Free energy Wasserstein gradient flow and their particle counterparts: toy model, (degenerate) PL inequalities and exit times

Abstract

In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is approximated by a system of mean-field interacting particles, but classical results do not apply in these infinite-dimensional settings. This work is concerned with the situation where the objective function of the optimization problem contains an entropic penalization, so that the particle system is a Langevin diffusion process. We consider a very simple class of models, for which the infinite-dimensional behavior is fully characterized by a finite-dimensional process. The goal is to have a flexible class of benchmarks to fix some objectives, conjectures and (counter-)examples for the general situation. Inspired by the systematic study of these toy models, one application is presented on the continuous Curie-Weiss model in a symmetric double-well potential. We show that, at the critical temperature, although the $N$-particle Gibbs measure does not satisfy a uniform-in-$N$ standard log-Sobolev inequality (the optimal constant growing like $\sqrt{N}$), it does satisfy a more general Lojasiewicz inequality uniformly in $N$, inducing uniform polynomial long-time convergence rates, propagation of chaos at stationarity and uniformly in time, and creation of chaos.