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Eva Kopfer

Publications and source records attributed to Eva Kopfer.

At least 19 recordsLinked to original sources

Towards Liouville Quantum Gravity on fractals

Motivated by the recent construction of fractional Gaussian fields on the Sierpinski gasket, we study those Gaussian fields whose covariance function exhibits a logarithmic behavior. We introduce a parametric family of random measures associated with these fields, which can be regarded as the analogue to Liouville quantum gravity. The construction is based on Kahane's approach via Gaussian multiplicate chaos. We establish reflection invariance and scaling self-similarity for both the fields and the measures, and in addition construct the corresponding analogue to Liouville Brownian motion.

math.PR

Semiclassical limit of Polyakov-Liouville measure and Q-Curvature Uniformization on even-dimensional manifolds

We study the semiclassical limit of the Polyakov-Liouville measure $\boldsymbol{\nu}_\gamma$, which is a non-Gaussian measure on $H^{-\eps}(M)$ that has recently been extended from Riemann surfaces to general Riemannian manifolds $(M,g)$ of even dimension. We show that under an appropriate rescaling in the semiclassical limit as $\gamma\to0$, the normalized Polyakov-Liouville measure $\Q_\gamma$ concentrates on the unique smooth weight $u$ for which the conformal metric $e^{2u}g$ on $M$ has constant $Q$-curvature.

math.PR

Exponential Ergodicity in Relative Entropy and $L^2$-Wasserstein Distance for non-equilibrium partially dissipative Kinetic SDEs

In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the forces are not of gradient type and the invariant measure does not have an explicit density, extending previous results set in the equilibrium case. The key argument is to establish the hypercontractivity of the associated semigroup, which follows from its hyperboundedness and its $L^2$-exponential ergodicity. Moreover, we obtain exponential ergodicity in the $L^2$-Wasserstein distance by combining Talagrand's inequality with a log-Harnack inequality. These results are further extended to the McKean-Vlasov setting and to the associated mean-field interacting particle systems, with convergence rates that are uniform in the number of particles in the latter case, under small nonlinear perturbations.

math.PR

Log-Sobolev Inequalities and Exponential Ergodicity for Non-degenerate and Degenerate McKean-Vlasov SDEs

The exponential ergodicity of partially dissipative McKean-Vlasov SDEs in the \(L^1\)-Wasserstein distance has been extensively studied using asymptotic reflection coupling. However, the reflection coupling method is not applicable for the exponential ergodicity in $L^2$-Wasserstein distance and relative entropy. In this paper, we first establish uniform log-Sobolev inequalities (in the frozen measure variable with bounded second moments) for the invariant probability measure of the corresponding SDEs with frozen distribution. Second, for the McKean-Vlasov SDEs, we combine the log-Harnack inequality and Talagrand's inequality to derive exponential ergodicity in both $L^2$-Wasserstein distance and relative entropy. Furthermore, we extend these main results to the case of degenerate diffusion.

math.PR

Stochastic homogenization of dynamical discrete optimal transport

The aim of this paper is to examine the large-scale behavior of dynamical optimal transport on stationary random graphs embedded in $\R^n$. Our primary contribution is a stochastic homogenization result that characterizes the effective behavior of the discrete problems in terms of a continuous optimal transport problem, where the homogenized energy density results from the geometry of the discrete graph.

math.PR

Optimal Transport and Generalized Ricci Flow

We prove results relating the theory of optimal transport and generalized Ricci flow. We define an adapted cost functional for measures using a solution of the associated dilaton flow. This determines a formal notion of geodesics in the space of measures, and we show geodesic convexity of an associated entropy functional. Finally, we show monotonicity of the cost along the backwards heat flow, and use this to give a new proof of the monotonicity of the energy functional along generalized Ricci flow.

math.DG

Polyharmonic Fields and Liouville Quantum Gravity Measures on Tori of Arbitrary Dimension: from Discrete to Continuous

For an arbitrary dimension $n$, we study: (a) the Polyharmonic Gaussian Field $h_L$ on the discrete torus $\mathbb{T}^n_L = \frac{1}{L} \mathbb{Z}^{n} / \mathbb{Z}^{n}$, that is the random field whose law on $\mathbb{R}^{\mathbb{T}^{n}_{L}}$ given by \begin{equation*} c_n\, e^{-b_n\|(-\Delta_L)^{n/4}h\|^2} dh, \end{equation*} where $dh$ is the Lebesgue measure and $\Delta_{L}$ is the discrete Laplacian; (b) the associated discrete Liouville Quantum Gravity measure associated with it, that is the random measure on $\mathbb{T}^{n}_{L}$ \begin{equation*}\mu_{L}(dz) = \exp \Big( \gamma h_L(z) - \frac{\gamma^{2}}{2} \mathbf{E} h_{L}(z) \Big) dz,\end{equation*} where $\gamma$ is a regularity parameter. As $L\to\infty$, we prove convergence of the fields $h_L$ to the Polyharmonic Gaussian Field $h$ on the continuous torus $\mathbb{T}^n = \mathbb{R}^{n} / \mathbb{Z}^{n}$, as well as convergence of the random measures $\mu_L$ to the LQG measure $\mu$ on $\mathbb{T}^n$, for all $|\gamma| < \sqrt{2n}$.

