The theory of Wasserstein gradient flows in the space of probability measures provides a powerful framework to study dissipative partial differential equations (PDE). It can be used to prove well-posedness, regularity, stability and quantitative convergence to the equilibrium. However, many PDE are not gradient flows, and hence the theory is not immediately applicable. In this work we develop a straightforward entropy regularised splitting scheme for degenerate non-local non-gradient systems. The approach is composed of two main stages: first we split the dynamics into the conservative and dissipative forces, secondly we perturb the problem so that the diffusion is no longer singular and perform a weighted Wasserstein ``JKO type'' descent step. Entropic regularisation of optimal transport problems opens the way for efficient numerical methods for solving these gradient flows. We illustrate the generality of our work by providing a number of examples, including the Regularized Vlasov-Poisson-Fokker-Planck equation, to which our results applicable.
翻译:瓦森斯坦梯度流理论在概率测量空间范围内提供了一个强大的框架,用于研究分散的局部偏差方程式(PDE) 。它可以用来证明稳妥、正常、稳定、数量趋同于平衡。 但是,许多PDE不是梯度流,因此,理论不能立即适用。在这项工作中,我们为堕落的非本地非梯度系统开发了一个直接的星球常规分解计划。这个方法由两个主要阶段组成:首先,我们将动态分解成保守和消散的力量,其次,我们纠察问题,这样,扩散就不再是单一的,而是执行一个加权的瓦塞尔斯坦“JKO”型的下降步骤。最佳运输问题的常规化为解决这些梯度流动的高效数字方法开辟了道路。我们通过提供许多范例来说明我们工作的一般性,其中包括我们的结果适用的正规化的Vlasov-Poisson-Fokker-Planc等式。