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Long-time behaviour of gradient flows in metric spaces Riccarda - - PowerPoint PPT Presentation

Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More.. Long-time behaviour of gradient flows in metric spaces Riccarda Rossi (University of Brescia) in collaboration with


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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Long-time behaviour of gradient flows in metric spaces

Riccarda Rossi (University of Brescia)

in collaboration with Giuseppe Savar´ e (University of Pavia), Antonio Segatti (WIAS, Berlin), Ulisse Stefanelli (IMATI–CNR, Pavia) WIAS – Berlin January 31, 2007

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Outline

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Outline

◮ Motivation for studying gradient flows in metric spaces

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Outline

◮ Motivation for studying gradient flows in metric spaces ◮ The metric formulation of a gradient flow the notion of curves

  • f maximal slope

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Outline

◮ Motivation for studying gradient flows in metric spaces ◮ The metric formulation of a gradient flow the notion of curves

  • f maximal slope

◮ Existence & uniqueness results

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Outline

◮ Motivation for studying gradient flows in metric spaces ◮ The metric formulation of a gradient flow the notion of curves

  • f maximal slope

◮ Existence & uniqueness results ◮ Long-time behaviour results

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Outline

◮ Motivation for studying gradient flows in metric spaces ◮ The metric formulation of a gradient flow the notion of curves

  • f maximal slope

◮ Existence & uniqueness results ◮ Long-time behaviour results ◮ Applications in Banach spaces

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Outline

◮ Motivation for studying gradient flows in metric spaces ◮ The metric formulation of a gradient flow the notion of curves

  • f maximal slope

◮ Existence & uniqueness results ◮ Long-time behaviour results ◮ Applications in Banach spaces ◮ Applications in Wasserstein spaces

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Outline

◮ Motivation for studying gradient flows in metric spaces ◮ The metric formulation of a gradient flow the notion of curves

  • f maximal slope

◮ Existence & uniqueness results ◮ Long-time behaviour results ◮ Applications in Banach spaces ◮ Applications in Wasserstein spaces ◮ A more general abstract result....

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Evolution PDEs of diffusive type and the Wasserstein distance

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Evolution PDEs of diffusive type and the Wasserstein distance

∂tρ − div

  • ρ∇(δL

δρ )

  • = 0

(x, t) ∈ Rn × (0, +∞),

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Evolution PDEs of diffusive type and the Wasserstein distance

∂tρ − div

  • ρ∇(δL

δρ )

  • = 0

(x, t) ∈ Rn × (0, +∞), L(ρ) :=

  • Rn L(x, ρ(x), ∇ρ(x)) dx

(Integral functional)

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Evolution PDEs of diffusive type and the Wasserstein distance

∂tρ − div

  • ρ∇(δL

δρ )

  • = 0

(x, t) ∈ Rn × (0, +∞), L(ρ) :=

  • Rn L(x, ρ(x), ∇ρ(x)) dx

(Integral functional)

L = L(x, ρ, ∇ρ) : Rn × (0, +∞) × Rn → R

(Lagrangian)

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Evolution PDEs of diffusive type and the Wasserstein distance

∂tρ − div

  • ρ∇(δL

δρ )

  • = 0

(x, t) ∈ Rn × (0, +∞), L(ρ) :=

  • Rn L(x, ρ(x), ∇ρ(x)) dx

(Integral functional)

δL δρ = ∂ρL(x, ρ, ∇ρ) − div(∂∇ρL(x, ρ, ∇ρ))

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Evolution PDEs of diffusive type and the Wasserstein distance

       ∂tρ − div

  • ρ∇( δL

δρ )

  • = 0

(x, t) ∈ Rn × (0, +∞), ρ(x, t) ≥ 0,

  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|2ρ(x, t) dx < +∞

∀ t ≥ 0, L(ρ) :=

  • Rn L(x, ρ(x), ∇ρ(x)) dx

(Integral functional)

δL δρ = ∂ρL(x, ρ, ∇ρ) − div(∂∇ρL(x, ρ, ∇ρ))

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Evolution PDEs of diffusive type and the Wasserstein distance

       ∂tρ − div

  • ρ∇( δL

δρ )

  • = 0

(x, t) ∈ Rn × (0, +∞), ρ(x, t) ≥ 0,

  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|2ρ(x, t) dx < +∞

∀ t ≥ 0, For t fixed, identify ρ(·, t) with the probability measure µt := ρ(·, t)dx

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Evolution PDEs of diffusive type and the Wasserstein distance

       ∂tρ − div

  • ρ∇( δL

δρ )

  • = 0

(x, t) ∈ Rn × (0, +∞), ρ(x, t) ≥ 0,

  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|2ρ(x, t) dx < +∞

∀ t ≥ 0, For t fixed, identify ρ(·, t) with the probability measure µt := ρ(·, t)dx then L can be considered as defined on P2(Rn) (the space of probability measures on Rn with finite second moment)

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Evolution PDEs of diffusive type and the Wasserstein distance

       ∂tρ − div

  • ρ∇( δL

δρ )

  • = 0

(x, t) ∈ Rn × (0, +∞), ρ(x, t) ≥ 0,

  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|2ρ(x, t) dx < +∞

∀ t ≥ 0, Otto, Jordan & Kinderlehrer and Otto [’97–’01] showed that this PDE can be interpreted as

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Evolution PDEs of diffusive type and the Wasserstein distance

       ∂tρ − div

  • ρ∇( δL

δρ )

  • = 0

(x, t) ∈ Rn × (0, +∞), ρ(x, t) ≥ 0,

  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|2ρ(x, t) dx < +∞

∀ t ≥ 0, Otto, Jordan & Kinderlehrer and Otto [’97–’01] showed that this PDE can be interpreted as the gradient flow of L in P2(Rn) w.r.t. the Wasserstein distance W2 on P2(Rn)

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

Ex.1: The potential energy functional

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

Ex.1: The potential energy functional L1(ρ) :=

  • Rn V (x)ρ(x) dx

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

Ex.1: The potential energy functional L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.2: The entropy functional

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.2: The entropy functional L2(ρ) :=

  • Rn ρ(x) log(ρ(x)) dx

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.2: The entropy functional L2(ρ) :=

  • Rn ρ(x) log(ρ(x)) dx,
  • L2(x, ρ, ∇ρ) = ρ log(ρ),

δL2 δρ = ∂ρL2(ρ) = log(ρ) + 1,

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.2: The entropy functional L2(ρ) :=

  • Rn ρ(x) log(ρ(x)) dx,
  • L2(x, ρ, ∇ρ) = ρ log(ρ),

δL2 δρ = ∂ρL2(ρ) = log(ρ) + 1,

∂tρ − div(ρ∇(log(ρ) + 1)) = 0

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 The entropy functional The heat equation L2(ρ) :=

  • Rn ρ(x) log(ρ(x)) dx,
  • L2(x, ρ, ∇ρ) = ρ log(ρ),

δL2 δρ = ∂ρL2(ρ) = log(ρ) + 1,

∂tρ − ∆ρ = 0

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.3: The internal energy functional

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.3: The internal energy functional L3(ρ) :=

  • Rn

1 m − 1ρm(x) dx, m = 1

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.3: The internal energy functional L3(ρ) :=

  • Rn

1 m − 1ρm(x) dx,

  • L3(x, ρ, ∇ρ) =

1 m−1ρm, δL3 δρ = ∂ρL3(ρ) = m m−1ρm−1,

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.3: The internal energy functional L3(ρ) :=

  • Rn

1 m − 1ρm(x) dx,

  • L3(x, ρ, ∇ρ) =

1 m−1ρm, δL3 δρ = ∂ρL3(ρ) = m m−1ρm−1,

∂tρ − div(ρ∇ρm ρ ) = 0

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 The internal energy functional The porous media equation L3(ρ) :=

  • Rn

1 m − 1ρm(x) dx,

  • L3(x, ρ, ∇ρ) =

1 m−1ρm, δL3 δρ = ∂ρL3(ρ) = m m−1ρm−1,

∂tρ − ∆ρm = 0

Otto ’01

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.4: The (Entropy+ Potential) energy functional

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.4: The (Entropy+ Potential) energy functional L4(ρ) :=

  • Rn (ρ(x) log(ρ(x)) + ρ(x)V (x)) dx,

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.4: The (Entropy+ Potential) energy functional L4(ρ) :=

  • Rn(ρ log(ρ)+ρV ),
  • L4(x, ρ, ∇ρ) = ρ log(ρ) + ρV (x),

δL4 δρ = ∂ρL4(x, ρ) = log(ρ) + 1 + V (x),

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Ex.4: The (Entropy+ Potential) energy functional L4(ρ) :=

