An unbalanced optimal transport splitting scheme for general advection-reaction-diffusion problems
ESAIM: Control, Optimisation and Calculus of Variations, Tome 25 (2019), article no. 8.

Voir la notice de l'article provenant de la source Numdam

In this paper, we show that unbalanced optimal transport provides a convenient framework to handle reaction and diffusion processes in a unified metric setting. We use a constructive method, alternating minimizing movements for the Wasserstein distance and for the Fisher-Rao distance, and prove existence of weak solutions for general scalar reaction-diffusion-advection equations. We extend the approach to systems of multiple interacting species, and also consider an application to a very degenerate diffusion problem involving a Gamma-limit. Moreover, some numerical simulations are included.

DOI : 10.1051/cocv/2018001
Classification : 35K15, 35K57, 35K65, 47J30
Keywords: Unbalanced optimal transport, Wasserstein-Fisher-Rao, Hellinger-Kantorovich, JKO scheme, reaction-diffusion-advection equations

Gallouët, Thomas 1 ; Laborde, Maxime 1 ; Monsaingeon, Léonard 1

1
@article{COCV_2019__25__A8_0,
     author = {Gallou\"et, Thomas and Laborde, Maxime and Monsaingeon, L\'eonard},
     title = {An unbalanced optimal transport splitting scheme for general advection-reaction-diffusion problems},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     publisher = {EDP-Sciences},
     volume = {25},
     year = {2019},
     doi = {10.1051/cocv/2018001},
     zbl = {1444.35090},
     mrnumber = {3943365},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/cocv/2018001/}
}
TY  - JOUR
AU  - Gallouët, Thomas
AU  - Laborde, Maxime
AU  - Monsaingeon, Léonard
TI  - An unbalanced optimal transport splitting scheme for general advection-reaction-diffusion problems
JO  - ESAIM: Control, Optimisation and Calculus of Variations
PY  - 2019
VL  - 25
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/cocv/2018001/
DO  - 10.1051/cocv/2018001
LA  - en
ID  - COCV_2019__25__A8_0
ER  - 
%0 Journal Article
%A Gallouët, Thomas
%A Laborde, Maxime
%A Monsaingeon, Léonard
%T An unbalanced optimal transport splitting scheme for general advection-reaction-diffusion problems
%J ESAIM: Control, Optimisation and Calculus of Variations
%D 2019
%V 25
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/cocv/2018001/
%R 10.1051/cocv/2018001
%G en
%F COCV_2019__25__A8_0
Gallouët, Thomas; Laborde, Maxime; Monsaingeon, Léonard. An unbalanced optimal transport splitting scheme for general advection-reaction-diffusion problems. ESAIM: Control, Optimisation and Calculus of Variations, Tome 25 (2019), article no. 8. doi : 10.1051/cocv/2018001. http://geodesic.mathdoc.fr/articles/10.1051/cocv/2018001/

[1] M. Agueh, Existence of solutions to degenerate parabolic equations via the Monge-Kantorovich theory. Adv. Differ. Equ. 10 (2005) 309–360. | Zbl | MR

[2] D. Alexander, I. Kim and Y. Yao, Quasi-static evolution and congested crowd transport. Nonlinearity 27 (2014) 823. | Zbl | MR | DOI

[3] L. Ambrosio, N. Fusco and D. Pallara, Functions of Bounded Variation and Free Discontinuity Problems. Oxford Mathematical Monographs. The Clarendon Press, Oxford University Press, New York (2000). | Zbl | MR

[4] L. Ambrosio, N. Gigli and G. Savaré, Gradient Flows in Metric Spaces and in the Space of Probability Measures. Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, Basel (2005). | Zbl | MR

[5] J.-D. Benamou and Y. Brenier, A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem. Numer. Math. 84 2000 375–393. | Zbl | MR | DOI

[6] J.-D. Benamou, G. Carlier and M. Laborde, An augmented Lagrangian approach to Wasserstein gradient flows and applications. ESAIM: PROCs. 54 (2016) 1–17. | Zbl | MR | DOI

[7] A. Braides. Γ-Convergence for Beginners. Vol. 22 of Oxford Lecture Series in Mathematics and its Applications. Oxford University Press, Oxford (2002). | Zbl | MR

