A JKO SPLITTING SCHEME FOR KANTOROVICH-FISHER-RAO GRADIENT FLOWS

Thomas Gallouët (1) , Leonard Monsaingeon (2, 3)

1 CMLS - Centre de Mathématiques Laurent Schwartz
2 CAMGSD - Center for Mathematical Analysis, Geometry and Dynamical Systems
3 Université de Lisbonne

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.

Mots clés: Gradient flows; Hellinger-Kantorovich; Unbalanced Optimal transport; Wasserstein-Fisher-Rao; JKO scheme

Domaines: Equations aux dérivées partielles [math.AP]

Thomas Gallouët, Leonard Monsaingeon. A JKO SPLITTING SCHEME FOR KANTOROVICH-FISHER-RAO GRADIENT FLOWS. SIAM Journal on Mathematical Analysis, 2017, 49(2). ⟨hal-01273849v2⟩