  • Rn(ρ log(ρ)+ρV ),
  • L4(x, ρ, ∇ρ) = ρ log(ρ) + ρV (x),

δL4 δρ = ∂ρL4(x, ρ) = log(ρ) + 1 + V (x),

∂tρ − div(ρ∇(log(ρ) + 1 + V )) = 0

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Examples

The potential energy functional The linear transport equation L1(ρ) :=

  • Rn V (x)ρ(x) dx,
  • L1(x, ρ, ∇ρ) = L1(x, ρ) = ρV (x),

δL1 δρ = ∂ρL1(x, ρ) = V (x),

∂tρ − div(ρ∇V ) = 0 Entropy+Potential The Fokker-Planck equation L4(ρ) :=

  • Rn(ρ log(ρ)+ρV ),
  • L4(x, ρ, ∇ρ) = ρ log(ρ) + ρV (x),

δL4 δρ = ∂ρL4(x, ρ) = log(ρ) + 1 + V (x),

∂tρ − ∆ρ − div(ρ∇V ) = 0

Jordan-Kinderlehrer-Otto ’97

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Fourth order examples

Ex.5: The Dirichlet integral

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Fourth order examples

Ex.5: The Dirichlet integral L5(ρ) := 1 2

  • Rn |∇ρ(x)|2 dx

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Fourth order examples

Ex.5: The Dirichlet integral L5(ρ) := 1 2

  • Rn |∇ρ(x)|2 dx,
  • L5(x, ρ, ∇ρ) = L5(ρ) = 1

2|∇ρ|2, δL5 δρ = −∆ρ,

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Fourth order examples

The Dirichlet integral The thin film equation L5(ρ) := 1 2

  • Rn |∇ρ(x)|2 dx,
  • L5(x, ρ, ∇ρ) = L5(ρ) = 1

2|∇ρ|2, δL5 δρ = −∆ρ,

∂tρ + div(ρ∇∆ρ) = 0

Otto ’98

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Fourth order examples

The Dirichlet integral The thin film equation L5(ρ) := 1 2

  • Rn |∇ρ(x)|2 dx,
  • L5(x, ρ, ∇ρ) = L5(ρ) = 1

2|∇ρ|2, δL5 δρ = −∆ρ,

∂tρ + (ρ∇∆ρ) = 0

Otto ’98

Ex.6: The Fisher information

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Fourth order examples

The Dirichlet integral The thin film equation L5(ρ) := 1 2

  • Rn |∇ρ(x)|2 dx,
  • L5(x, ρ, ∇ρ) = L5(ρ) = 1

2|∇ρ|2, δL5 δρ = −∆ρ,

∂tρ + (ρ∇∆ρ) = 0

Otto ’98

Ex.6: The Fisher information L6(ρ) := 1 2

  • Rn

|∇ρ(x)|2 ρ(x) dx = 1 2

  • Rn |∇ log(ρ(x))|2 ρ(x) dx

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Fourth order examples

The Dirichlet integral The thin film equation L5(ρ) := 1 2

  • Rn |∇ρ(x)|2 dx,
  • L5(x, ρ, ∇ρ) = L5(ρ) = 1

2|∇ρ|2, δL5 δρ = −∆ρ,

∂tρ + (ρ∇∆ρ) = 0

Otto ’98

Ex.6: The Fisher information L6(ρ) := 1 2

  • |∇ log(ρ)|2ρ
  • L6(x, ρ, ∇ρ) = |∇ log(ρ)|2 ρ,

δL6 δρ = −2 ∆√ρ √ρ

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Fourth order examples

The Dirichlet integral The thin film equation L5(ρ) := 1 2

  • Rn |∇ρ(x)|2 dx,
  • L5(x, ρ, ∇ρ) = L5(ρ) = 1

2|∇ρ|2, δL5 δρ = −∆ρ,

∂tρ + (ρ∇∆ρ) = 0

Otto ’98

Ex.6: The Fisher information L6(ρ) := 1 2

  • |∇ log(ρ)|2ρ
  • L6(x, ρ, ∇ρ) = |∇ log(ρ)|2 ρ,

δL6 δρ = −2 ∆√ρ √ρ

∂tρ + 2div

  • ρ∇

∆√ρ √ρ

  • = 0

Gianazza-Savar´ e-Toscani 2006

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Fourth order examples

The Dirichlet integral The thin film equation L5(ρ) := 1 2

  • Rn |∇ρ(x)|2 dx,
  • L5(x, ρ, ∇ρ) = L5(ρ) = 1

2|∇ρ|2, δL5 δρ = −∆ρ,

∂tρ + (ρ∇∆ρ) = 0

Otto ’98

The Fisher information Quantum drift diffusion equation L6(ρ) := 1 2

  • |∇ log(ρ)|2ρ
  • L6(x, ρ, ∇ρ) = |∇ log(ρ)|2 ρ,

δL6 δρ = −2 ∆√ρ √ρ

∂tρ + 2div

  • ρ∇

∆√ρ √ρ

  • = 0

Gianazza-Savar´ e-Toscani 2006

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New insight

  • This gradient flow approach has brought several developments in:

◮ approximation algorithms ◮ asymptotic behaviour of solutions (new contraction and energy

estimates) ([Otto’01]: the porous medium equation)

◮ applications to functional inequalities (Logarithmic Sobolev

inequalities ↔ trends to equilibrium a class of diffusive PDEs) ..... [Agueh, Brenier, Carlen, Carrillo, Dolbeault, Gangbo,

Ghoussoub, McCann, Otto, Vazquez, Villani..]

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Wasserstein spaces

◮ the space of Borel probability measures on Rn with finite second

moment P2(Rn) =

  • µ probability measures on Rn :
  • Rn |x|2 dµ(x) < +∞
  • Riccarda Rossi

Long-time behaviour of gradient flows in metric spaces

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Wasserstein spaces

◮ the space of Borel probability measures on Rn with finite second

moment P2(Rn) =

  • µ probability measures on Rn :
  • Rn |x|2 dµ(x) < +∞
  • ◮ Given µ1, µ2 ∈ P2(Rn), a transport plan between µ1 and µ2 is a

measure µ ∈ P2(Rn × Rn) with marginals µ1 and µ2, i.e. π1♯µ = µ1, π2♯µ = µ2 Γ(µ1, µ2) is the set of all transport plans between µ1 and µ2.

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Wasserstein spaces

◮ the space of Borel probability measures on Rn with finite second

moment P2(Rn) =

  • µ probability measures on Rn :
  • Rn |x|2 dµ(x) < +∞
  • ◮ Given µ1, µ2 ∈ P2(Rn), a transport plan between µ1 and µ2 is a

measure µ ∈ P2(Rn × Rn) with marginals µ1 and µ2, i.e. π1♯µ = µ1, π2♯µ = µ2 Γ(µ1, µ2) is the set of all transport plans between µ1 and µ2.

◮ The (squared) Wasserstein distance between µ1 and µ2 is

W 2

2 (µ1, µ2) := min

  • Rn×Rn |x − y|2 dµ(x, y) : µ ∈ Γ(µ1, µ2)
  • .

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Wasserstein spaces

Given p ≥ 1

◮ the space of Borel probability measures on Rn with finite

pth-moment Pp(Rn) =

  • µ probability measures on Rn :
  • Rn |x|p dµ(x) < +∞
  • ◮ Given µ1, µ2 ∈ Pp(Rn), a transport plan between µ1 and µ2 is a

measure µ ∈ Pp(Rn × Rn) with marginals µ1 and µ2, i.e. π1♯µ = µ1, π2♯µ = µ2 Γ(µ1, µ2) is the set of all transport plans between µ1 and µ2.

◮ The (pth-power of the) p-Wasserstein distance between µ1 and µ2

is W p

p (µ1, µ2) := min

  • Rn×Rn |x − y|p dµ(x, y) : µ ∈ Γ(µ1, µ2)
  • .

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Wasserstein spaces

Given p ≥ 1

◮ the space of Borel probability measures on Rn with finite

pth-moment Pp(Rn) =

  • µ probability measures on Rn :
  • Rn |x|p dµ(x) < +∞
  • ◮ Given µ1, µ2 ∈ Pp(Rn), a transport plan between µ1 and µ2 is a

measure µ ∈ Pp(Rn × Rn) with marginals µ1 and µ2, i.e. π1♯µ = µ1, π2♯µ = µ2 Γ(µ1, µ2) is the set of all transport plans between µ1 and µ2.

◮ The (pth-power of the) p-Wasserstein distance between µ1 and µ2

is W p

p (µ1, µ2) := min

  • Rn×Rn |x − y|p dµ(x, y) : µ ∈ Γ(µ1, µ2)
  • .

