇W )∗ρ|p′−2 (F ′′(ρ)∇ρ+∇V + (∇W ) ∗ ρ) .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Problem (29) includes the
doubly nonlinear diffusion equation
ρt − div(|∇ρm|p′−2∇ρm) = 0
(V = W = 0, F (s) = m sq
q(q−1) for q = m + 1− 1p′−1 ,
1p′−1 6= m ≥ N−(p′−1)
N(p′−1) )
Fokker-Planck equation with interaction term through porousmedium
ρt = ∆ρm + div (ρ(∇V + (∇W ) ∗ ρ))
(p = 2, F (s) = sm
(m−1) for 1 6= m ≥ 1− 1N ).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Every equilibrium point ν = ρ∞LN ∈ E|D−E| of E can be characterised byPF (ρ∞) ∈W 1,1
loc (Ω) with
ξρ∞ =∇PF (ρ∞)
ρ∞+∇V + (∇W ) ∗ ρ∞ = 0 a.e. on Ω.
Further, for every p-gradient flow µ of E and equilibrium pointν ∈ E|D−E|, we have
ddt E(µ(t)) = −|D−E|p′ (µ(t)) = −Ip′ (µ(t)|ν),
where the generalised relative Fischer information of µ with respect to νis given by
Ip′ (µ|ν) =
∫Ω
−Uρ · ξρ dµ.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Every equilibrium point ν = ρ∞LN ∈ E|D−E| of E can be characterised byPF (ρ∞) ∈W 1,1
loc (Ω) with
ξρ∞ =∇PF (ρ∞)
ρ∞+∇V + (∇W ) ∗ ρ∞ = 0 a.e. on Ω.
Further, for every p-gradient flow µ of E and equilibrium pointν ∈ E|D−E|, we have
ddt E(µ(t)) = −|D−E|p′ (µ(t)) = −Ip′ (µ(t)|ν),
where the generalised relative Fischer information of µ with respect to νis given by
Ip′ (µ|ν) =
∫Ω
−Uρ · ξρ dµ.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Definition
We call a functional f : RN → (−∞,+∞] uniformly λ-p-convex for someλ ∈ R if the interior Ω = int(D(f )) of f is nonempty, f is differentiableon Ω and for every x ∈ Ω,
f (x)− f (x) ≥ ∇f (x) · (y − x) + λ |y − x |p for all y ∈ RN .
(V∗) V : RN → (−∞,+∞] is proper, lower semicontinuous function, theeffective domain D(V ) of V has nonempty interior Ω := int D(V ) ⊆ RN ,and V is uniformly λV -p-convex for some λV ∈ R;
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Definition
We call a functional f : RN → (−∞,+∞] uniformly λ-p-convex for someλ ∈ R if the interior Ω = int(D(f )) of f is nonempty, f is differentiableon Ω and for every x ∈ Ω,
f (x)− f (x) ≥ ∇f (x) · (y − x) + λ |y − x |p for all y ∈ RN .
(V∗) V : RN → (−∞,+∞] is proper, lower semicontinuous function, theeffective domain D(V ) of V has nonempty interior Ω := int D(V ) ⊆ RN ,and V is uniformly λV -p-convex for some λV ∈ R;
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Theorem
Suppose that the functions F , V and W satisfy the hypotheses (F),(V∗) with λV ∈ R and (W). Further, suppose F ∈ C 2(0,∞) ∩ C [0,+∞)and let E : Pp(RN)→ (−∞,+∞] be the functional given by (21). Then,the following statements hold.
(ET-inequality) For an equilibrium point ν = ρ∞LN ∈ E|D−E| of Ewith ρ∞ ∈W 1,∞(Ω) and inf ρ∞ > 0, and every µ = ρLN ∈ D(E),
λV W pp (µ, ν) ≤ E(µ|ν). (30)
(p-Talagrand transportation inequality) If λV > 0, thenentropy-transportation inequality (30) is equivalent to thep-Talagrand inequality
Wp(µ, ν) ≤ 1
λ1/pV
p√E(µ|ν) (31)
holding for an equilibrium point ν = ρ∞LN ∈ E|D−E| of E with
ρ∞ ∈W 1,∞(Ω) and all µ = ρLN ∈ D(E).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Theorem
(generalised LS-inequality) If λ > 0 then for every probabilitymeasures µ1 = ρ1LN , µ2 = ρ2LN ∈ Pac
p (Ω) with ρ2 ∈W 1,∞(Ω) andinf ρ2 > 0, one has that
E(µ2|µ1) + (λV − λ) W pp (µ1, µ2) ≤ p − 1
pp′
1
λ1/(p−1)|D−E|p′ (µ2).
