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In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients in the classical variational characterization of Wasserstein barycenters. We show that this problem admits two equivalent convex formulations: the first can be seen as a particular instance of Toland duality and the second is a barycentric optimal transport problem. We propose an efficient numerical scheme to solve this latter formulation based on entropic regularization and a variant of Sinkhorn algorithm.

We introduce a time discretization for Wasserstein gradient flows based on the classical Backward Differentiation Formula of order two. The main building block of the scheme is the notion of geodesic extrapolation in the Wasserstein space, which in general is not uniquely defined. We propose several possible definitions for such an operation, and we prove convergence of the resulting scheme to the limit PDE, in the case of the Fokker-Planck equation. For a specific choice of extrapolation we also prove a more general result, that is convergence towards EVI flows. Finally, we propose a variational finite volume discretization of the scheme which numerically achieves second order accuracy in both space and time.

Using the dual formulation only, we show that the regularity of unbalanced optimal transport also called entropy-transport inherits from the regularity of standard optimal transport. We provide detailed examples of Riemannian manifolds and costs for which unbalanced optimal transport is regular.Among all entropy-transport formulations, Wasserstein-Fisher-Rao (WFR) metric, also called Hellinger-Kantorovich, stands out since it admits a dynamic formulation, which extends the Benamou-Brenier formulation of optimal transport. After demonstrating the equivalence between dynamic and static formulations on a closed Riemannian manifold, we prove a polar factorization theorem, similar to the one due to Brenier and Mc-Cann. As a byproduct, we formulate the Monge-Amp{\`e}re equation associated with WFR metric, which also holds for more general costs. Last, we study the link between c-convex functions for the cost induced by the WFR metric and the cost on the cone. The main result is that the weak Ma-Trudinger-Wang condition on the cone implies the same condition on the manifold for the cost induced by WFR., Comment: First version, comments welcome

When expressed in Lagrangian variables, the equations of motion for compressible (barotropic) fluids have the structure of a classical Hamiltonian system in which the potential energy is given by the internal energy of the fluid. The dissipative counterpart of such a system coincides with the porous medium equation, which can be cast in the form of a gradient flow for the same internal energy. Motivated by these related variational structures, we propose a particle method for both problems in which the internal energy is replaced by its Moreau-Yosida regularization in the L2 sense, which can be efficiently computed as a semi-discrete optimal transport problem. Using a modulated energy argument which exploits the convexity of the problem in Eulerian variables, we prove quantitative convergence estimates towards smooth solutions. We verify such estimates by means of several numerical tests.

We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula, whereas space discretization relies on upstream mobility two-point flux approximation finite volumes. Our scheme is based on a first discretize then optimize approach in order to preserve the variational structure of the continuous model at the discrete level. Our scheme can be applied to a wide range of energies, guarantees non-negativity of the discrete solutions as well as decay of the energy. We show that our scheme admits a unique solution whatever the convex energy involved in the continuous problem, and we prove its convergence in the case of the linear Fokker-Planck equation with positive initial density. Numerical illustrations show that it is first order accurate in both time and space, and robust with respect to both the energy and the initial profile.

We study the geodesic problem on the group of diffeomorphism of a domain M$\subset$Rd, equipped with the H(div) metric. The geodesic equations coincide with the Camassa-Holm equation when d=1, and represent one of its possible multi-dimensional generalizations when d>1. We propose a relaxation {\`a} la Brenier of this problem, in which solutions are represented as probability measures on the space of continuous paths on the cone over M. We use this relaxation to prove that smooth H(div) geodesics are globally length minimizing for short times. We also prove that there exists a unique pressure field associated to solutions of our relaxation. Finally, we propose a numerical scheme to construct generalized solutions on the cone and present some numerical results illustrating the relation between the generalized Camassa-Holm and incompressible Euler solutions.

Consider the multivariate Stein equation $\Delta f - x\cdot \nabla f = h(x) - E h(Z)$, where $Z$ is a standard $d$-dimensional Gaussian random vector, and let $f\_h$ be the solution given by Barbour's generator approach. We prove that, when $h$ is $\alpha$-H\"older ($0<\alpha\leq1$), all derivatives of order $2$ of $f\_h$ are $\alpha$-H\"older {\it up to a $\log$ factor}; in particular they are $\beta$-H\"older for all $\beta \in (0, \alpha)$, hereby improving existing regularity results on the solution of the multivariate Gaussian Stein equation. For $\alpha=1$, the regularity we obtain is optimal, as shown by an example given by Rai\v{c} \cite{raivc2004multivariate}. As an application, we prove a near-optimal Berry-Esseen bound of the order $\log n/\sqrt n$ in the classical multivariate CLT in $1$-Wasserstein distance, as long as the underlying random variables have finite moment of order $3$. When only a finite moment of order $2+\delta$ is assumed ($0<\delta<1$), we obtain the optimal rate in $\mathcal O(n^{-\frac{\delta}{2}})$. All constants are explicit and their dependence on the dimension $d$ is studied when $d$ is large.

The Wasserstein gradient flow structure of the PDE system governing multiphase flows in porous media was recently highlighted in [C. Canc\`es, T. O. Gallou\"et, and L. Monsaingeon, {\it Anal. PDE} 10(8):1845--1876, 2017]. The model can thus be approximated by means of the minimizing movement (or JKO) scheme, that we solve thanks to the ALG2-JKO scheme proposed in [J.-D. Benamou, G. Carlier, and M. Laborde, {\it ESAIM Proc. Surveys}, 57:1--17, 2016]. The numerical results are compared to a classical upstream mobility Finite Volume scheme, for which strong stability properties can be established.

