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A JKO SPLITTING SCHEME FOR KANTOROVICH–FISHER–RAO GRADIENT FLOWS.

Authors :
GALLOUËT, THOMAS O.
MONSAINGEON, LÉONARD
Source :
SIAM Journal on Mathematical Analysis; 2017, Vol. 49 Issue 2, p1100-1130, 31p
Publication Year :
2017

Abstract

In this article we set up a splitting variant of the Jordan–Kinderlehrer–Otto 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00361410
Volume :
49
Issue :
2
Database :
Complementary Index
Journal :
SIAM Journal on Mathematical Analysis
Publication Type :
Academic Journal
Accession number :
122742599
Full Text :
https://doi.org/10.1137/16M106666X