◮ the Wasserstein distance is tightly related with the

Monge-Kantorovich optimal mass transportation problem.

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Towards metric spaces

◮ the metric space (Pp(Rn), Wp) is not a Riemannian manifold.

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Towards metric spaces

◮ the metric space (Pp(Rn), Wp) is not a Riemannian manifold.

(In [Jordan-Kinderlehrer-Otto ’97] Fokker-Planck equation interpreted as a gradient flow by switching to the steepest descent, discrete time formulation)....

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Towards metric spaces

◮ the metric space (Pp(Rn), Wp) is not a Riemannian manifold.

(In [Jordan-Kinderlehrer-Otto ’97] Fokker-Planck equation interpreted as a gradient flow by switching to the steepest descent, discrete time formulation)....

◮ However, Otto develops formal Riemannian calculus in

Wasserstein spaces to provide heuristical proofs of qualitative properties (eg., asymptotic behaviour) of Wasserstein gradient flows

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Towards metric spaces

◮ the metric space (Pp(Rn), Wp) is not a Riemannian manifold.

(In [Jordan-Kinderlehrer-Otto ’97] Fokker-Planck equation interpreted as a gradient flow by switching to the steepest descent, discrete time formulation)....

◮ However, Otto develops formal Riemannian calculus in

Wasserstein spaces to provide heuristical proofs of qualitative properties (eg., asymptotic behaviour) of Wasserstein gradient flows

◮ rigorous proofs through technical arguments, based on the

“classical” theory and regularization procedures, and depending on the specific case..

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Towards metric spaces

◮ the metric space (Pp(Rn), Wp) is not a Riemannian manifold.

(In [Jordan-Kinderlehrer-Otto ’97] Fokker-Planck equation interpreted as a gradient flow by switching to the steepest descent, discrete time formulation)....

◮ However, Otto develops formal Riemannian calculus in

Wasserstein spaces to provide heuristical proofs of qualitative properties (eg., asymptotic behaviour) of Wasserstein gradient flows

◮ rigorous proofs through technical arguments, based on the

“classical” theory and regularization procedures, and depending on the specific case.. Metric spaces are a suitable framework for rigorously interpreting diffusion PDE as gradient flows in the Wasserstein spaces in the full generality.

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces

In [Gradient flows in metric and in the Wasserstein spaces

Ambrosio, Gigli, Savar´ e ’05]:

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces

In [Gradient flows in metric and in the Wasserstein spaces

Ambrosio, Gigli, Savar´ e ’05]:

  • refined existence, approximation, uniqueness, long-time behaviour

results for general Gradient Flows in Metric Spaces

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces

In [Gradient flows in metric and in the Wasserstein spaces

Ambrosio, Gigli, Savar´ e ’05]:

  • refined existence, approximation, uniqueness, long-time behaviour

results for general Gradient Flows in Metric Spaces Approach based on the theory of Minimizing Movements & Curves of Maximal Slope [De Giorgi, Marino, Tosques, Degiovanni, Ambro-

sio.. ’80∼’90]

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces

In [Gradient flows in metric and in the Wasserstein spaces

Ambrosio, Gigli, Savar´ e ’05]:

  • refined existence, approximation, uniqueness, long-time behaviour

results for general Gradient Flows in Metric Spaces

  • The applications of these results to gradient flows in Wasserstein spaces

are made rigorous through development of a “differential/metric calcu- lus” in Wasserstein spaces:

◮ notion of tangent space and of (sub)differential of a functional on

Pp(Rn)

◮ calculus rules ◮ link between the weak formulation of evolution PDEs and their

formulation as a gradient flow in Pp(Rn)

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces

In [Gradient flows in metric and in the Wasserstein spaces

Ambrosio, Gigli, Savar´ e ’05]:

  • refined existence, approximation, uniqueness, long-time behaviour

results for general Gradient Flows in Metric Spaces

  • In [R., Savar´

e, Segatti, Stefanelli’06]: complement the Ambro-

sio, Gigli, Savar´ e’s results on the long-time behaviour of Curves of Maximal Slope

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Data:

◮ A complete metric space (X, d), ◮ a proper functional φ : X → (−∞, +∞]

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Data:

◮ A complete metric space (X, d), ◮ a proper functional φ : X → (−∞, +∞]

Problem:

How to formulate the gradient flow equation “u′(t) = −∇φ(u(t))”, t ∈ (0, T)

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Data:

◮ A complete metric space (X, d), ◮ a proper functional φ : X → (−∞, +∞]

Problem:

How to formulate the gradient flow equation “u′(t) = −∇φ(u(t))”, t ∈ (0, T) in absence of a natural linear or differentiable structure on X?

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Data:

◮ A complete metric space (X, d), ◮ a proper functional φ : X → (−∞, +∞]

Problem:

How to formulate the gradient flow equation “u′(t) = −∇φ(u(t))”, t ∈ (0, T) in absence of a natural linear or differentiable structure on X? To get some insight, let us go back to the euclidean case...

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Given a proper (differentiable) function φ : Rn → (−∞, +∞]

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Given a proper (differentiable) function φ : Rn → (−∞, +∞] u′(t) = −∇φ(u(t))

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Given a proper (differentiable) function φ : Rn → (−∞, +∞] u′(t) = −∇φ(u(t)) ⇔ |u′(t) + ∇φ(u(t))|2 = 0

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Given a proper (differentiable) function φ : Rn → (−∞, +∞] u′(t) = −∇φ(u(t)) ⇔ |u′(t) + ∇φ(u(t))|2 = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2u′(t), ∇φ(u(t)) = 0

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Given a proper (differentiable) function φ : Rn → (−∞, +∞] u′(t) = −∇φ(u(t)) ⇔ |u′(t) + ∇φ(u(t))|2 = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2u′(t), ∇φ(u(t)) = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2 d dt φ(u(t)) = 0

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Given a proper (differentiable) function φ : Rn → (−∞, +∞] u′(t) = −∇φ(u(t)) ⇔ |u′(t) + ∇φ(u(t))|2 = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2u′(t), ∇φ(u(t)) = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2 d dt φ(u(t)) = 0 So we get the equivalent formulation:

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Given a proper (differentiable) function φ : Rn → (−∞, +∞] u′(t) = −∇φ(u(t)) ⇔ |u′(t) + ∇φ(u(t))|2 = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2u′(t), ∇φ(u(t)) = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2 d dt φ(u(t)) = 0 So we get the equivalent formulation: d dt φ(u(t)) = −1 2|u′(t)|2 − 1 2|∇φ(u(t))|2 This involves

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Given a proper (differentiable) function φ : Rn → (−∞, +∞] u′(t) = −∇φ(u(t)) ⇔ |u′(t) + ∇φ(u(t))|2 = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2u′(t), ∇φ(u(t)) = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2 d dt φ(u(t)) = 0 So we get the equivalent formulation: d dt φ(u(t)) = −1 2|u′(t)|2 − 1 2|∇φ(u(t))|2 This involves the modulus of derivatives, rather than derivatives,

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Given a proper (differentiable) function φ : Rn → (−∞, +∞] u′(t) = −∇φ(u(t)) ⇔ |u′(t) + ∇φ(u(t))|2 = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2u′(t), ∇φ(u(t)) = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2 d dt φ(u(t)) = 0 So we get the equivalent formulation: d dt φ(u(t)) = −1 2|u′(t)|2 − 1 2|∇φ(u(t))|2 This involves the modulus of derivatives, rather than derivatives, hence it can make sense in the setting of a metric space!

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Gradient flows in metric spaces: heuristics

Given a proper (differentiable) function φ : Rn → (−∞, +∞] u′(t) = −∇φ(u(t)) ⇔ |u′(t) + ∇φ(u(t))|2 = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2u′(t), ∇φ(u(t)) = 0 ⇔ |u′(t)|2 + |∇φ(u(t))|2 + 2 d dt φ(u(t)) = 0 So we get the equivalent formulation: d dt φ(u(t)) = −1 2|u′(t)|2 − 1 2|∇φ(u(t))|2 This involves the modulus of derivatives, rather than derivatives, hence it can make sense in the setting of a metric space! We introduce suitable “surrogates” of (the modulus of) derivatives.