On the space of probability densities, we extend the Wasserstein geodesics to the case of higher-order interpolation such as cubic spline interpolation. After presenting the natural extension of cubic splines to the Wasserstein space, we propose a simpler approach based on the relaxation of the variational problem on the path space. We explore two different numerical approaches, one based on multi-marginal optimal transport and entropic regularization and the other based on semi-discrete optimal transport.

In this paper, we show that unbalanced optimal transport provides a convenient framework to handle reaction and diffusion processes in a unified metric framework. We use a constructive method, alternating minimizing movements for the Wasserstein distance and for the Fisher-Rao distance, and prove existence of weak solutions for general scalar reaction-diffusion-advection equations. We extend the approach to systems of multiple interacting species, and also consider an application to a very degenerate diffusion problem involving a Gamma-limit. Moreover, some numerical simulations are included.

The group of diffeomorphisms of a compact manifold endowed with the L^2 metric acting on the space of probability densities gives a unifying framework for the incompressible Euler equation and the theory of optimal mass transport. Recently, several authors have extended optimal transport to the space of positive Radon measures where the Wasserstein-Fisher-Rao distance is a natural extension of the classical L^2-Wasserstein distance. In this paper, we show a similar relation between this unbalanced optimal transport problem and the Hdiv right-invariant metric on the group of diffeomorphisms, which corresponds to the Camassa-Holm (CH) equation in one dimension. On the optimal transport side, we prove a polar factorization theorem on the automorphism group of half-densities.Geometrically, our point of view provides an isometric embedding of the group of diffeomorphisms endowed with this right-invariant metric in the automorphisms group of the fiber bundle of half densities endowed with an L^2 type of cone metric. This leads to a new formulation of the (generalized) CH equation as a geodesic equation on an isotropy subgroup of this automorphisms group; On S1, solutions to the standard CH thus give particular solutions of the incompressible Euler equation on a group of homeomorphisms of R^2 which preserve a radial density that has a singularity at 0. An other application consists in proving that smooth solutions of the Euler-Arnold equation for the Hdiv right-invariant metric are length minimizing geodesics for sufficiently short times., Comment: To appear in Journal of Differential Equations, 26 pages

We describe the competitive motion of (N + 1) incompressible immiscible phases within a porous medium as the gradient flow of a singular energy in the space of non-negative measures with prescribed mass endowed with some tensorial Wasserstein distance. We show the convergence of the approximation obtained by a minimization schem\`e a la [R. Jordan, D. Kinder-lehrer \& F. Otto, SIAM J. Math. Anal, 29(1):1--17, 1998]. This allow to obtain a new existence result for a physically well-established system of PDEs consisting in the Darcy-Muskat law for each phase, N capillary pressure relations, and a constraint on the volume occupied by the fluid. Our study does not require the introduction of any global or complementary pressure.

We approximate the regular solutions of the incompressible Euler equation by the solution of ODEs on finite-dimensional spaces. Our approach combines Arnold's interpretation of the solution of Euler's equation for incompressible and inviscid fluids as geodesics in the space of measure-preserving diffeomorphisms, and an extrinsic approximation of the equations of geodesics due to Brenier. Using recently developed semi-discrete optimal transport solvers, this approach yields numerical scheme able to handle problems of realistic size in 2D. Our purpose in this article is to establish the convergence of these scheme towards regular solutions of the incompressible Euler equation, and to provide numerical experiments on a few simple testcases in 2D., Comment: 21p

We investigate gradient flows of some homogeneous functionals in R^N , arising in the Lagrangian approximation of systems of self-interacting and diffusing particles. We focus on the case of negative homogeneity. In the case of strong self-interaction, the functional possesses a cone of negative energy. It is immediate to see that solutions with negative energy at some time become singular in finite time, meaning that a subset of particles concentrate at a single point. Here, we establish that all solutions become singular in finite time for the class of functionals under consideration. The paper is completed with numerical simulations illustrating the striking non linear dynamics when initial data have positive energy.

In this article we set up a splitting variant of the JKO scheme in order to handle gradient flows with respect to the Kantorovich-Fisher-Rao metric, recently introduced and defined on the space of positive Radon measure with varying masses. We perform successively a time step for the quadratic Wasserstein/Monge-Kantorovich distance, and then for the Hellinger/Fisher-Rao distance. Exploiting some inf-convolution structure of the metric we show convergence of the whole process for the standard class of energy functionals under suitable compactness assumptions, and investigate in details the case of internal energies. The interest is double: On the one hand we prove existence of weak solutions for a certain class of reaction-advection-diffusion equations, and on the other hand this process is constructive and well adapted to available numerical solvers., Comment: Final version, to appear in SIAM SIMA

We show that the widely used model governing the motion of two incompressible immiscible fluids in a possibly heterogeneous porous medium has a formal gradient flow structure. More precisely, the fluid composition is governed by the gradient flow of some non-smooth energy. Starting from this energy together with a dissipation potential, we recover the celebrated Darcy-Muskat law and the capillary pressure law governing the flow thanks to the principle of least action. Our interpretation does not require the introduction of any algebraic transformation like, e.g., the global pressure or the Kirchhoff transform, and can be transposed to the case of more phases.

Given a smooth nonfocal compact Riemannian manifold, we show that the so-called Ma--Trudinger--Wang condition implies the convexity of injectivity domains. This improves a previous result by Loeper and Villani.

We investigate a particle system which is a discrete and deterministic approximation of the one-dimensional Keller-Segel equation with a logarithmic potential. The particle system is derived from the gradient flow of the homogeneous free energy written in Lagrangian coordinates. We focus on the description of the blow-up of the particle system, namely: the number of particles involved in the first aggregate, and the limiting profile of the rescaled system. We exhibit basins of stability for which the number of particles is critical, and we prove a weak rigidity result concerning the rescaled dynamics. This work is complemented with a detailed analysis of the case where only three particles interact.