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E-raamat: Gradient Flows: In Metric Spaces and in the Space of Probability Measures

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This book is devoted to a theory of gradient flows in spaces which are not necessarily endowed with a natural linear or differentiable structure. It consists of two parts, the first one concerning gradient flows in metric spaces and the second one devoted to gradient flows in the space of probability measures on a separable Hilbert space, endowed with the Kantorovich-Rubinstein-Wasserstein distance. The two parts have some connections, due to the fact that the space of probability measures provides an important model to which the "metric" theory applies, but the book is conceived in such a way that the two parts can be read independently, the first one by the reader more interested in non-smooth analysis and analysis in metric spaces, and the second one by the reader more orientated towards the applications in partial differential equations, measure theory and probability.
Introduction 1(17)
Notation 18(3)
I Gradient Flow in Metric Spaces 21(82)
1 Curves and Gradients in Metric Spaces
23(16)
1.1 Absolutely continuous curves and metric derivative
23(3)
1.2 Upper gradients
26(4)
1.3 Curves of maximal slope
30(2)
1.4 Curves of maximal slope in Hilbert and Banach spaces
32(7)
2 Existence of Curves of Maximal Slope and their Variational Approximation
39(20)
2.1 Main topological assumptions
42(2)
2.2 Solvability of the discrete problem and compactness of discrete trajectories
44(1)
2.3 Generalized minimizing movements and curves of maximal slope
45(4)
2.4 The (geodesically) convex case
49(10)
3 Proofs of the Convergence Theorems
59(16)
3.1 Moreau-Yosida approximation
59(7)
3.2 A priori estimates for the discrete solutions
66(3)
3.3 A compactness argument
69(2)
3.4 Conclusion of the proofs of the convergence theorems
71(4)
4 Uniqueness, Generation of Contraction Semigroups, Error Estimates
75(28)
4.1 Cauchy-type estimates for discrete solutions
82(7)
4.1.1 Discrete variational inequalities
82(2)
4.1.2 Piecewise affine interpolation and comparison results
84(5)
4.2 Convergence of discrete solutions
89(4)
4.2.1 Convergence when the initial datum u0 E D(φ)
89(3)
4.2.2 Convergence when the initial datum u0 E D(φ)
92(1)
4.3 Regularizing effect, uniqueness and the semigroup property
93(4)
4.4 Optimal error estimates
97(8)
4.4.1 The case λ = 0
97(2)
4.4.2 The case λ not = 0
99(4)
II Gradient Flow in the Space of Probability Measures 103(218)
5 Preliminary Results on Measure Theory
105(28)
5.1 Narrow convergence, tightness, and uniform integrability
106(12)
5.1.1 Unbounded and 1.s.c. integrands
109(4)
5.1.2 Hilbert spaces and weak topologies
113(5)
5.2 Transport of measures
118(3)
5.3 Measure-valued maps and disintegration theorem
121(3)
5.4 Convergence of plans and convergence of maps
124(4)
5.5 Approximate differentiability and area formula in Euclidean spaces
128(5)
6 The Optimal Transportation Problem
133(18)
6.1 Optimality conditions
135(4)
6.2 Optimal transport maps and their regularity
139(12)
6.2.1 Approximate differentiability of the optimal transport map
142(4)
6.2.2 The infinite dimensional case
146(2)
6.2.3 The quadratic case p = 2
148(3)
7 The Wasserstein Distance and its Behaviour along Geodesics
151(16)
7.1 The Wasserstein distance
151(7)
7.2 Interpolation and geodesics
158(2)
7.3 The curvature properties of P2(X)
160(7)
8 A.C. Curves in Pp(X) and the Continuity Equation
167(34)
8.1 The continuity equation in Rd
169(9)
8.2 A probabilistic representation of solutions of the continuity equation
178(4)
8.3 Absolutely continuous curves in Pp(X)
182(7)
8.4 The tangent bundle to Pp(X)
189(5)
8.5 Tangent space and optimal maps
194(7)
9 Convex Functionals in Pp(X)
201(26)
9.1 λ-geodesically convex functionals in Pp(X)
202(3)
9.2 Convexity along generalized geodesics
205(4)
9.3 Examples of convex functionals in Pp(X)
209(6)
9.4 Relative entropy and convex functionals of measures
215(12)
9.4.1 Log-concavity and displacement convexity
220(7)
10 Metric Slope and Subdifferential Calculus in Pp(X)
227(52)
10.1 Subdifferential calculus in Pr2(X): the regular case
229(5)
10.1.1 The case of λ-convex functionals along geodesics
231(1)
10.1.2 Regular functionals
232(2)
10.2 Differentiability properties of the p-Wasserstein distance
234(6)
10.3 Subdifferential calculus in &Pp(X): the general case
240(14)
10.3.1 The case of λ-convex functionals along geodesics
244(2)
10.3.2 Regular functionals
246(8)
10.4 Example of subdifferentials
254(25)
10.4.1 Variational integrals: the smooth case
254(1)
10.4.2 The potential energy
255(2)
10.4.3 The internal energy
257(8)
10.4.4 The relative internal energy
265(2)
10.4.5 The interaction energy
267(2)
10.4.6 The opposite Wasserstein distance
269(3)
10.4.7 The sum of internal, potential and interaction energy
272(4)
10.4.8 Relative entropy and Fisher information in infinite dimensions
276(3)
11 Gradient Flows and Curves of Maximal Slope in Pp(X)
279(28)
11.1 The gradient flow equation and its metric formulations
280(15)
11.1.1 Gradient flows and curves of maximal slope
283(1)
11.1.2 Gradient flows for λ-convex functionals
284(2)
11.1.3 The convergence of the "Minimizing Movement" scheme
286(9)
11.2 Gradient flows in Pp2(X) for λ-convex functionals along generalized geodesics
295(9)
11.2.1 Applications to Evolution PDE's
298(6)
11.3 Gradient flows in Pp(X) for regular functionals
304(3)
12 Appendix
307(14)
12.1 Caratheodory and normal integrands
307(1)
12.2 Weak convergence of plans and disintegrations
308(2)
12.3 PC metric spaces and their geometric tangent cone
310(4)
12.4 The geometric tangent spaces in P2(X)
314(7)
Bibliography 321(10)
Index 331