(generalised Log-Sobolev inequality) If λV > 0, then for everyprobability measures µ1 = ρ1LN , µ2 = ρ2LN ∈ Pac
p (Ω) with
ρ2 ∈W 1,∞(Ω) and inf ρ2 > 0 and ν ∈ E|D−E|, one has that
E(µ2|µ1) ≤ p − 1
pp′
1
λ1/(p−1)V
Ip′ (µ2|ν).
(p-HWI inequality) For every probability measures µ1 = ρ1LN ,µ2 = ρ2LN ∈ Pac
p (Ω) with ρ2 ∈W 1,∞(Ω) and inf ρ2 > 0, one has
E(µ2|µ1) + λV W pp (µ1, µ2) ≤ I1/p′
p′ (µ2|ν) Wp(µ1, µ2).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Corollary (Equivalence between global ET-, LS- and Log-Sobolevinequality)
Suppose that the functions F , V and W satisfy the hypotheses (F), (V)and (W). Further, suppose F ∈ C 2(0,∞) ∩ C [0,+∞) and letE : Pp(RN)→ (−∞,+∞] be the functional given by (21). Then, thefollowing statements hold.
(1) If for ν = ρ∞LN ∈ E|D−E|, there is some λ > 0 such that E satisfiesentropy transportation inequality
Wp(µ, ν) ≤ λ (E(µ|ν))1p for all µ ∈ D(E), (32)
then E satisfies the Lojasiewicz-Simon inequality
E(µ|µ∞)1− 1p ≤ λ |D−E|(µ) for all µ ∈ D(|D−E|), (33)
or equivalently, E satisfies the Log-Sobolev inequality
E(µ|µ∞)1− 1p ≤ λ
1
1− 1p Ip′ (µ|ν) for all µ ∈ D(|D−E|), (34)
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Corollary (Equivalence between global ET-, LS- and Log-Sobolevinequality)
(2) If for ν = ρ∞LN ∈ E|D−E|, there is some λ > 0 such that E satisfiesLog-Sobolev inequality (34), then E satisfies entropy transportationinequality
Wp(µ, ν) ≤ λp (E(µ|ν))1p for all µ ∈ D(E),
Corollary (Trend to equilibrium and exponential decay rates)
Suppose that the functions F , V and W satisfy the hypotheses (F),(V∗) with λV > 0 and (W). Further, suppose F ∈ C 2(0,∞) ∩ C [0,+∞)and let E : Pp(RN)→ (−∞,+∞] be the functional given byE = HF +HV +HW . Then, there is a unique minimiserν = ρ∞LN ∈ E|D−E| of E and for every initial value µ0 ∈ D(E), thep-gradient flow µ of E trends to ν in Pp(Ω) as t → +∞ and for all t ≥ 0,
Wp(µ(t), ν) ≤ (p−1)1/p′
λ1/pV
(E(µ(t)|ν))1p ≤ (p−1)1/p′
λ1/pV
(E(µ0|ν))1p e−
tp1p
p−1λ1
p−1V .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Corollary (Equivalence between global ET-, LS- and Log-Sobolevinequality)
(2) If for ν = ρ∞LN ∈ E|D−E|, there is some λ > 0 such that E satisfiesLog-Sobolev inequality (34), then E satisfies entropy transportationinequality
Wp(µ, ν) ≤ λp (E(µ|ν))1p for all µ ∈ D(E),
Corollary (Trend to equilibrium and exponential decay rates)
Suppose that the functions F , V and W satisfy the hypotheses (F),(V∗) with λV > 0 and (W). Further, suppose F ∈ C 2(0,∞) ∩ C [0,+∞)and let E : Pp(RN)→ (−∞,+∞] be the functional given byE = HF +HV +HW . Then, there is a unique minimiserν = ρ∞LN ∈ E|D−E| of E and for every initial value µ0 ∈ D(E), thep-gradient flow µ of E trends to ν in Pp(Ω) as t → +∞ and for all t ≥ 0,
Wp(µ(t), ν) ≤ (p−1)1/p′
λ1/pV
(E(µ(t)|ν))1p ≤ (p−1)1/p′
λ1/pV
(E(µ0|ν))1p e−
tp1p
p−1λ1
p−1V .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
REFERENCES
arXiv:1707.03129
Kurdyka-ojasiewicz-Simon inequality for gradient flows in metric spacesDaniel Hauer, Jose M. Mazon
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
REFERENCES
arXiv:1707.03129
Kurdyka-ojasiewicz-Simon inequality for gradient flows in metric spacesDaniel Hauer, Jose M. Mazon
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Let (X , d , ν) be a compact measure length space.
