论文标题
Wasserstein最陡峭的下降与Riesz内核的差异
Wasserstein Steepest Descent Flows of Discrepancies with Riesz Kernels
论文作者
论文摘要
本文的目的是双重的。基于几何瓦斯恒星切线空间,我们首先引入了瓦斯汀最陡的下降流。这些是瓦斯恒星空间中局部绝对连续的曲线,其切线向量指向给定功能的最陡下降方向。这允许使用Euler Forward计划,而不是Jordan(Kinderlehrer) - 奥特计划。对于$λ$ -Convex功能,我们表明Wasserstein最陡的下降流是Wasserstein梯度流的等效表征。第二个目的是研究有关某些Riesz内核的最大平均差异的Wasserstein流。至关重要的部分是相互作用能量的处理。尽管它不是沿通用的大地管学上的$λ$ convex,但我们为瓦斯恒星最陡峭的相互作用能量的分析表达式从DIRAC测量中开始。与光滑的内核相反,粒子可能会爆炸,即,狄拉克度量变成非迪拉克。最陡峭的下降流量的计算等于与外部田间的平衡度量相当,这很好地将相互作用能量的瓦斯汀流与潜在理论联系起来。最后,我们提供了Wasserstein最陡峭的差异下降流量的数值模拟。
The aim of this paper is twofold. Based on the geometric Wasserstein tangent space, we first introduce Wasserstein steepest descent flows. These are locally absolutely continuous curves in the Wasserstein space whose tangent vectors point into a steepest descent direction of a given functional. This allows the use of Euler forward schemes instead of Jordan--Kinderlehrer--Otto schemes. For $λ$-convex functionals, we show that Wasserstein steepest descent flows are an equivalent characterization of Wasserstein gradient flows. The second aim is to study Wasserstein flows of the maximum mean discrepancy with respect to certain Riesz kernels. The crucial part is hereby the treatment of the interaction energy. Although it is not $λ$-convex along generalized geodesics, we give analytic expressions for Wasserstein steepest descent flows of the interaction energy starting at Dirac measures. In contrast to smooth kernels, the particle may explode, i.e., a Dirac measure becomes a non-Dirac one. The computation of steepest descent flows amounts to finding equilibrium measures with external fields, which nicely links Wasserstein flows of interaction energies with potential theory. Finally, we provide numerical simulations of Wasserstein steepest descent flows of discrepancies.