w asserstein gradient flow approach to higher order evolution equations university of toronto ehsan...

16
WASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Upload: madlyn-norman

Post on 23-Dec-2015

214 views

Category:

Documents


2 download

TRANSCRIPT

Page 1: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

WASSERSTEIN GRADIENT FLOW

APPROACH TO HIGHER ORDER EVOLUTION

EQUATIONS

University of TorontoEhsan Kamalinejad

Joint work with Almut Burchard

Page 2: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

and

of fourth and higher ordernonlinear evolution equation

Existence Uniqueness

Page 3: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Gradient Flow on a Manifold

Ingredients:

I. Manifold MII. Metric dIII. Energy function E

Page 4: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Velocity field 𝜕𝑡 𝑋 𝑡=𝑉 𝑡

Steepest Decent 𝑉 𝑡=−𝛻𝐸 (𝑋 𝑡 )

is the gradient Flow of E

Page 5: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Wasserstein Gradient Flows

• Manifold • Metric

• Energy function

Page 6: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

is the Wasserstein gradient flow

of E if

Continuity Equation 𝜕𝑡 𝜇𝑡+𝛻 . (𝜇𝑡𝑉 𝑡 )=0

Steepest Decent 𝑉 𝑡∈−𝜕𝐸 (𝜇𝑡 )

Page 7: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

PDE reformulated as Gradient Flow

solves PDE

is the gradient flow of

Where

Thin-Film Equation

Dirichlet Energy

Page 8: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Displacement Convexity

is geodesic between and

-

𝐸 (𝑢𝑠 )≤ (1−𝑠) 𝐸 (𝑢0 )+𝑠𝐸 (𝑢1 )𝐸 (𝑢𝑠 )≤ (1−𝑠) 𝐸 (𝑢0 )+𝑠𝐸 (𝑢1 )− 𝜆2𝑠 (1−𝑠)𝑊 2¿

d2

d s2 E(us)≥ λW 2 ¿

Page 9: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Wasserstein Gradiet Flow

McCann 1994Displacement

convexsity

Brenier – McCann 1996-2001Structure of the

Wasserstein metric

Otto, Jordan, Kinderlehrer

1998-2001First gradient flow approach to PDEs

De Giorgi – Ambrosio, Savare, Gigli

1993-2008Systematic proofs

based on Minimizing Movement

Page 10: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Proofs are based on -convexity assumption

for many interesting cases likeDirichlet energy

(Thin-Film Equation)

Fails

Existence, Uniqueness,

Longtime Behavior of many equations has been studied

Stability, and

Page 11: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

To prove that Thin-Film and related equations are well-posed

using Gradient Flow method

Ideas are to

Study the Convexity Along the Flow( depends might change along the flow)

Use the Dissipation of the Energy (convexity on energy sub-levels)

Relaxed

Our Goal

-convexity assumption

Page 12: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Restricted -convexity

E is restricted -convexat with if such that E is -convex along geodesics connecting any pair of points inside

Page 13: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Theorem I

E is Restricted -convex at .

Then the Gradient Flow of E starting from

Exists and is Unique at least locally in time.

Page 14: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Theorem II

The Dirichlet energy is

restricted -convex

on positive measures (on ).

Periodic solutions of the Thin-Film equation exist and are unique on positive data.

Page 15: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

Minimizing Movement is a CONSTRUCTIVE method

Numerical Approximation

Our local existence-uniqueness result extends directly to more classes of energy functionals of the form:

E (u )=∫∑i=1

m

aiubi∨𝜕x

𝑘𝑖u¿2

Higher order equationsQuantum Drift Diffusion Equation

Global Well-posedness when

Page 16: W ASSERSTEIN GRADIENT FLOW APPROACH TO HIGHER ORDER EVOLUTION EQUATIONS University of Toronto Ehsan Kamalinejad Joint work with Almut Burchard

THANK YOU.