On a Nonlinear,Nonlocal Parabolic Problem with Conservation of Mass,Mean and Variance

In this paper we prove that the steepest descent of certain porous-medium type functionals with respect to the quadratic Wasserstein distance over a constrained (but not weakly closed) manifold gives rise to a nonlinear, nonlocal parabolic partial differential equation connected to the study of the asymptotic behavior of solutions for filtration problems. The result by Carlen and Gangbo on constrained optimization for steepest descent of the negative Boltzmann entropy in the Wasserstein space is generalized to porous-medium type functionals. An interesting feature of the resulting Fokker-Planck equation is the nonlocality of its drift term occurring at the same time as its nonlinearity.     

On the Semi-geostrophic System in Physical Space with General Initial Data

Archive for Rational Mechanics and Analysis - In order to accommodate general initial data, an appropriately relaxed notion of renormalized Lagrangian solutions for the Semi-Geostrophic system in...     

On the Jordan–Kinderlehrer–Otto variational scheme and constrained optimization in the Wasserstein metric

We prove the monotonicity of the second-order moments of the discrete approximations to the heat equation arising from the Jordan–Kinderlehrer–Otto (JKO) variational scheme. This issue appears in the study of constrained optimization in the 2-Wasserstein metric performed by Carlen and Gangbo for the kinetic Fokker–Planck equation. As an alternative to their duality method, we provide the details of a direct approach, via Lagrange multipliers. Estimates for the fourth-order moments in the constrained case, which are essential to the subsequent alternate analysis, are also obtained. Partial support provided by NSF grant DMS 0305794.     

Euler–Poisson Systems as Action-Minimizing Paths in the Wasserstein Space

This paper uses a variational approach to establish existence of solutions (σ _t , v _t ) for the 1-d Euler–Poisson system by minimizing an action. We assume that the initial and terminal points σ ₀, σ _T are prescribed in , the set of Borel probability measures on the real line, of finite second-order moments. We show existence of a unique minimizer of the action when the time interval [0,T] satisfies T < π. These solutions conserve the Hamiltonian and they yield a path t → σ _t in . When σ _t  = δ _y(t) is a Dirac mass, the Euler–Poisson system reduces to . The kinetic version of the Euler–Poisson, that is the Vlasov–Poisson system was studied in Ambrosio and Gangbo (Comm Pure Appl Math, to appear) as a Hamiltonian system. WG gratefully acknowledges the support provided by NSF grants DMS-02-00267, DMS-03-54729 and DMS-06-00791. TN gratefully acknowledges the postdoctoral support provided by NSF grants DMS-03- 54729 and the School of Mathematics. AT gratefully acknowledges the support provided by the School of Mathematics.     

Weak KAM Theory on the Wasserstein Torus with Multidimensional Underlying Space

The study of asymptotic behavior of minimizing trajectories on the Wasserstein space ��(��^d) has so far been limited to the case d = 1 as all prior studies heavily relied on the isometric identification of ��(��) with a subset of the Hilbert space L²(0,1). There is no known analogue isometric identification when d > 1. In this article we propose a new approach, intrinsic to the Wasserstein space, which allows us to prove a weak KAM theorem on ��(��^d), the space of probability measures on the torus, for any d ≥ 1. This space is analyzed in detail, facilitating the study of the asymptotic behavior/invariant measures associated with minimizing trajectories of a class of Lagrangians of practical importance. © 2014 Wiley Periodicals, Inc.     

Wasserstein kernels for one-dimensional diffusion problems

We treat the evolution as a gradient flow with respect to the Wasserstein distance on a special manifold and construct the weak solution for the initial-value problem by using a time-discretized implicit scheme. The concept of Wasserstein kernel associated with one-dimensional diffusion problems with Neumann boundary conditions is introduced. On the basis of this, features of the initial data are shown to propagate to the weak solution at almost all time levels, whereas, in a case of interest, these features even help with obtaining the weak solution. Numerical simulations support our theoretical results.     

Lagrangian dynamics on an infinite-dimensional torus; a Weak KAM theorem

The space L²(0,1) has a natural Riemannian structure on the basis of which we introduce an L²(0,1)-infinite-dimensional torus T. For a class of Hamiltonians defined on its cotangent bundle we establish existence of a viscosity solution for the cell problem on T or, equivalently, we prove a Weak KAM theorem. As an application, we obtain existence of absolute action-minimizing solutions of prescribed rotation number for the one-dimensional nonlinear Vlasov system with periodic potential.     

Lubrication Approximation for Thin Viscous Films: Asymptotic Behavior of Nonnegative Solutions

We use standard regularized equations and adapted entropy functionals to prove exponential asymptotic decay in the H ¹ norm for nonnegative weak solutions of fourth-order nonlinear degenerate parabolic equations of lubrication approximation for thin viscous film type. The weak solutions considered arise as limits of solutions for the regularized problems. Relaxed problems, with second-order nonlinear terms of porous media type are also successfully treated by the same means. The problems investigated here are one-dimensional in space, with power-law nonlinearities. Our approach is direct and natural, as it is adapted to deal with the more complex nonlinear terms occurring in the regularized, approximating problems.     

Chemical reaction-diffusion networks: convergence of the method of lines

We show that solutions of the chemical reaction-diffusion system associated to \(A+B\rightleftharpoons C\) in one spatial dimension can be approximated in \(L^2\) on any finite time interval by solutions of a space discretized ODE system which models the corresponding chemical reaction system replicated in the discretization subdomains where the concentrations are assumed spatially constant. Same-species reactions through the virtual boundaries of adjacent subdomains lead to diffusion in the vanishing limit. We show convergence of our numerical scheme by way of a consistency estimate, with features generalizable to reaction networks other than the one considered here, and to multiple space dimensions. In particular, the connection with the class of complex-balanced systems is briefly discussed here, and will be considered in future work.