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Metric derivatives

  • Setting: A complete metric space (X, d)

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Metric derivatives

  • Setting: A complete metric space (X, d)

Metric derivative & geodesics

Given an absolutely continuous curve u : (0, T) → X (u ∈ AC(0, T; X)), its metric derivative is defined by |u′|(t) := lim

h→0

d(u(t), u(t + h)) |h| for a.e. t ∈ (0, T), (u′(t) |u′|(t)),

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Metric derivatives

  • Setting: A complete metric space (X, d)

Metric derivative & geodesics

Given an absolutely continuous curve u : (0, T) → X (u ∈ AC(0, T; X)), its metric derivative is defined by |u′|(t) := lim

h→0

d(u(t), u(t + h)) |h| for a.e. t ∈ (0, T), (u′(t) |u′|(t)), and satisfies d(u(s), u(t)) ≤ t

s

|u′|(r) dr ∀ 0 ≤ s ≤ t ≤ T.

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Metric derivatives

  • Setting: A complete metric space (X, d)

Metric derivative & geodesics

Given an absolutely continuous curve u : (0, T) → X (u ∈ AC(0, T; X)), its metric derivative is defined by |u′|(t) := lim

h→0

d(u(t), u(t + h)) |h| for a.e. t ∈ (0, T), (u′(t) |u′|(t)), and satisfies d(u(s), u(t)) ≤ t

s

|u′|(r) dr ∀ 0 ≤ s ≤ t ≤ T. A curve u is a (constant speed) geodesic if d(u(s), u(t)) = |t − s||u′| ∀ s, t ∈ [0, 1].

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Slopes

  • Setting: A complete metric space (X, d)

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Slopes

  • Setting: A complete metric space (X, d)

Local slope

Given a proper functional φ : X → (−∞, +∞] and u ∈ D(φ), the local slope of φ at u is |∂φ| (u) := lim sup

v→u

(φ(u) − φ(v))+ d(u, v) u ∈ D(φ)

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Slopes

  • Setting: A complete metric space (X, d)

Local slope

Given a proper functional φ : X → (−∞, +∞] and u ∈ D(φ), the local slope of φ at u is |∂φ| (u) := lim sup

v→u

(φ(u) − φ(v))+ d(u, v) u ∈ D(φ) ( − ∇φ(u) |∂φ| (u)).

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Slopes

  • Setting: A complete metric space (X, d)

Local slope

Given a proper functional φ : X → (−∞, +∞] and u ∈ D(φ), the local slope of φ at u is |∂φ| (u) := lim sup

v→u

(φ(u) − φ(v))+ d(u, v) u ∈ D(φ) ( − ∇φ(u) |∂φ| (u)).

To fix ideas

Suppose that X is a Banach space B, and φ : B → (−∞, +∞] is l.s.c. and convex (or a C1-perturbation of a convex functional), with subdifferential (in the sense of Convex Analysis) ∂φ. Then |∂φ| (u) = min {ξB′ : ξ ∈ ∂φ(u)} ∀ u ∈ D(φ).

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Slopes

  • Setting: A complete metric space (X, d)

Local slope

Given a proper functional φ : X → (−∞, +∞] and u ∈ D(φ), the local slope of φ at u is |∂φ| (u) := lim sup

v→u

(φ(u) − φ(v))+ d(u, v) u ∈ D(φ) ( − ∇φ(u) |∂φ| (u)).

Definition: chain rule

The local slope satisfies the chain rule if for any absolutely continuous curve v : (0, T) → D(φ) the map t → (φ◦)v(t) is absolutely continuous and satisfies d dt φ(v(t)) ≥ −|v ′|(t) |∂φ| (v(t)) for a.e. t ∈ (0, T).

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Definition of Curve of Maximal Slope (w.r.t. the local slope)

(2-)Curve of Maximal Slope

We say that an absolutely continuous curve u : (0, T) → X is a (2-)curve of maximal slope for φ (w.r.t. the local slope) if

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Definition of Curve of Maximal Slope (w.r.t. the local slope)

(2-)Curve of Maximal Slope

We say that an absolutely continuous curve u : (0, T) → X is a (2-)curve of maximal slope for φ (w.r.t. the local slope) if d dt φ(u(t)) = −1 2|u′|2(t) − 1 2|∂φ|2(u(t)) a.e. in (0, T).

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Definition of Curve of Maximal Slope (w.r.t. the local slope)

(2-)Curve of Maximal Slope

We say that an absolutely continuous curve u : (0, T) → X is a (2-)curve of maximal slope for φ (w.r.t. the local slope) if d dt φ(u(t)) = −1 2|u′|2(t) − 1 2|∂φ|2(u(t)) a.e. in (0, T).

  • If |∂φ| satisfies the chain rule, it is sufficient to have

d dt φ(u(t))≤ − 1 2|u′|2(t) − 1 2|∂φ|2(u(t)) a.e. in (0, T).

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Definition of p-Curve of Maximal Slope

Consider p, q ∈ (1, +∞) with 1

p + 1 q = 1.

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Definition of p-Curve of Maximal Slope

Consider p, q ∈ (1, +∞) with 1

p + 1 q = 1.

p-Curve of Maximal Slope

We say that an absolutely continuous curve u : (0, T) → X is a p-curve of maximal slope for φ if

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Definition of p-Curve of Maximal Slope

Consider p, q ∈ (1, +∞) with 1

p + 1 q = 1.

p-Curve of Maximal Slope

We say that an absolutely continuous curve u : (0, T) → X is a p-curve of maximal slope for φ if d dt φ(u(t)) = −1 p |u′|p(t) − 1 q |∂φ|q(u(t)) a.e. in (0, T).

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Definition of p-Curve of Maximal Slope

Consider p, q ∈ (1, +∞) with 1

p + 1 q = 1.

p-Curve of Maximal Slope

We say that an absolutely continuous curve u : (0, T) → X is a p-curve of maximal slope for φ if d dt φ(u(t)) = −1 p |u′|p(t) − 1 q |∂φ|q(u(t)) a.e. in (0, T).

  • If |∂φ| satisfies the chain rule, it is sufficient to have

d dt φ(u(t))≤ − 1 p |u′|p(t) − 1 q |∂φ|q(u(t)) a.e. in (0, T).

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To fix ideas...

◮ 2-curves of maximal slope in P2(Rn) lead (for a suitable φ) to the

linear transport equation ∂tρ − div(ρ∇V ) = 0

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To fix ideas...

◮ 2-curves of maximal slope in P2(Rn) lead (for a suitable φ) to the

linear transport equation ∂tρ − div(ρ∇V ) = 0

◮ p-curves of maximal slope in Pp(Rn) lead (for a suitable φ) to a

nonlinear version of the transport equation ∂tρ − ∇ · (ρjq (∇V )) = 0 jq(r) :=

  • |r|q−2r

r = 0, r = 0,

1 p + 1 q = 1.

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Approximation of p−curves of maximal slope

Given an initial datum u0 ∈ X, does there exist a p−curve of maximal slope u on (0, T) fulfilling u(0) = u0?

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Approximation of p−curves of maximal slope

Existence is proved by passing to the limit in an approximation scheme by time discretization

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Approximation of p−curves of maximal slope

Existence is proved by passing to the limit in an approximation scheme by time discretization

◮ Fix time step τ > 0

  • partition Pτ of (0, T)

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Approximation of p−curves of maximal slope

Existence is proved by passing to the limit in an approximation scheme by time discretization

◮ Fix time step τ > 0

  • partition Pτ of (0, T)

◮ Discrete solutions u0 τ , u1 τ , . . . , uN τ : solve recursively

un

τ ∈ Argminu∈X{ 1

pτ dp(u, un−1

τ

) + φ(u)}, u0

τ := u0

For simplicity, we take p = 2.

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Approximation of p−curves of maximal slope

Existence is proved by passing to the limit in an approximation scheme by time discretization

◮ Fix time step τ > 0

  • partition Pτ of (0, T)

◮ Discrete solutions u0 τ , u1 τ , . . . , uN τ : solve recursively

un

τ ∈ Argminu∈X{ 1

pτ dp(u, un−1

τ

) + φ(u)}, u0

τ := u0

For simplicity, we take p = 2. This variational formulation of the implicit Euler scheme still makes sense in a purely metric framework

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Approximation of p−curves of maximal slope

Existence is proved by passing to the limit in an approximation scheme by time discretization

◮ Fix time step τ > 0

  • partition Pτ of (0, T)

◮ Discrete solutions u0 τ , u1 τ , . . . , uN τ : solve recursively

un

τ ∈ Argminu∈X{ 1

pτ dp(u, un−1

τ

) + φ(u)}, u0

τ := u0

For simplicity, we take p = 2. This variational formulation of the implicit Euler scheme still makes sense in a purely metric framework Sufficient conditions on φ for the minimization problem:

◮ φ lower semicontinuous; ◮ φ coercive (φ has compact sublevels)

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Passage to the limit

◮ Approximate solutions: piecewise constant interpolants uτ of

{un

τ }N n=0 on Pτ ◮ Approximate energy inequality:

1 2 t |u′

τ|(s)2 ds+1

2 t |∂φ|2(uτ(s)) ds+φ(uτ(t)) ≤ φ(u0) ∀ t ∈ [0, T].