Let DC∞ be the set of all continuous convex functions U : [0,+∞)→ Rsatisfying U(0) = 0 and such that the function
λ 7→ ψ(λ) = eλ U(eλ) is convex on (−∞,+∞), U ′(∞) := limr→+∞
U(r)
r
Important prototype functions U ∈ DC∞ are given by
U∞(r) :=
r log r if r ∈ (0,+∞),
0 if r = 0,(35)
Um(r) =rm
m(m − 1)for every m > 1. (36)
For U ∈ DC∞, let the corresponding functional U : P(X )→ (−∞,+∞]be given by
U(µ) =
∫X
U(ρ) dν + U ′(∞)µs(X ) (37)
for every µ ∈ P(X ) with Lebesgue decomposition µ = ρ ν + µs withrespect to ν.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Let (X , d , ν) be a compact measure length space.
Let DC∞ be the set of all continuous convex functions U : [0,+∞)→ Rsatisfying U(0) = 0 and such that the function
λ 7→ ψ(λ) = eλ U(eλ) is convex on (−∞,+∞), U ′(∞) := limr→+∞
U(r)
r
Important prototype functions U ∈ DC∞ are given by
U∞(r) :=
r log r if r ∈ (0,+∞),
0 if r = 0,(35)
Um(r) =rm
m(m − 1)for every m > 1. (36)
For U ∈ DC∞, let the corresponding functional U : P(X )→ (−∞,+∞]be given by
U(µ) =
∫X
U(ρ) dν + U ′(∞)µs(X ) (37)
for every µ ∈ P(X ) with Lebesgue decomposition µ = ρ ν + µs withrespect to ν.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Let (X , d , ν) be a compact measure length space.
Let DC∞ be the set of all continuous convex functions U : [0,+∞)→ Rsatisfying U(0) = 0 and such that the function
λ 7→ ψ(λ) = eλ U(eλ) is convex on (−∞,+∞), U ′(∞) := limr→+∞
U(r)
r
Important prototype functions U ∈ DC∞ are given by
U∞(r) :=
r log r if r ∈ (0,+∞),
0 if r = 0,(35)
Um(r) =rm
m(m − 1)for every m > 1. (36)
For U ∈ DC∞, let the corresponding functional U : P(X )→ (−∞,+∞]be given by
U(µ) =
∫X
U(ρ) dν + U ′(∞)µs(X ) (37)
for every µ ∈ P(X ) with Lebesgue decomposition µ = ρ ν + µs withrespect to ν.J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Proposition (Existence of p-gradient flows in Pp,d(X ))
For every U ∈ DC∞, let U : Pp,d(X )→ (−∞,+∞] be the energyfunctional given by (37) with effective domainD(U) = µ ∈ Pp,d(X ) | U(µ) <∞.If U is λ-geodesically convex for some λ ∈ R, then for every µ0 ∈ D(U),there is a p-gradient flow µ : [0,+∞)→ Pp,d(X ) of U with initial valueµ(0+) = µ0.