[8] G. Carlier and M. Laborde, A splitting method for nonlinear diffusions with nonlocal, nonpotential drifts. Nonlinear Anal.: Theory Methods Appl. 150 (2017) 1–18. | Zbl | MR | DOI

[9] J. A. Carrillo, M. Difrancesco, A. Figalli, T. Laurent and D. Slepčev, Global-in-time weak measure solutions and finite-time aggregation for nonlocal interaction equations. Duke Math. J. 156 (2011) 229–271. | Zbl | MR | DOI

[10] L. Chizat and S. Di Marino, A Tumor Growth Model of Hele-Shaw Type as a Gradient Flow. Preprint (2017). | arXiv | MR

[11] L. Chizat, G. Peyré, B. Schmitzer and F.-X. Vialard, An Interpolating Distance Between Optimal Transport and Fischer-Rao. Preprint (2015). | arXiv | MR

[12] L. Chizat, G. Peyré, B. Schmitzer and F.-X. Vialard, Unbalanced Optimal Transport: Geometry and Kantorovich Formulation. Preprint (2015). | arXiv | MR

[13] L. Chizat, G. Peyré, B. Schmitzer and F.-X. Vialard, Scaling Algorithms for Unbalanced Transport Problems. Preprint (2016). | arXiv | MR

[14] G. De Philippis, A.R. Mészáros, F. Santambrogio and B. Velichkov, BV estimates in optimal transportation and applications. Arch. Ration. Mech. Anal. 219 (2016) 829–860. | Zbl | MR | DOI

[15] M. Di Francesco and S. Fagioli, Measure solutions for non-local interaction PDEs with two species. Nonlinearity 26 (2013) 2777–2808. | Zbl | MR | DOI

[16] A. Figalli and N. Gigli, A new transportation distance between non-negative measures, with applications to gradients flows with dirichlet boundary conditions. J. Math. Pures Appl. 94 (2010) 107–130. | Zbl | MR | DOI

[17] F. Fleißner, Gamma-Convergence and Relaxations for Gradient Flows in Metric Spaces: A Minimizing Movement Approach. Preprint (2016). | arXiv | MR

[18] T. Gallouët and L. Monsaingeon, A JKO Splitting Scheme for Kantorovich-Fischer-Rao Gradient Flows. Preprint (2016). | arXiv | MR

[19] W. Gangbo and R.J. Mccann, The geometry of optimal transportation. Acta Math. 177 (1996) 113–161. | Zbl | MR | DOI

[20] R. Jordan, D. Kinderlehrer and F. Otto, The variational formulation of the Fokker-Planck equation. SIAM J. Math. Anal. 29 (1998) 1–17. | Zbl | MR | DOI

[21] D. Kinderlehrer, L. Monsaingeon and X. Xu, A Wasserstein Gradient Flow Approach to Poisson-Nernst-Planck Equations. Preprint (2015). | arXiv | MR | mathdoc-id

[22] S. Kondratyev, L. Monsaingeon and D. Vorotnikov, A New Optimal Transport Distance on the Space of Finite Radon Measures. Preprint (2015). | arXiv | MR

[23] S. Kondratyev, L. Monsaingeon and D. Vorotnikov, A fitness-driven cross-diffusion system from population dynamics as a gradient flow. J. Differ. Equ. 261 (2016) 2784–2808. | Zbl | MR | DOI

[24] M. Laborde, On Some Non linear Evolution Systems Which Are Perturbations of Wasserstein Gradient Flows. Radon Ser. Comput. Appl. Math. (2015). | MR

[25] M. Liero and A. Mielke, Gradient structures and geodesic convexity for reaction–diffusion systems. Philos. Trans. R. Soc. A 371 (2013) 20120346. | Zbl | MR | DOI

[26] M. Liero, A. Mielke and G. Savaré, Optimal Entropy-Transport Problems and a New Hellinger-Kantorovich Distance Between Positive Measures. Invent. Math. 211 (2018) 969–1117. | Zbl | MR | DOI

