Curves of maximal slope are a reference gradient-evolution notion in metric spaces and arise as variational formulation of a vast class of nonlinear diffusion equations. Existence theories for curves of maximal slope are often based on minimizing-movements schemes, most notably on the Euler scheme. We present here an alternative minimizing-movements approach, yielding more regular discretizations, serving as a-posteriori convergence estimator, and allowing for a simple convergence proof.
Keywords: Curves of maximal slope, minimizing movements, generalized geodesic convexity, nonlinear diffusion, Wasser stein spaces
@article{COCV_2022__28_1_A59_0,
author = {Stefanelli, Ulisse},
title = {A new minimizing-movements scheme for curves of maximal slope},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
year = {2022},
publisher = {EDP-Sciences},
volume = {28},
doi = {10.1051/cocv/2022028},
mrnumber = {4469490},
zbl = {07574255},
language = {en},
url = {https://www.numdam.org/articles/10.1051/cocv/2022028/}
}
TY - JOUR AU - Stefanelli, Ulisse TI - A new minimizing-movements scheme for curves of maximal slope JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2022 VL - 28 PB - EDP-Sciences UR - https://www.numdam.org/articles/10.1051/cocv/2022028/ DO - 10.1051/cocv/2022028 LA - en ID - COCV_2022__28_1_A59_0 ER -
%0 Journal Article %A Stefanelli, Ulisse %T A new minimizing-movements scheme for curves of maximal slope %J ESAIM: Control, Optimisation and Calculus of Variations %D 2022 %V 28 %I EDP-Sciences %U https://www.numdam.org/articles/10.1051/cocv/2022028/ %R 10.1051/cocv/2022028 %G en %F COCV_2022__28_1_A59_0
Stefanelli, Ulisse. A new minimizing-movements scheme for curves of maximal slope. ESAIM: Control, Optimisation and Calculus of Variations, Tome 28 (2022), article no. 59. doi: 10.1051/cocv/2022028
[1] , Asymptotic behavior for doubly degenerate parabolic equations. C. R. Math. Acad. Sci. Paris 337 (2003) 331–336. | MR | Zbl | Numdam | DOI
[2] , Existence of solutions to degenerate parabolic equations via the Monge-Kantorovich theory. Adv. Differ. Equ. 10 (2005) 309–360. | MR | Zbl
[3] , A theorem on triangles in a metric space and some applications. Trudy Math. Inst. Steklov 38 (1951) 5–23. | MR | Zbl
[4] , , and , A second-order gradient-like dissipative dynamical system with Hessian-driven damping. Application to optimization and mechanics. J. Math. Pures Appl. (9) 81 (2002) 747–779. | MR | Zbl | DOI
[5] , Minimizing movements. Rend. Accad. Naz. Sci. XL Mem. Mat. Appl. (5), 19 (1995) 191–246. | MR | Zbl
[6] , and , Gradient flows in metric spaces and in the space of probability measures, second ed., Birkhäuser Verlag, Basel (2008). | MR | Zbl
[7] , Averaged norms. Israel J. Math. 5 (1967) 227–233. | MR | Zbl | DOI
[8] , Topics in the theory of convex functions. In Theory and Applications of Monotone Operators (Proc. NATO Advanced Study Inst., Venice, 1968). Oderisi, Gubbio (1969), pp. 1–33. | MR | Zbl
[9] and . Asymptotic stabilization of inertial gradient dynamics with time dependent viscosity. J. Differ. Equ. 263 (2017) 5412–5458. | MR | Zbl | DOI
[10] , , and . Fast convergence of inertial dynamics and algorithms with asymptotic vanishing viscosity. Math. Program. Ser. B 168 (2018) 123–175. | MR | Zbl | DOI
[11] , and . Fast convex optimization via inertial dynamics with Hessian driven damping. J. Differ. Equ. 261 (2016) 5734–5783. | MR | Zbl | DOI
[12] and , Stochastic Runge-Kutta methods and adaptive SGD-G2 stochastic gradient descent. Preprint (2020). | arXiv
[13] , and , An existence result and evolutionary -convergence for perturbed gradient systems. J. Evol. Equ. 19 (2019) 479–522. | MR | Zbl | DOI
[14] and , Convex analysis and monotone operator theory in Hilbert spaces. CMS Books in Mathematics/Ouvrages de Mathématiques de la SMC. Springer, New York (2011). | MR | Zbl
[15] and , Convex analysis and monotone operator theory in Hilbert spaces. Second edition. CMS Books in Mathematics/Ouvrages de Mathéematiques de la SMC. Springer, Cham (2017). | MR | Zbl
[16] , Convex optimization algorithms. Athena Scientific, Belmont, MA (2015). | MR | Zbl
[17] , and , Approaching nonsmooth nonconvex minimization through second order proximalgradient dynamical systems. J. Evol. Equ. 18 (2018) 1291–1318. | MR | Zbl | DOI
[18] and , A second-order dynamical system with Hessian-driven damping and penalty term associated to variational inequalities. Optimization 68 (2019) 1265–1277. | MR | Zbl | DOI
[19] , Opérateurs maximaux monotones et semi-groupes de contractions dans les espaces de Hilbert. Number 5 in North Holland Math. Studies. North-Holland, Amsterdam (1973). | MR | Zbl