The property that U is λ-geodesically convex on P2,d(X ) is provided bythe notion of Ricci-curvature of metric length spaces (X , d , ν) in thesense of Lott-Villani-Sturm
Let p : DC∞ → [0,+∞) be defined by
p(r) :=
rU ′+(r)− U(r) if r > 0,
0 if r = 0,
for every U ∈ DC∞, where U ′+(r) stand for the right derivative of U.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Proposition (Existence of p-gradient flows in Pp,d(X ))
For every U ∈ DC∞, let U : Pp,d(X )→ (−∞,+∞] be the energyfunctional given by (37) with effective domainD(U) = µ ∈ Pp,d(X ) | U(µ) <∞.If U is λ-geodesically convex for some λ ∈ R, then for every µ0 ∈ D(U),there is a p-gradient flow µ : [0,+∞)→ Pp,d(X ) of U with initial valueµ(0+) = µ0.
The property that U is λ-geodesically convex on P2,d(X ) is provided bythe notion of Ricci-curvature of metric length spaces (X , d , ν) in thesense of Lott-Villani-Sturm
Let p : DC∞ → [0,+∞) be defined by
p(r) :=
rU ′+(r)− U(r) if r > 0,
0 if r = 0,
for every U ∈ DC∞, where U ′+(r) stand for the right derivative of U.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Proposition (Existence of p-gradient flows in Pp,d(X ))
For every U ∈ DC∞, let U : Pp,d(X )→ (−∞,+∞] be the energyfunctional given by (37) with effective domainD(U) = µ ∈ Pp,d(X ) | U(µ) <∞.If U is λ-geodesically convex for some λ ∈ R, then for every µ0 ∈ D(U),there is a p-gradient flow µ : [0,+∞)→ Pp,d(X ) of U with initial valueµ(0+) = µ0.
The property that U is λ-geodesically convex on P2,d(X ) is provided bythe notion of Ricci-curvature of metric length spaces (X , d , ν) in thesense of Lott-Villani-Sturm
Let p : DC∞ → [0,+∞) be defined by
p(r) :=
rU ′+(r)− U(r) if r > 0,
0 if r = 0,
for every U ∈ DC∞, where U ′+(r) stand for the right derivative of U.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Further, for K ∈ R, let λK : DC∞ → [−∞,+∞) be given by
λK (U) := infr>0
K · p(r)
r∈ [−∞,+∞).
for every U ∈ DC∞.
Then for K ∈ R, a compact measure length space (X , d , ν) is said tohave (p,∞)-Ricci curvature bounded from below by K and we write(X , d , µ) is CDp(K ,∞) if for every two probability measures µ0,µ1 ∈ Pp,d(X ), there is a constant speed geodesic µ : [0, 1]→ Pp,d(X )with endpoints µ(0) = µ0 and µ(1) = µ1 such that for every U ∈ DC∞,the associated functional U given by (37) satisfies
U(µt) ≤ (1− t)U(µ0) + t U(µ1)− 1
2λK (U)t(1− t)Wp(µ0, µ1)2
for every t ∈ [0, 1].
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Further, for K ∈ R, let λK : DC∞ → [−∞,+∞) be given by
λK (U) := infr>0
K · p(r)
r∈ [−∞,+∞).
for every U ∈ DC∞.
Then for K ∈ R, a compact measure length space (X , d , ν) is said tohave (p,∞)-Ricci curvature bounded from below by K and we write(X , d , µ) is CDp(K ,∞) if for every two probability measures µ0,µ1 ∈ Pp,d(X ), there is a constant speed geodesic µ : [0, 1]→ Pp,d(X )with endpoints µ(0) = µ0 and µ(1) = µ1 such that for every U ∈ DC∞,the associated functional U given by (37) satisfies
U(µt) ≤ (1− t)U(µ0) + t U(µ1)− 1
2λK (U)t(1− t)Wp(µ0, µ1)2
for every t ∈ [0, 1].