[27] M. Liero, A. Mielke and G. Savaré, Optimal Transport in Competition with Reaction: The Hellinger-Kantorovich Distance and Geodesic Curves. SIAM J. Math. Anal. 48 (2016) 2869–2911. | Zbl | MR | DOI

[28] S. Lisini, D. Matthes and G. Savaré, Cahn-Hilliard and thin film equations with nonlinear mobility as gradient flows in weighted-Wasserstein metrics. J. Differ. Equ. 253 (2012) 814–850. | Zbl | MR | DOI

[29] D. Matthes, R.J. Mccann and G. Savaré, A family of nonlinear fourth order equations of gradient flow type. Commun. Partial Diff. Equ. 34 (2009) 1352–1397. | Zbl | MR | DOI

[30] B. Maury, A. Roudneff-Chupin, F. Santambrogio and J. Venel, Handling congestion in crowd motion modeling. Netw. Heterog. Media 6 (2011) 485–519. | Zbl | MR | DOI

[31] J.D. Murray, Mathematical Biology II. Spatial Models and Biomedical Applications, 3rd edn. Vol. 18 of Interdisciplinary Applied Mathematics. Springer-Verlag, New York (2003). | Zbl | MR | DOI

[32] F. Otto, Double Degenerate Diffusion Equations as Steepest Descent (1996).

[33] F. Otto, Dynamics of labyrinthine pattern formation in magnetic fluids: A mean-field theory. Arch. Ration. Mech. Anal. 141 (1998) 63–103. | Zbl | MR | DOI

[34] F. Otto, The geometry of dissipative evolution equations: the porous medium equation. Commun. Partial Differ. Equ. 26 (2001) 101–174. | Zbl | MR | DOI

[35] B. Perthame, Transport Equations in Biology. Frontiers in Mathematics. Birkhäuser Verlag, Basel (2007). | Zbl | MR | DOI

[36] B. Perthame, F. Quirós and J.L. Vázquez, The Hele-Shaw asymptotics for mechanical models of tumor growth. Arch. Ration. Mech. Anal. 212 (2014) 93–127. | Zbl | MR | DOI

[37] B. Perthame, M. Tang and N. Vauchelet, Traveling wave solution of the Hele-Shaw model of tumor growth with nutrient. Math. Models Methods Appl. Sci. 24 (2014) 2601–2626. | Zbl | MR | DOI

[38] L. Petrelli and A. Tudorascu, Variational principle for general diffusion problems. Appl. Math. Optim. 50 (2004) 229–257. | Zbl | MR | DOI

[39] B. Piccoli and F. Rossi, Generalized Wasserstein distance and its application to transport equations with source. Arch. Ration. Mech. Anal. 211 (2014) 335–358. | Zbl | MR | DOI

[40] M. Pierre, Global existence in reaction-diffusion systems with control of mass: a survey. Milan J. Math. 78 (2010) 417–455. | Zbl | MR | DOI

[41] R. Rossi and G. Savaré, Tightness, integral equicontinuity and compactness for evolution problems in Banach spaces. Ann. Sc. Norm. Super. Pisa Cl. Sci. 2 (2003) 395–431. | Zbl | MR | mathdoc-id

[42] E. Sandier and S. Serfaty, Gamma-convergence of gradient flows with applications to Ginzburg-Landau. Commun. Pure Appl. Math. 57  (2004) 1627–1672. | Zbl | MR | DOI

[43] F. Santambrogio, Optimal Transport for Applied Mathematicians. Vol. 87 of Progress in Nonlinear Differential Equations and their Applications. Birkasauser Verlag, Basel (2015). | Zbl | MR | DOI

[44] J.L. Vázquez, The Porous Medium Equation: Mathematical Theory. Oxford University Press (2007). | Zbl | MR

[45] C. Villani, Topics in Optimal Transportation. Vol. 58 of Graduate Studies in Mathematics. American Mathematical Society, Providence, RI (2003). | Zbl | MR

[46] C. Villani, Optimal Transport. Old and new Vol. 338 of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Springer-Verlag, Berlin (2009). | Zbl | MR

[47] J. Zinsl, Geodesically convex energies and confinement of solutions for a multi-component system of nonlocal interaction equations. Technical report (2014). | MR

Cité par Sources :