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Passage to the limit

◮ Approximate solutions: piecewise constant interpolants uτ of

{un

τ }N n=0 on Pτ ◮ Approximate energy inequality:

1 2 t |u′

τ|(s)2 ds+1

2 t |∂φ|2(uτ(s)) ds+φ(uτ(t)) ≤ φ(u0) ∀ t ∈ [0, T].

◮ whence

a priori estimates compactness (via a metric version of the Ascoli-Arzel` a theorem): a subsequence {uτk} converges to a limit curve u

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Passage to the limit

By lower semicontinuity, we pass to the limit in the approximate energy inequality ∀ t ∈ [0, T] 1 2 t |u′

τk|(s)2 ds + 1

2 t |∂φ|2(uτk(s)) ds + φ(uτk(t)) ≤ φ(u0) ⇓ 1 2 t |u′|(s)2 ds + 1 2 t lim inf

k↑∞ |∂φ|2(uτk(s)) ds + φ(u(t)) ≤ φ(u0)

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Passage to the limit

By lower semicontinuity, we pass to the limit in the approximate energy inequality ∀ t ∈ [0, T] 1 2 t |u′

τk|(s)2 ds + 1

2 t |∂φ|2(uτk(s)) ds + φ(uτk(t)) ≤ φ(u0) ⇓ 1 2 t |u′|(s)2 ds + 1 2 t lim inf

k↑∞ |∂φ|2(uτk(s)) ds + φ(u(t)) ≤ φ(u0)

It is natural to introduce the relaxed slope |∂−φ|(u) := inf

  • lim inf

n↑∞ |∂φ|(un) : un → u, sup n φ(un) < +∞

  • i.e. the lower semicontinuous envelope of the local slope.

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Passage to the limit

By lower semicontinuity, we pass to the limit in the approximate energy inequality for all t ∈ [0, T] 1 2 t |u′

τk|(s)2 ds + 1

2 t |∂φ|2(uτk(s)) ds + φ(uτk(t)) ≤ φ(u0) ⇓ 1 2 t |u′|(s)2 ds + 1 2 t |∂−φ|2(u(s)) ds + φ(u(t)) ≤ φ(u0) It is natural to introduce the relaxed slope |∂−φ|(u) := inf

  • lim inf

n↑∞ |∂φ|(un) : un → u sup n φ(un) < +∞

  • i.e. the lower semicontinuous envelope of the local slope.

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Conclusion

Suppose that the relaxed slope |∂−φ| satisfies the chain rule − d dt φ(u(t)) ≤ |u′|(t)

  • ∂−φ
  • (u(t))

for a.e. t ∈ (0, T).

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Conclusion

Suppose that the relaxed slope |∂−φ| satisfies the chain rule − d dt φ(u(t)) ≤ |u′|(t)

  • ∂−φ
  • (u(t))

for a.e. t ∈ (0, T). Then 1 2 t |u′|(s)2 ds + 1 2 t |∂−φ|2(u(s)) ds ≤ φ(u0) − φ(u(t)) ≤ t |u′|(s)

  • ∂−φ
  • (u(s)) ds,

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Conclusion

Suppose that the relaxed slope |∂−φ| satisfies the chain rule − d dt φ(u(t)) ≤ |u′|(t)

  • ∂−φ
  • (u(t))

for a.e. t ∈ (0, T). whence d dt φ(u(t)) = −1 2|u′|2(t) − 1 2|∂−φ|2(u(t)) a.e. in (0, T), i.e. u is a curve of maximal slope w.r.t. |∂−φ|.

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An existence result

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Suppose that

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An existence result

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Suppose that

◮ φ is lower semicontinuous

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An existence result

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive

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An existence result

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule.

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An existence result

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule.

Then, for all u0 ∈ D(φ) there exists a p-curve of maximal slope u for φ (w.r.t. the relaxed slope |∂−φ|), fulfilling u(0) = u0.

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λ-convexity

Definition: λ-geodesic convexity

A functional φ : X → (−∞, +∞] is λ-geodesically convex, for λ ∈ R, if

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λ-convexity

Definition: λ-geodesic convexity

A functional φ : X → (−∞, +∞] is λ-geodesically convex, for λ ∈ R, if ∀v0, v1 ∈ D(φ) ∃ (constant speed) geodesic γ, γ(0) = v0, γ(1) = v1, φ is λ-convex on γ.

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λ-convexity

Definition: λ-geodesic convexity

A functional φ : X → (−∞, +∞] is λ-geodesically convex, for λ ∈ R, if ∀v0, v1 ∈ D(φ) ∃ (constant speed) geodesic γ, γ(0) = v0, γ(1) = v1, φ(γt) ≤ (1 − t)φ(v0) + tφ(v1) − λ 2 t(1 − t)d2(v0, v1) ∀ t ∈ [0, 1].

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λ-convexity

Definition: λ-geodesic convexity

A functional φ : X → (−∞, +∞] is λ-geodesically convex, for λ ∈ R, if ∀v0, v1 ∈ D(φ) ∃ (constant speed) geodesic γ, γ(0) = v0, γ(1) = v1, φ(γt) ≤ (1 − t)φ(v0) + tφ(v1) − λ 2 t(1 − t)d2(v0, v1) ∀ t ∈ [0, 1].

λ-geodesic convexity implies the chain rule

If φ : X → (−∞, +∞] is λ-geodesically convex, for some λ ∈ R, and lower semicontinuous, then |∂−φ| ≡ |∂φ| satisfies the chain rule.

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λ-convexity

Definition: λ-geodesic convexity

A functional φ : X → (−∞, +∞] is λ-geodesically convex, for λ ∈ R, if ∀v0, v1 ∈ D(φ) ∃ (constant speed) geodesic γ, γ(0) = v0, γ(1) = v1, φ(γt) ≤ (1 − t)φ(v0) + tφ(v1) − λ 2 t(1 − t)d2(v0, v1) ∀ t ∈ [0, 1].

λ-geodesic convexity implies the chain rule

If φ : X → (−∞, +∞] is λ-geodesically convex, for some λ ∈ R, and lower semicontinuous, then |∂−φ| ≡ |∂φ| satisfies the chain rule. Reasonable: if X = B Banach space and φ : B → (−∞, +∞] is convex and l.s.c., the convex subdifferential ∂φ is strongly-weakly closed.

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Uniqueness for 2-curves of maximal slope

  • Uniqueness proved only for p = 2!

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Uniqueness for 2-curves of maximal slope

  • Uniqueness proved only for p = 2!

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Main assumptions (simplified):

◮ φ is λ-geodesically convex, λ ∈ R,

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Uniqueness for 2-curves of maximal slope

  • Uniqueness proved only for p = 2!

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Main assumptions (simplified):

◮ φ is λ-geodesically convex, λ ∈ R, ◮ a “structural property” of the metric space (X, d)

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Uniqueness for 2-curves of maximal slope

  • Uniqueness proved only for p = 2!

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Main assumptions (simplified):

◮ φ is λ-geodesically convex, λ ∈ R, ◮ (X, d) is the Wasserstein space (P2(Rd), W2)

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Uniqueness for 2-curves of maximal slope

  • Uniqueness proved only for p = 2!

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Main assumptions (simplified):

◮ φ is λ-geodesically convex, λ ∈ R, ◮ (X, d) is a Hilbert space

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Uniqueness for 2-curves of maximal slope

  • Uniqueness proved only for p = 2!

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Main assumptions (simplified):

◮ φ is λ-geodesically convex, λ ∈ R, ◮ a “structural property” of the metric space (X, d)

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Uniqueness for 2-curves of maximal slope

  • Uniqueness proved only for p = 2!

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Main assumptions (simplified):

◮ φ is λ-geodesically convex, λ ∈ R, ◮ a “structural property” of the metric space (X, d)

Then,

◮ existence and uniqueness of the curve of maximal slope

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Uniqueness for 2-curves of maximal slope

  • Uniqueness proved only for p = 2!

