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April  2014, 34(4): 1355-1374. doi: 10.3934/dcds.2014.34.1355

Gradient flow structures for discrete porous medium equations

Matthias Erbar 1, and  Jan Maas 1,

1. 

University of Bonn, Institute for Applied Mathematics, Endenicher Allee 60, 53115 Bonn, Germany, Germany

Received  December 2012 Revised  March 2013 Published  October 2013

We consider discrete porous medium equations of the form $\partial_t\rho_t = \Delta \phi(\rho_t)$, where $\Delta$ is the generator of a reversible continuous time Markov chain on a finite set $\boldsymbol{\chi} $, and $\phi$ is an increasing function. We show that these equations arise as gradient flows of certain entropy functionals with respect to suitable non-local transportation metrics. This may be seen as a discrete analogue of the Wasserstein gradient flow structure for porous medium equations in $\mathbb{R}^n$ discovered by Otto. We present a one-dimensional counterexample to geodesic convexity and discuss Gromov-Hausdorff convergence to the Wasserstein metric.
Keywords: Rényi entropy, Non-local transportation metrics, porous medium equations..
Mathematics Subject Classification: Primary: 49Q20; Secondary: 76S0.
Citation: Matthias Erbar, Jan Maas. Gradient flow structures for discrete porous medium equations. Discrete & Continuous Dynamical Systems, 2014, 34 (4) : 1355-1374. doi: 10.3934/dcds.2014.34.1355
References:
[1]

L. Ambrosio, N. Gigli and G. Savaré, "Gradient Flows in Metric Spaces and in the Space of Probability Measures," Second edition, Lectures in Mathematics ETH Zürich, Birkhäuser Verlag, Basel, 2008.  Google Scholar

[2]

L. Ambrosio, N. Gigli and G. Savaré, Metric measure spaces with Riemannian Ricci curvature bounded from below, arXiv:1109.0222, (2012). Google Scholar

[3]

J.-D. Benamou and Y. Brenier, A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem, Numer. Math., 84 (2000), 375-393. doi: 10.1007/s002110050002.  Google Scholar

[4]

H. Brézis, "Opérateurs Maximaux Monotones et Semi-Groupes de Contractions dans les Espaces de Hilbert," North-Holland Mathematics Studies, No. 5. Notas de Matemática (50), North-Holland Publishing Co., Amsterdam-London; American Elsevier Publishing Co., Inc., New York, 1973.  Google Scholar

[5]

E. Carlen and J. Maas, An analog of the 2-Wasserstein metric in non-commutative probability under which the fermionic Fokker-Planck equation is gradient flow for the entropy, to appear in Comm. Math. Phys., arXiv:1203.5377, (2012). Google Scholar

[6]

S.-N. Chow, W. Huang, Y. Li and H. Zhou, Fokker-Planck equations for a free energy functional or Markov process on a graph, Arch. Ration. Mech. Anal., 203 (2012), 969-1008. doi: 10.1007/s00205-011-0471-6.  Google Scholar

[7]

S. Daneri and G. Savaré, Eulerian calculus for the displacement convexity in the Wasserstein distance, SIAM J. Math. Anal., 40 (2008), 1104-1122. doi: 10.1137/08071346X.  Google Scholar

[8]

M. Erbar, Gradient flows of the entropy for jump processes, to appear in Ann. Inst. Henri Poincaré Probab. Stat., arXiv:1204.2190, (2012). Google Scholar

[9]

M. Erbar and J. Maas, Ricci curvature of finite Markov chains via convexity of the entropy, Arch. Ration. Mech. Anal., 206 (2012), 997-1038. doi: 10.1007/s00205-012-0554-z.  Google Scholar

[10]

N. Gigli and J. Maas, Gromov-Hausdorff convergence of discrete transportation metrics, SIAM J. Math. Anal., 45 (2013), 879-899. doi: 10.1137/120886315.  Google Scholar

[11]

R. Jordan, D. Kinderlehrer and F. Otto, The variational formulation of the Fokker-Planck equation, SIAM J. Math. Anal., 29 (1998), 1-17. doi: 10.1137/S0036141096303359.  Google Scholar

[12]

J. Maas, Gradient flows of the entropy for finite Markov chains, J. Funct. Anal., 261 (2011), 2250-2292. doi: 10.1016/j.jfa.2011.06.009.  Google Scholar

[13]

R. J. McCann, A convexity principle for interacting gases, Adv. Math., 128 (1997), 153-179. doi: 10.1006/aima.1997.1634.  Google Scholar

[14]

A. Mielke, Geodesic convexity of the relative entropy in reversible Markov chains, Calc. Var. Partial Differential Equations, 48 (2013), 1-31. doi: 10.1007/s00526-012-0538-8.  Google Scholar

[15]