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Theorem
If for K ∈ R, the compact measure length space (X , d , ν) is CDp(K ,∞)then for every U ∈ DC∞ with λ = λK (U) ∈ R, the energy functionalU : Pp,d(X )→ (−∞,+∞] given by (37) satisfies ET-inequality
λ2 W 2
p,d(µ, ν) ≤ U(µ|ν) for every µ ∈ Pp,d(X ), (38)
and p-HWI inequality
U(µ|ν) ≤Wp,d(µ, ν) p′√IUp′ (µ|ν)− λ
2 W 2p,d(µ, ν) (39)
for every µ = ρν ∈ D(U) ∩ Pacp,d(X ) with positive ρ ∈ Lip(X ). Moreover,
for U the Log-Sobolev inequality
U(µ|ν) ≤ 12λ
(IUp′ (µ|ν)
)2/p′(40)
holds for every µ = ρν ∈ D(U) ∩ Pacp,d(X ) with positive ρ ∈ Lip(X ), if
λ > 0.
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
For every µ = ρν ∈ D(U) ∩ Pacp,d(X ) with positive ρ ∈ Lip(X ),
IUp′ (µ|ν) :=
∫X
ρ (U ′′(ρ))p′ |D−ρ|p′ dν =
∫X
U ′′(ρ)p′ |D−ρ|p′ dµ (41)
denote the generalised relative Fischer information of µ = ρ ν ∈ Pacp,d(X )
with respect to ν and |D−ρ|(x) the descending slope of density functionρ with respect to the metric Wp,d .
Since for the integrand U∞ given by (35), one has that
λK (U∞) = K for every K ∈ R,
the Boltzmann H-functional (relative to ν)
H(·|ν) := U∞(·|ν) =
∫X
ρ log ρdν for every µ = ρν ∈ Pacp,d(X ),
(42)is K -geodesically convex on Pp,d(X ) provided the compact length space(X , d , ν) is CDp(K ,∞).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
For every µ = ρν ∈ D(U) ∩ Pacp,d(X ) with positive ρ ∈ Lip(X ),
IUp′ (µ|ν) :=
∫X
ρ (U ′′(ρ))p′ |D−ρ|p′ dν =
∫X
U ′′(ρ)p′ |D−ρ|p′ dµ (41)
denote the generalised relative Fischer information of µ = ρ ν ∈ Pacp,d(X )
with respect to ν and |D−ρ|(x) the descending slope of density functionρ with respect to the metric Wp,d .
Since for the integrand U∞ given by (35), one has that
λK (U∞) = K for every K ∈ R,
the Boltzmann H-functional (relative to ν)
H(·|ν) := U∞(·|ν) =
∫X
ρ log ρdν for every µ = ρν ∈ Pacp,d(X ),
(42)is K -geodesically convex on Pp,d(X ) provided the compact length space(X , d , ν) is CDp(K ,∞).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Corollary
If for K ∈ R, the compact measure length space (X , d , ν) is CDp(K ,∞), thenthe following statements hold.
(1) The energy H satisfies the entropy transportation inequality
K2W 2
p,d(µ, ν) ≤ H(µ|ν) for every µ ∈ Pp,d(X ). (43)
(2) The p-HWI-inequality
H(µ|ν) ≤Wp,d(µ, ν) p′√IHp′ (µ|ν)− K
2W 2
p,d(µ, ν)
holds for every µ = ρν ∈ D(H)∩Pacp,d(X ) with positive ρ ∈ Lip(X ), where
the relative Fisher information associated with H is given by
IHp′ (µ|ν) =
∫ρ>0
ρ
ρp′|D−ρ|p′ dν µ = ρν ∈ Pac
p,d(X )
(3) If K > 0, the p-logarithmic Sobolev inequality
H(µ|ν) ≤ 12K
(IHp′ (µ|ν)
)2/p′
holds for every µ = ρν ∈ D(H) ∩ Pacp,d(X ) with positive ρ ∈ Lip(X ).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Corollary (Decay rates and finite time of extinction)
Suppose for K > 0, the compact measure length space (X , d , ν) isCDp(K ,∞) and U ∈ DC∞ with λK (U) > 0. Then, for every µ0 ∈ D(U),the p-gradient flow µ : [0,+∞)→ Pp,d(X ) of U with initial valueµ(0+) = µ0 trends to the unique equilibrium µ∞ = U(1) ν of U and forevery t ≥ 0,
Wp,d(µ(t), µ∞) ≤
1√K
√U(µ(t)|µ∞) = O(t−
p−12−p ) if 1 < p < 2,
2√K
√U(µ(t)|µ∞) ≤ 2√
K
√U(µ(0)|ν) e−t K if p = 2,
c (t − t)p−1p−2 for 0 ≤ t ≤ t if 2 < p,
where
c :=[K 2(p′−1) p−2
p−1
] p−1p−2
and t = 1
21−2p−1
(1
2K
) 1p−1 p−1
p−2 (H(µ0|ν))p−2p−1 .