Theorem [Ambrosio-Gigli-Savar´ e ’05]

Main assumptions (simplified):

◮ φ is λ-geodesically convex, λ ∈ R, ◮ a “structural property” of the metric space (X, d)

Then,

◮ existence and uniqueness of the curve of maximal slope ◮ Generation of a λ-contracting semigroup

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Long-time behaviour for 2-curves of maximal slope

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Long-time behaviour for 2-curves of maximal slope

Main assumptions:

◮ p = 2 ◮ a “structural property” of the metric space (X, d) ◮ φ is λ-geodesically convex, λ ≥ 0,

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Long-time behaviour for 2-curves of maximal slope

Main assumptions:

◮ p = 2 ◮ a “structural property” of the metric space (X, d) ◮ φ is λ-geodesically convex, λ ≥ 0,

Theorem [Ambrosio-Gigli-Savar´ e ’05]

◮ λ > 0:

exponential convergence of the solution as t → +∞ to the unique minimum point ¯ u of φ: d(u(t), ¯ u) ≤ e−λtd(u0, ¯ u) ∀ t ≥ 0

◮ λ = 0

+ φ has compact sublevels: convergence to (an) equilibrium as t → +∞

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Our aim

“Fill in the gaps” in the study of the long-time behaviour of p-curves of maximal slope

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Our aim

“Fill in the gaps” in the study of the long-time behaviour of p-curves of maximal slope Study the general case:

◮ φ λ-geodesically convex, λ ∈ R ◮ p general

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Our aim

“Fill in the gaps” in the study of the long-time behaviour of p-curves of maximal slope Study the general case:

◮ φ λ-geodesically convex, λ ∈ R ◮ p general

Namely, we comprise the cases:

  • 1. p = 2, λ < 0
  • uniqueness: YES
  • 2. p = 2, λ ∈ R
  • uniqueness: NO

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Our point of view

Not the study of the convergence to equilibrium as t → +∞ of a single trajectory

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Our point of view

Not the study of the convergence to equilibrium as t → +∞ of a single trajectory But the study of the long-time behaviour of a family of trajectories (starting from a bounded set of initial data): convergence to an invariant compact set (“attractor”)?

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Our point of view

Not the study of the convergence to equilibrium as t → +∞ of a single trajectory But the study of the long-time behaviour of a family of trajectories (starting from a bounded set of initial data): convergence to an invariant compact set (“attractor”)? On the other hand, for p = 2 no uniqueness result, no semigroup of solutions

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Our point of view

Not the study of the convergence to equilibrium as t → +∞ of a single trajectory But the study of the long-time behaviour of a family of trajectories (starting from a bounded set of initial data): convergence to an invariant compact set (“attractor”)? On the other hand, for p = 2 no uniqueness result, no semigroup of solutions ⇒ Need for a theory of global attractors for (autonomous) dynamical systems without uniqueness

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Our point of view

Not the study of the convergence to equilibrium as t → +∞ of a single trajectory But the study of the long-time behaviour of a family of trajectories (starting from a bounded set of initial data): convergence to an invariant compact set (“attractor”)? On the other hand, for p = 2 no uniqueness result, no semigroup of solutions ⇒ Need for a theory of global attractors for (autonomous) dynamical systems without uniqueness Various possibilities: [Sell ’73,’96], [Chepyzhov & Vishik ’02], [Melnik & Valero ’02], [Ball ’97,’04]

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Our point of view

Not the study of the convergence to equilibrium as t → +∞ of a single trajectory But the study of the long-time behaviour of a family of trajectories (starting from a bounded set of initial data): convergence to an invariant compact set (“attractor”)? On the other hand, for p = 2 no uniqueness result, no semigroup of solutions ⇒ Need for a theory of global attractors for (autonomous) dynamical systems without uniqueness Various possibilities: [Sell ’73,’96], [Chepyzhov & Vishik ’02], [Melnik & Valero ’02], [Ball ’97,’04] In [R., Savar´

e, Segatti, Stefanelli, Global attractors for curves of maximal slope, in preparation]: Ball’s theory of generalized semiflows

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Generalized Semiflows: definition

Phase space: a metric space (X, dX ) A generalized semiflow S on X is a family of maps g : [0, +∞) → X (“solutions”), s. t. (Existence) ∀ g0 ∈ X ∃ at least one g ∈ S with g(0) = g0, (Translation invariance) ∀ g ∈ S and τ ≥ 0, the map g τ(·) := g(· + τ) is in S, (Concatenation) ∀ g, h ∈ S and t ≥ 0 with h(0) = g(t), then z ∈ S, where z(τ) :=

  • g(τ)

if 0 ≤ τ ≤ t, h(τ − t) if t < τ, (U.s.c. w.r.t. initial data) If {gn} ⊂ S and gn(0) → g0, ∃ subsequence {gnk} and g ∈ S s.t. g(0) = g0 and gnk(t) → g(t) for all t ≥ 0.

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Generalized Semiflows: dynamical system notions

Within this framework:

◮ orbit of a solution/set ◮ ω-limit of a solution/set ◮ invariance under the semiflow of a set ◮ attracting set (w.r.t. the Hausdorff semidistance of X)

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Generalized Semiflows: dynamical system notions

Within this framework:

◮ orbit of a solution/set ◮ ω-limit of a solution/set ◮ invariance under the semiflow of a set ◮ attracting set (w.r.t. the Hausdorff semidistance of X)

Definition

A set A ⊂ X is a global attractor for a generalized semiflow S if: ♣ A is compact ♣ A is invariant under the semiflow ♣ A attracts the bounded sets of X (w.r.t. the Hausdorff semidistance of X)

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Long-time behaviour for p-curves of maximal slope

d dt φ(u(t)) = −1 p |u′|p(t) − 1 q |∂−φ|q(u(t)) for a.e. t ∈ (0, T),

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Long-time behaviour for p-curves of maximal slope

d dt φ(u(t)) = −1 p |u′|p(t) − 1 q |∂−φ|q(u(t)) for a.e. t ∈ (0, T), Choice of the phase space: X = D(φ) ⊂ X, dX (u, v) := d(u, v) + |φ(u) − φ(v)| ∀ u, v ∈ X.

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Long-time behaviour for p-curves of maximal slope

d dt φ(u(t)) = −1 p |u′|p(t) − 1 q |∂−φ|q(u(t)) for a.e. t ∈ (0, T), Choice of the phase space: X = D(φ) ⊂ X, dX (u, v) := d(u, v) + |φ(u) − φ(v)| ∀ u, v ∈ X. Choice of the solution notion: We consider the set S of the locally absolutely continuous u : [0, +∞) → X, which are p-curves of maximal slope for φ (w.r.t. the relaxed slope).

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Long-time behaviour for p-curves of maximal slope

d dt φ(u(t)) = −1 p |u′|p(t) − 1 q |∂−φ|q(u(t)) for a.e. t ∈ (0, +∞), Choice of the phase space: X = D(φ) ⊂ X, dX (u, v) := d(u, v) + |φ(u) − φ(v)| ∀ u, v ∈ X. Choice of the solution notion: We consider the set S of the locally absolutely continuous u : [0, +∞) → X, which are p-curves of maximal slope for φ (w.r.t. the relaxed slope).

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Long-time behaviour for p-curves of maximal slope

d dt φ(u(t)) = −1 p |u′|p(t) − 1 q |∂−φ|q(u(t)) for a.e. t ∈ (0, +∞), Choice of the phase space: X = D(φ) ⊂ X, dX (u, v) := d(u, v) + |φ(u) − φ(v)| ∀ u, v ∈ X. Choice of the solution notion: We consider the set S of the locally absolutely continuous u : [0, +∞) → X, which are p-curves of maximal slope for φ (w.r.t. the relaxed slope).

◮ ¿ Is S a generalized semiflow? ◮ ¿ Does S possess a global attractor?

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Long-time behaviour for p-curves of maximal slope

Theorem 1 [R., Savar´ e, Segatti, Stefanelli ’06]

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Long-time behaviour for p-curves of maximal slope

Theorem 1 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule

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Long-time behaviour for p-curves of maximal slope

Theorem 1 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule

(the same assumptions of the existence theorem in [A.G.S. ’05])

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Long-time behaviour for p-curves of maximal slope

Theorem 1 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule

(the same assumptions of the existence theorem in [A.G.S. ’05]) Then, S is a generalized semiflow.

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Long-time behaviour for p-curves of maximal slope

Theorem 1 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule

(the same assumptions of the existence theorem in [A.G.S. ’05]) Then, S is a generalized semiflow. Idea of the proof: to check the u.s.c. w.r.t. initial data, fix a sequence {un

0}n ⊂ D(φ) s. t. dX (un 0, u0) = d(un 0, u0) + |φ(un 0) − φ(u0)| → 0.

1 p t |u′

n|(r) dr + 1

q t |∂−φ|(u(r)) dr + φ(un(t)) = φ(u0) Energy identity ⇒ a priori estimates for {un}; compactness and ∃ of a limit curve, passage to the limit like in the existence proof.

