The Wasserstein Gradient Flow of the Fisher Information and the Quantum Drift-diffusion Equation

被引:0
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作者
Ugo Gianazza
Giuseppe Savaré
Giuseppe Toscani
机构
[1] Universita di Pavia,Dipartimento di Matematica “F. Casorati”
关键词
Fisher Information; Lower Semicontinuity; Relative Entropy; Planck Equation; Logarithmic Sobolev Inequality;
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摘要
We prove the global existence of non-negative variational solutions to the “drift diffusion” evolution equation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\partial_t} u+ div \left(u{\mathrm{D}}\left(2 \frac{\Delta \sqrt u}{\sqrt u}-{f}\right)\right)=0}$$\end{document} under variational boundary condition. Despite the lack of a maximum principle for fourth order equations, non-negative solutions can be obtained as a limit of a variational approximation scheme by exploiting the particular structure of this equation, which is the gradient flow of the (perturbed) Fisher information functional \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\fancyscript F^f(u):=\frac 12\int \left|{\mathrm{D}} \log u\right|^2 {u} dx+\int fu dx}$$\end{document} with respect to the Kantorovich–Rubinstein–Wasserstein distance between probability measures. We also study long-time behavior of the solutions, proving their exponential decay to the equilibrium state g = e−V characterized by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${-\Delta V+\frac12 \left|{\mathrm{D}} V\right|^2=f,\quad \int {\rm e}^{-V} dx=\int u_{0}dx,}$$\end{document} when the potential V is uniformly convex: in this case the functional \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\fancyscript F^f}$$\end{document} coincides with the relative Fisher information\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\fancyscript F^f(u)=\frac12\fancyscript I(u|g)= \int \left|{\mathrm{D}}\log(u/g)\right|^2u dx}$$\end{document}.
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页码:133 / 220
页数:87
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