Monge-Kantorovich distance for PDEs: the coupling method
Abstract
We informally review a few PDEs for which the Monge-Kantorovich distance between pairs of solutions, possibly with some judicious cost function, decays: heat equation, Fokker-Planck equation, heat equation with varying coefficients, fractional heat equation with varying coefficients, homogeneous Boltzmann equation for Maxwell molecules, and some nonlinear integro-differential equations arising in neurosciences. We always use the same method, that consists in building a coupling between two solutions. This amounts to solve a well-chosen PDE posed on the Euclidian square of the physical space, i.e. doubling the variables. Finally, although the above method fails, we recall a simple idea to treat the case of the porous media equation. We also introduce another method based on the dual Monge-Kantorovich problem.
Cite
@article{arxiv.1903.11349,
title = {Monge-Kantorovich distance for PDEs: the coupling method},
author = {Nicolas Fournier and Benoît Perthame},
journal= {arXiv preprint arXiv:1903.11349},
year = {2025}
}