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Long-time behaviour for p-curves of maximal slope

Theorem 2 [R., Savar´ e, Segatti, Stefanelli ’06]

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Long-time behaviour for p-curves of maximal slope

Theorem 2 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule

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Long-time behaviour for p-curves of maximal slope

Theorem 2 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule ◮ φ is continuous along sequences with bounded energies and slopes

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Long-time behaviour for p-curves of maximal slope

Theorem 2 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule ◮ φ is continuous along sequences with bounded energies and slopes ◮ the set Z(S) the equilibrium points of S

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Long-time behaviour for p-curves of maximal slope

Theorem 2 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule ◮ φ is continuous along sequences with bounded energies and slopes ◮ the set Z(S) the equilibrium points of S

Z(S) = {¯ u ∈ D(φ) : |∂φ|(¯ u) = 0}

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Long-time behaviour for p-curves of maximal slope

Theorem 2 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule ◮ φ is continuous along sequences with bounded energies and slopes ◮ the set Z(S) the equilibrium points of S

is bounded in (X, dX ).

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Long-time behaviour for p-curves of maximal slope

Theorem 2 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule ◮ φ is continuous along sequences with bounded energies and slopes ◮ the set Z(S) the equilibrium points of S

is bounded in (X, dX ). Then, S admits a global attractor A.

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Long-time behaviour for p-curves of maximal slope

Theorem 2 [R., Savar´ e, Segatti, Stefanelli ’06]

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ the relaxed slope |∂−φ| satisfies the chain rule ◮ φ is continuous along sequences with bounded energies and slopes ◮ the set Z(S) the equilibrium points of S

is bounded in (X, dX ). Then, S admits a global attractor A. Idea of the proof:

◮ the generalized semiflow S is compact ◮ S has a Lyapunov functional

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.,

φ = φ1 + φ2 φ1 convex, φ2 C1

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.,

φ = φ1 + φ2 φ1 convex, φ2 C1 Under these assumptions

◮ |∂φ| (u) = min {ξB′ : ξ ∈ ∂φ(u)} for all u ∈ D(φ),

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.,

φ = φ1 + φ2 φ1 convex, φ2 C1 Under these assumptions

◮ |∂φ| (u) = min {ξB′ : ξ ∈ ∂φ(u)} for all u ∈ D(φ), ◮ |∂φ| is lower semicontinuous, hence |∂φ| = |∂−φ|

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.,

φ = φ1 + φ2 φ1 convex, φ2 C1 Under these assumptions

◮ |∂φ| (u) = min {ξB′ : ξ ∈ ∂φ(u)} for all u ∈ D(φ), ◮ |∂φ| is lower semicontinuous, hence |∂φ| = |∂−φ| ◮ |∂φ| = |∂−φ| fulfils the chain rule

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.,

φ = φ1 + φ2 φ1 convex, φ2 C1 Under these assumptions

◮ |∂φ| (u) = min {ξB′ : ξ ∈ ∂φ(u)} for all u ∈ D(φ), ◮ |∂φ| is lower semicontinuous, hence |∂φ| = |∂−φ| ◮ |∂φ| = |∂−φ| fulfils the chain rule

Hence, p-curves of maximal slope for φ (w.r.t. |∂−φ|) lead to solutions of the doubly nonlinear equation ℑp(u′(t)) + ∂φ(u(t)) ∋ 0 in B′ for a.e. t ∈ (0, T) (ℑp : B → B′ the p-duality map)

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.,

φ = φ1 + φ2 φ1 convex, φ2 C1 Under these assumptions

◮ |∂φ| (u) = min {ξB′ : ξ ∈ ∂φ(u)} for all u ∈ D(φ), ◮ |∂φ| is lower semicontinuous, hence |∂φ| = |∂−φ| ◮ |∂φ| = |∂−φ| fulfils the chain rule

Under suitable coercivity assumptions, our long-time behaviour results give the existence of a global attractor for the “metric solutions” of ℑp(u′(t)) + ∂φ(u(t)) ∋ 0 in B′ for a.e. t ∈ (0, T) thus recovering some results in [Segatti ’06].

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.

We may consider the limiting subdifferential of φ: for u ∈ D(φ) ξ ∈ ∂ℓφ(u) ⇔ ∃ {un}, {ξn} ⊂ B :          ξn ∈ ∂φ(un) ∀ n ∈ N, un → u, ξn⇀∗ξ in B′, supn φ(un) < +∞ a version of the strong-weak∗ closure of ∂φ ([Mordhukhovich ’84]).

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.

We may consider the limiting subdifferential of φ: for u ∈ D(φ) ξ ∈ ∂ℓφ(u) ⇔ ∃ {un}, {ξn} ⊂ B :          ξn ∈ ∂φ(un) ∀ n ∈ N, un → u, ξn⇀∗ξ in B′, supn φ(un) < +∞ a version of the strong-weak∗ closure of ∂φ ([Mordhukhovich ’84]). It can be proved that for all u ∈ D(φ)

  • ∂−φ
  • (u) = min {ξB′ : ξ ∈ ∂ℓφ(u)}

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.

We may consider the limiting subdifferential of φ: for u ∈ D(φ) ξ ∈ ∂ℓφ(u) ⇔ ∃ {un}, {ξn} ⊂ B :          ξn ∈ ∂φ(un) ∀ n ∈ N, un → u, ξn⇀∗ξ in B′, supn φ(un) < +∞ a version of the strong-weak∗ closure of ∂φ ([Mordhukhovich ’84]). Under suitable assumptions p-curves of maximal slope for φ (w.r.t. |∂−φ|) lead to solutions of the doubly nonlinear equation ℑp(u′(t)) + ∂ℓφ(u(t)) ∋ 0 in B′ for a.e. t ∈ (0, T)

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Applications in Banach spaces

◮ X = B Banach space, ◮ φ : B → (−∞, +∞] l.s.c.

We may consider the limiting subdifferential of φ: for u ∈ D(φ) ξ ∈ ∂ℓφ(u) ⇔ ∃ {un}, {ξn} ⊂ B :          ξn ∈ ∂φ(un) ∀ n ∈ N, un → u, ξn⇀∗ξ in B′, supn φ(un) < +∞ a version of the strong-weak∗ closure of ∂φ ([Mordhukhovich ’84]). Our results yield the existence of a global attractor for the “metric solutions” of ℑp(u′(t)) + ∂ℓφ(u(t)) ∋ 0 in B′ for a.e. t ∈ (0, T) thus extending some results by [Rossi-Segatti-Stefanelli ’05].

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Applications in Wasserstein spaces

Consider the functional φ : Pp(Rn) → (−∞, +∞] φ(µ) :=

  • Rn F(ρ) dx +
  • Rn V dµ + 1

2

  • Rn×Rn W d(µ ⊗ µ)

if µ = ρ dx

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Applications in Wasserstein spaces

Consider the functional φ : Pp(Rn) → (−∞, +∞] φ(µ) :=

  • Rn F(ρ) dx +
  • Rn V dµ + 1

2

  • Rn×Rn W d(µ ⊗ µ)

if µ = ρ dx

◮ F internal energy ◮ V potential energy (“confinement potential”) ◮ W interaction energy

proposed by [Carrillo, McCann, Villani ’03,’04] in the framework

  • f kinetic models for equilibration velocities in granular media.

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Applications in Wasserstein spaces

Consider the functional φ : Pp(Rn) → (−∞, +∞] φ(µ) :=

  • Rn F(ρ) dx +
  • Rn V dµ + 1

2

  • Rn×Rn W d(µ ⊗ µ)

if µ = ρ dx Now, p-curves of maximal slope for φ yield solutions to the drift-diffusion equation with nonlocal term ∂tρ − div

  • ρjq

∇LF(ρ) ρ + ∇V + (∇W ) ⋆ ρ

  • = 0 in Rn × (0, T),

where LF(ρ) = ρF ′(ρ) − F(ρ), such that

  • ρ(x, t) ≥ 0,
  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|pρ(x, t) dx < +∞

∀ t ≥ 0.

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Applications in Wasserstein spaces

∂tρ − div

  • ρjq

∇LF(ρ) ρ + ∇V + (∇W ) ⋆ ρ

  • = 0 in Rn × (0, T),
  • ρ(x, t) ≥ 0,
  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|pρ(x, t) dx < +∞

∀ t ≥ 0.

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Applications in Wasserstein spaces

∂tρ − div

  • ρjq

∇LF(ρ) ρ + ∇V + (∇W ) ⋆ ρ

  • = 0 in Rn × (0, T),
  • ρ(x, t) ≥ 0,
  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|pρ(x, t) dx < +∞

∀ t ≥ 0.