A. Mielke, A gradient structure for reaction-diffusion systems and for energy-drift-diffusion systems, Nonlinearity, 24 (2011), 1329-1346. doi: 10.1088/0951-7715/24/4/016.  Google Scholar

[16]

A. Mielke, Dissipative quantum mechanics using GENERIC, To appear in Proc. of the conference "Recent Trends in Dynamical Systems,'' (2013). Google Scholar

[17]

F. Otto, The geometry of dissipative evolution equations: The porous medium equation, Comm. Partial Differential Equations, 26 (2001), 101-174. doi: 10.1081/PDE-100002243.  Google Scholar

[18]

F. Otto and C. Villani, Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality, J. Funct. Anal., 173 (2000), 361-400. doi: 10.1006/jfan.1999.3557.  Google Scholar

show all references

References:
[1]

L. Ambrosio, N. Gigli and G. Savaré, "Gradient Flows in Metric Spaces and in the Space of Probability Measures," Second edition, Lectures in Mathematics ETH Zürich, Birkhäuser Verlag, Basel, 2008.  Google Scholar

[2]

L. Ambrosio, N. Gigli and G. Savaré, Metric measure spaces with Riemannian Ricci curvature bounded from below, arXiv:1109.0222, (2012). Google Scholar

[3]

J.-D. Benamou and Y. Brenier, A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem, Numer. Math., 84 (2000), 375-393. doi: 10.1007/s002110050002.  Google Scholar

[4]

H. Brézis, "Opérateurs Maximaux Monotones et Semi-Groupes de Contractions dans les Espaces de Hilbert," North-Holland Mathematics Studies, No. 5. Notas de Matemática (50), North-Holland Publishing Co., Amsterdam-London; American Elsevier Publishing Co., Inc., New York, 1973.  Google Scholar

[5]

E. Carlen and J. Maas, An analog of the 2-Wasserstein metric in non-commutative probability under which the fermionic Fokker-Planck equation is gradient flow for the entropy, to appear in Comm. Math. Phys., arXiv:1203.5377, (2012). Google Scholar

[6]

S.-N. Chow, W. Huang, Y. Li and H. Zhou, Fokker-Planck equations for a free energy functional or Markov process on a graph, Arch. Ration. Mech. Anal., 203 (2012), 969-1008. doi: 10.1007/s00205-011-0471-6.  Google Scholar

[7]

S. Daneri and G. Savaré, Eulerian calculus for the displacement convexity in the Wasserstein distance, SIAM J. Math. Anal., 40 (2008), 1104-1122. doi: 10.1137/08071346X.  Google Scholar

[8]

M. Erbar, Gradient flows of the entropy for jump processes, to appear in Ann. Inst. Henri Poincaré Probab. Stat., arXiv:1204.2190, (2012). Google Scholar

[9]

M. Erbar and J. Maas, Ricci curvature of finite Markov chains via convexity of the entropy, Arch. Ration. Mech. Anal., 206 (2012), 997-1038. doi: 10.1007/s00205-012-0554-z.  Google Scholar

[10]

N. Gigli and J. Maas, Gromov-Hausdorff convergence of discrete transportation metrics, SIAM J. Math. Anal., 45 (2013), 879-899. doi: 10.1137/120886315.  Google Scholar

[11]

R. Jordan, D. Kinderlehrer and F. Otto, The variational formulation of the Fokker-Planck equation, SIAM J. Math. Anal., 29 (1998), 1-17. doi: 10.1137/S0036141096303359.  Google Scholar

[12]

J. Maas, Gradient flows of the entropy for finite Markov chains, J. Funct. Anal., 261 (2011), 2250-2292. doi: 10.1016/j.jfa.2011.06.009.  Google Scholar

[13]

R. J. McCann, A convexity principle for interacting gases, Adv. Math., 128 (1997), 153-179. doi: 10.1006/aima.1997.1634.  Google Scholar

[14]

A. Mielke, Geodesic convexity of the relative entropy in reversible Markov chains, Calc. Var. Partial Differential Equations, 48 (2013), 1-31. doi: 10.1007/s00526-012-0538-8.  Google Scholar

[15]

A. Mielke, A gradient structure for reaction-diffusion systems and for energy-drift-diffusion systems, Nonlinearity, 24 (2011), 1329-1346. doi: 10.1088/0951-7715/24/4/016.  Google Scholar

[16]

A. Mielke, Dissipative quantum mechanics using GENERIC, To appear in Proc. of the conference "Recent Trends in Dynamical Systems,'' (2013). Google Scholar

[17]

F. Otto, The geometry of dissipative evolution equations: The porous medium equation, Comm. Partial Differential Equations, 26 (2001), 101-174. doi: 10.1081/PDE-100002243.  Google Scholar

[18]

F. Otto and C. Villani, Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality, J. Funct. Anal., 173 (2000), 361-400. doi: 10.1006/jfan.1999.3557.  Google Scholar

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