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
corolario tapao
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Definition
Let (X , d) be a metric space. Then, for U ∈ DC∞ and K > 0, aprobability measure ν on X is said to satisfy a (generalised) p-logarithmicSobolev inequality with constant K > 0 and write ν satisfies LSI pU(K ) iffor the relative entropy U(·|ν) the p-logarithmic Sobolev inequality
U(µ|ν) ≤ 12K
(IUp′ (µ|ν)
)2/p′
holds for every µ = ρν ∈ D(U) ∩ Pacp,d(X ) with positive ρ ∈ Lip(X ).
Further, a probability measure ν is said to satisfy a (generalised)Talagrand entropy transportation inequality in Pp,d(X ) with constant Kand write ν satisfies T p
U(K ) if the relative entropy U(·|ν) satisfiesentropy-transportation inequality
K2 W 2
p,d(µ, ν) ≤ U(µ|ν) for every µ ∈ Pp,d(X ),
If p = 2 and U = U∞, we write LSI (K ) = LSI 2U∞
(K ) and
T (K ) = T 2U∞
(K ).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Definition
Let (X , d) be a metric space. Then, for U ∈ DC∞ and K > 0, aprobability measure ν on X is said to satisfy a (generalised) p-logarithmicSobolev inequality with constant K > 0 and write ν satisfies LSI pU(K ) iffor the relative entropy U(·|ν) the p-logarithmic Sobolev inequality
U(µ|ν) ≤ 12K
(IUp′ (µ|ν)
)2/p′
holds for every µ = ρν ∈ D(U) ∩ Pacp,d(X ) with positive ρ ∈ Lip(X ).
Further, a probability measure ν is said to satisfy a (generalised)Talagrand entropy transportation inequality in Pp,d(X ) with constant Kand write ν satisfies T p
U(K ) if the relative entropy U(·|ν) satisfiesentropy-transportation inequality
K2 W 2
p,d(µ, ν) ≤ U(µ|ν) for every µ ∈ Pp,d(X ),
If p = 2 and U = U∞, we write LSI (K ) = LSI 2U∞
(K ) and
T (K ) = T 2U∞
(K ).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Theorem (Equivalence between LSI pU(K ) and T pU(K ))
Suppose, the measure length space (X , d , ν) is CDp(K ,∞) for K ≥ 0and for U ∈ DC∞, there is a set D ⊆ D(U) ∩ Pac
p,d(X ) with the propertyfor every µ0 = ρ0 ν ∈ D and every p-gradient flow µ
of U with initial value µ(0+) = µ0 satisfies
µ(t) ∈ D for every t ≥ 0.
(44)
such that the descending slope |D−U| and the generalised Fisherinformation IUp′ satisfy the “equality”
|D−U|p′ (µ) = IUp′(µ|ν) for every µ ∈ D. (45)
Then the following hold.
(1) If ν satisfies LSI pU(K ) for some K > 0, then ν satisfies TPU (K ).
(2) If ν satisfies T pU(K ) for some K > 0, then ν LSI pU(K/8).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces
Gradient flows in spaces of probability measures.
Corollary
Suppose the measure length space (X , d , ν) is CD(K ,∞) for a K ≥ 0.Then the following hold.
(i) If ν satisfies LSI (K ) for some K > 0, then ν satisfies T (K ).
(ii) If ν satisfies T (K ) for some K > 0, then ν LSI (K/8).
J.M. Mazon joint works with Daniel Hauer (Sydney University) K LS-inequality for gradient flows in metric spaces