◮ In [Ambrosio-Gigli-Savar´

e ’05]: an existence result via the approach of p-curves of maximal slope

◮ No general uniqueness result is known

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Applications in Wasserstein spaces

∂tρ − div

  • ρjq

∇LF(ρ) ρ + ∇V

  • = 0 in Rn × (0, T),
  • ρ(x, t) ≥ 0,
  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|pρ(x, t) dx < +∞

∀ t ≥ 0.

◮ In [Ambrosio-Gigli-Savar´

e ’05]: an existence result via the approach of p-curves of maximal slope

◮ No general uniqueness result is known

In the case W ≡ 0, under suitable λ-convexity assumptions on V , growth & convexity assumptions on F, [Agueh ’03] has proved the exponen- tial decay of solutions to equilibrium for t → +∞, with explicit rates of convergence, by refined Logarithmic Sonbolev inequalities

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Applications in Wasserstein spaces

∂tρ − div

  • ρjq

∇LF(ρ) ρ + ∇V + (∇W ) ⋆ ρ

  • = 0 in Rn × (0, T),
  • ρ(x, t) ≥ 0,
  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|pρ(x, t) dx < +∞

∀ t ≥ 0.

◮ In [Ambrosio-Gigli-Savar´

e ’05]: an existence result via the approach of p-curves of maximal slope

◮ No general uniqueness result is known

In the general case, [Carrillo, McCann, Villani ’03,’04] have proved in the case q = 2 uniqueness, contraction estimates, and the expo- nential decay of solutions to equilibrium for t → +∞, with explicit rates of convergence (recovered in the general case by [Ambrosio-Gigli-Savar´ e ’05])

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Applications in Wasserstein spaces

We have obtained for all 1 < q < ∞ the existence of a global attractor for the metric solutions of

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Applications in Wasserstein spaces

We have obtained for all 1 < q < ∞ the existence of a global attractor for the metric solutions of ∂tρ − div

  • ρjq

∇LF(ρ) ρ + ∇V + (∇W ) ⋆ ρ

  • = 0 in Rn × (0, T),
  • ρ(x, t) ≥ 0,
  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|pρ(x, t) dx < +∞

∀ t ≥ 0.

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Applications in Wasserstein spaces

We have obtained for all 1 < q < ∞ the existence of a global attractor for the metric solutions of ∂tρ − div

  • ρjq

∇LF(ρ) ρ + ∇V + (∇W ) ⋆ ρ

  • = 0 in Rn × (0, T),
  • ρ(x, t) ≥ 0,
  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|pρ(x, t) dx < +∞

∀ t ≥ 0. under suitable λ-convexity assumptions on V , growth & convexity assumptions on F, convexity & a doubling condition on W .

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Applications in Wasserstein spaces

We have obtained for all 1 < q < ∞ the existence of a global attractor for the metric solutions of ∂tρ − div

  • ρjq

∇LF(ρ) ρ + ∇V

  • = 0 in Rn × (0, T),
  • ρ(x, t) ≥ 0,
  • Rn ρ(x, t) dx = 1 ∀ (x, t) ∈ Rn × (0, +∞),
  • Rn |x|pρ(x, t) dx < +∞

∀ t ≥ 0. For W = 0, our conditions are partially weaker than Agueh’s, but the results too are weaker (at our best, we obtain that the attractor consists

  • f a unique equilibrium, but no explicit rates of decay).

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Towards a chain-rule free approach

◮ It would be crucial to drop the λ-convexity assumption on V

methods based Logarithmic-Sobolev inequalities do not work any more the existence of a global attractor is a meaningful information..

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Towards a chain-rule free approach

◮ It would be crucial to drop the λ-convexity assumption on V

methods based Logarithmic-Sobolev inequalities do not work any more the existence of a global attractor is a meaningful information..

◮ No λ-convexity of V no λ-geodesic convexity of φ how to

prove that |∂−φ| complies with the chain rule?

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Towards a chain-rule free approach

◮ It would be crucial to drop the λ-convexity assumption on V

methods based Logarithmic-Sobolev inequalities do not work any more the existence of a global attractor is a meaningful information..

◮ No λ-convexity of V no λ-geodesic convexity of φ how to

prove that |∂−φ| complies with the chain rule?

◮ It would be crucial to drop the chain rule condition on |∂−φ|

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Towards a chain-rule free approach

Let us revise the proof of the general existence theorem (for p = 2):

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Towards a chain-rule free approach

Let us revise the proof of the general existence theorem (for p = 2):

◮ a priori estimates & the compactness argument do not need the chain rule

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Towards a chain-rule free approach

Let us revise the proof of the general existence theorem (for p = 2):

◮ a priori estimates & the compactness argument do not need the chain rule ◮ We pass to the limit in the approximate energy inequality

1 2 t

s

|u′

τk|(r)2 dr + 1

2 t

s

|∂φ|2(uτk(r)) dr + φ(uτk(t)) ≤ φ(uτk(s)) ∀ 0 ≤ s ≤ t ≤ T arguing

◮ on the left-hand side: by lower semicontinuity ◮ on the right-hand side: by monotonicity, which gives that

∃ϕ(s) := lim

k↑∞ φ(u τk (s)) ≥ φ(u(s))

∀ s ∈ [0, T]

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Towards a chain-rule free approach

Let us revise the proof of the general existence theorem (for p = 2):

◮ a priori estimates & the compactness argument do not need the chain rule ◮ In the limit we find a non-decreasing function ϕ : [0, T] → R such that

∀ 0 ≤ s ≤ t ≤ T 1 2 t

s

|u′|(r)2 dr + 1 2 t

s

|∂−φ|2(u(r)) dr + ϕ(t) ≤ ϕ(s) and ϕ(t)≥φ(u(t)) ∀ t ∈ [0, T].

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

Towards a chain-rule free approach

Let us revise the proof of the general existence theorem (for p = 2):

◮ Note: the chain rule for |∂−φ| is used just to obtain

ϕ(t)=φ(u(t)) ∀ t ∈ [0, T] and conclude that u is a curve of maximal slope for φ.

◮ In the limit we find a non-decreasing function ϕ : [0, T] → R such that

∀ 0 ≤ s ≤ t ≤ T 1 2 t

s

|u′|(r)2 dr + 1 2 t

s

|∂−φ|2(u(r)) dr + ϕ(t) ≤ ϕ(s) and ϕ(t)≥φ(u(t)) ∀ t ∈ [0, T].

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A new “solution notion”

A new (candidate) Generalized Semiflow

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A new “solution notion”

A new (candidate) Generalized Semiflow

We switch from Sold = {u ∈ ACloc(0, +∞; X) : u is a p-curve of maximal slope for φ}

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A new “solution notion”

A new (candidate) Generalized Semiflow

to a new solution notion Snew =

  • (u, ϕ) : u ∈ ACloc(0, +∞; X),

ϕ : [0, +∞) → R is non increasing, and (1)-(2) hold

  • where for all 0 ≤ s ≤ t ≤ T

1 2 t

s

|u′|(r)2 dr + 1 2 t

s

|∂−φ|2(u(r)) dr + ϕ(t) ≤ ϕ(s) (1) ϕ(t)≥φ(u(t)) ∀ t ∈ [0, T]. (2)

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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A new phase space & a new result

A new phase space

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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A new phase space & a new result

A new phase space

Xold = D(φ) with the distance dXold(u, u′) = d(u, u′) + |φ(u) − φ(u′)|

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A new phase space & a new result

A new phase space

Xnew = {(u, ϕ) ∈ D(φ) × R : ϕ ≥ φ(u)} with the distance dXnew((u, ϕ), (u′, ϕ′)) = d(u, u′) + |ϕ − ϕ′|

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces

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Evolution equations & Wasserstein distance Curves of Maximal Slope Existence of a Global Attractor Applications More..

A new phase space & a new result

A new phase space

Xnew = {(u, ϕ) ∈ D(φ) × R : ϕ ≥ φ(u)} with the distance dXnew((u, ϕ), (u′, ϕ′)) = d(u, u′) + |ϕ − ϕ′|

A new result

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ The set of rest point for Snew is bounded.

Then, Snew is a generalized semiflow in (Xnew, dnew), and it admits a global attractor.

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A new phase space & a new result

A new phase space

Xnew = {(u, ϕ) ∈ D(φ) × R : ϕ ≥ φ(u)} with the distance dXnew((u, ϕ), (u′, ϕ′)) = d(u, u′) + |ϕ − ϕ′|

A new result

Suppose that

◮ φ is lower semicontinuous ◮ φ is coercive ◮ The set of rest point for Snew is bounded.

Then, Snew is a generalized semiflow in (Xnew, dnew), and it admits a global attractor. Application: any evolution problem arising as limit of a “steepest descent” approximation scheme, under the “minimal” assumptions to get existence...

Riccarda Rossi Long-time behaviour of gradient flows in metric spaces