English

Wasserstein Gradient Flows of the Discrepancy with Distance Kernel on the Line

Optimization and Control 2024-08-13 v1 Numerical Analysis Numerical Analysis Probability

Abstract

This paper provides results on Wasserstein gradient flows between measures on the real line. Utilizing the isometric embedding of the Wasserstein space P2(R)\mathcal P_2(\mathbb R) into the Hilbert space L2((0,1))L_2((0,1)), Wasserstein gradient flows of functionals on P2(R)\mathcal P_2(\mathbb R) can be characterized as subgradient flows of associated functionals on L2((0,1))L_2((0,1)). For the maximum mean discrepancy functional Fν:=DK2(,ν)\mathcal F_\nu := \mathcal D^2_K(\cdot, \nu) with the non-smooth negative distance kernel K(x,y)=xyK(x,y) = -|x-y|, we deduce a formula for the associated functional. This functional appears to be convex, and we show that Fν\mathcal F_\nu is convex along (generalized) geodesics. For the Dirac measure ν=δq\nu = \delta_q, qRq \in \mathbb R as end point of the flow, this enables us to determine the Wasserstein gradient flows analytically. Various examples of Wasserstein gradient flows are given for illustration.

Keywords

Cite

@article{arxiv.2301.04441,
  title  = {Wasserstein Gradient Flows of the Discrepancy with Distance Kernel on the Line},
  author = {Johannes Hertrich and Robert Beinert and Manuel Gräf and Gabriele Steidl},
  journal= {arXiv preprint arXiv:2301.04441},
  year   = {2024}
}

Comments

arXiv admin note: text overlap with arXiv:2211.01804

R2 v1 2026-06-28T08:09:17.144Z