[20] , and , On the long time behavior of second order differential equations with asymptotically small dissipation. Trans. Am. Math. Soc. 361 (2009) 5983–6017. | MR | Zbl | DOI
[21] , and , Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates. Rev. Mat. Iberoamericana 19 (2003) 971–1018. | MR | Zbl | DOI
[22] , and , Contractions in the 2-Wasserstein length space and thermalization of granular media. Arch. Ration. Mech. Anal. 179 (2006) 217–263. | MR | Zbl | DOI
[23] , Differentiability of Lipschitz functions on metric measure spaces. Geom. Funct. Anal. 9 (1999) 428–517. | MR | Zbl | DOI
[24] and , Some remarks on the equivalence between metric formulations of gradient flows. Boll. Unione Mat. Ital. (9) 3 (2010) 583–588. | MR | Zbl
[25] and , A Crandall-Liggett approach to gradient flows in metric spaces. J. Abstr. Differ. Equ. Appl. 1 (2010) 46–60. | MR | Zbl
[26] and , A Trotter product formula for gradient flows in metric spaces. J. Evol. Equ. 11 (2011) 405–427. | MR | Zbl | DOI
[27] , New problems on minimizing movements. In: Boundary value problems for PDE and applications, edited by and . Masson, Paris (1993), pp. 81–98. | MR | Zbl
[28] , and , Problems of evolution in metric spaces and maximal decreasing curve. Atti Accad. Naz. Lincei Rend. Cl. Sci. Fis. Mat. Natur. (8) 68 (1980) 180–187. | MR | Zbl
[29] , and , GENERIC formalism of a Vlasov–Fokker–Planck equation and connection to large-deviation principles. Nonlinearity 26 (2013) 2951–2971. | MR | Zbl | DOI
[30] , -convergence and relaxations for gradient flows in metric spaces: a minimizing movement approach. ESAIM: COCV 25 (2019) Paper No. 28, 29 pp. | MR | Zbl | Numdam
[31] , and , Geometric Numerical Integration, second edition. Springer, Berlin (2006). | MR | Zbl
[32] , and , The variational formulation of the Fokker-Planck equation. SIAM J. Math. Anal. 29 (1998) 1–17. | MR | Zbl | DOI
[33] , Nonpositive curvature: geometric and analytic aspects. Lectures in Mathematics ETH Zuärich. Birkhäauser Verlag, Basel (1997). | MR | Zbl
[34] , and , Two structure-preserving time discretizations for gradient flows. Appl. Math. Optim. 80 (2020) 733–764. | MR | Zbl | DOI
[35] and , Second-order in time schemes for gradient flows in Wasserstein and geodesic metric spaces. C. R. Math. Acad. Sci. Paris 355 (2017) 345–353. | MR | Zbl | Numdam | DOI
[36] and , A variational formulation of the BDF2 method for metric gradient flows. ESAIM: Math. Model. Numer. Anal. 53 (2019) 145–172. | MR | Zbl | Numdam | DOI
[37] , and , BV solutions and viscosity approximations of rate-independent systems. ESAIM: COCV 18 (2012) 36–80. | MR | Zbl | Numdam
[38] and , Gradient flows and evolution variational inequalities in metric spaces. I: Structural properties. J. Funct. Anal. 278 (2020) 108347, 67 pp. | MR | Zbl | DOI
[39] , A method for solving the convex programming problem with convergence rate . Dokl. Akad. Nauk SSSR 269 (1983) 543–547. | MR | Zbl
[40] , Gradient flows on Wasserstein spaces over compact Alexandrov spaces. Am. J. Math. 131 (2009) 475–516. | MR | Zbl | DOI
[41] , The geometry of dissipative evolution equations: the porous medium equation. Comm. Partial Differ. Equ. 26 (2001) 101–174. | MR | Zbl | DOI
[42] and , Penalization via global functionals of optimal-control problems for dissipative evolution. Adv. Math. Sci. Appl. 28 (2019) 425–447. | MR | Zbl
[43] , and , Stability results for doubly nonlinear differential inclusions by variational convergence. SIAM J. Control Optim. 52 (2014) 1071–1107. | Zbl | MR | DOI
[44] , Convex analysis. Princeton University Press (1970). | MR | Zbl | DOI
[45] , and , A metric approach to a class of doubly nonlinear evolution equations and applications. Ann. Sc. Norm. Super. Pisa Cl. Sci. (5) 7 (2008) 97–169. | MR | Zbl | Numdam
[46] , and , Global attractors for gradient flows in metric spaces. J. Math. Pures Appl. 95 (2011) 204–244. | MR | Zbl | DOI
[47] , On Borel measurability of orbits. Fund. Math. 56 (1964) 129–130. | MR | Zbl | DOI
[48] , (Euclidean, metric, and Wasserstein) gradient flows: an overview. Bull. Math. Sci. 7 (2017) 87–154. | MR | Zbl | DOI
[49] , , and , Understanding the acceleration phenomenon via high-resolution differential equations. Math. Program. (2021). | DOI | MR | Zbl
[50] , Perturbations of minimizing movements and curves of maximal slope. Netw. Heterog. Media 13 (2018) 423–448. | MR | Zbl | DOI
[51] , Survey of measurable selection theorems. SIAM J. Control Optim. 15 (1977) 859–903. | MR | Zbl | DOI
Cité par Sources :