math.PR

Bochner formulas, functional inequalities and generalized Ricci flow

As a consequence of the Bochner formula for the Bismut connection acting on gradients, we show sharp universal Poincar\'e and log-Sobolev inequalities along solutions to generalized Ricci flow. Using the two-form potential we define a twisted connection on spacetime which determines an adapted Brownian motion on the frame bundle, yielding an adapted Malliavin gradient on path space. We show a Bochner formula for this operator, leading to characterizations of generalized Ricci flow in terms of universal Poincar\'e and log-Sobolev type inequalities for the associated Malliavin gradient and Ornstein-Uhlenbeck operator.

math.DG

Homogenisation of dynamical optimal transport on periodic graphs

This paper deals with the large-scale behaviour of dynamical optimal transport on $\mathbb{Z}^d$-periodic graphs with general lower semicontinuous and convex energy densities. Our main contribution is a homogenisation result that describes the effective behaviour of the discrete problems in terms of a continuous optimal transport problem. The effective energy density can be explicitly expressed in terms of a cell formula, which is a finite-dimensional convex programming problem that depends non-trivially on the local geometry of the discrete graph and the discrete energy density. Our homogenisation result is derived from a $\Gamma$-convergence result for action functionals on curves of measures, which we prove under very mild growth conditions on the energy density. We investigate the cell formula in several cases of interest, including finite-volume discretisations of the Wasserstein distance, where non-trivial limiting behaviour occurs.

math.AP

Conformally invariant random fields, quantum Liouville measures, and random Paneitz operators on Riemannian manifolds of even dimension

For large classes of even-dimensional Riemannian manifolds $(M,g)$, we construct and analyze conformally invariant random fields. These centered Gaussian fields $h=h_g$, called co-polyharmonic Gaussian fields, are characterized by their covariance kernels $k$ which exhibit a precise logarithmic divergence: $|k(x,y)-\log\frac1{d(x,y)}|\le C$. They share a fundamental quasi-invariance property under conformal transformations. In terms of the co-polyharmonic Gaussian field $h$, we define the quantum Liouville measure, a random measure on $M$, heuristically given as $$ d\mu_g^{h}(x):= e^{\gamma h(x)-\frac{\gamma^2}2k(x,x)}\,d \text{vol}_g(x)$$ and rigorously obtained as almost sure weak limit of the right-hand side with $h$ replaced by suitable regular approximations $h_\ell, \ell\in{\mathbb N}$. In terms on the quantum Liouville measure, we define the Liouville Brownian motion on $M$ and the random GJMS operators. Finally, we present an approach to a conformal field theory in arbitrary even dimensions with an ansatz based on Branson's $Q$-curvature: we give a rigorous meaning to the Polyakov-Liouville measure $$ d\boldsymbol{\nu}^*_g(h) =\frac1{Z^*_g} \exp\Big(- \int \Theta\,Q_g h + m e^{\gamma h} d \text{vol}_g\Big) \exp\Big(-\frac{a_n}{2} {\mathfrak p}_g(h,h)\Big) dh, $$ and we derive the corresponding conformal anomaly. The set of admissible manifolds is conformally invariant. It includes all compact 2-dimensional Riemannian manifolds, all compact non-negatively curved Einstein manifolds of even dimension, and large classes of compact hyperbolic manifolds of even dimension. However, not every compact even-dimensional Riemannian manifold is admissible. Our results rely on new sharp estimates for heat kernels and higher order Green kernels on arbitrary compact manifolds.

math.PR

A Discovery Tour in Random Riemannian Geometry

We study random perturbations of Riemannian manifolds $(\mathsf{M},\mathsf{g})$ by means of so-called Fractional Gaussian Fields, which are defined intrinsically by the given manifold. The fields $h^\bullet: \omega\mapsto h^\omega$ will act on the manifolds via conformal transformation $\mathsf{g}\mapsto \mathsf{g}^\omega\colon\!\!= e^{2h^\omega}\,\mathsf{g}$. Our focus will be on the regular case with Hurst parameter $H>0$, the celebrated Liouville geometry in two dimensions being borderline. We want to understand how basic geometric and functional analytic quantities like diameter, volume, heat kernel, Brownian motion, spectral bound, or spectral gap will change under the influence of the noise. And if so, is it possible to quantify these dependencies in terms of key parameters of the noise. Another goal is to define and analyze in detail the Fractional Gaussian Fields on a general Riemannian manifold, a fascinating object of independent interest.

math.PR

Differential Harnack Inequalities on Path Space

Recall that if $(M^n,g)$ satisfies $\mathrm{Ric}\geq 0$, then the Li-Yau Differential Harnack Inequality tells us for each nonnegative $f:M\to \mathbb{R}^+$, with $f_t$ its heat flow, that $\frac{Δf_t}{f_t}-\frac{|\nabla f_t|^2}{f_t^2} +\frac{n}{2t}\geq 0.$ Our main result will be to generalize this to path space $P_xM$ of the manifold. A key point is that instead of considering infinite dimensional gradients and Laplacians on $P_xM$ we will consider a family of finite dimensional gradients and Laplace operators. Namely, for each $H^1_0$-function $φ:\mathbb{R}^+\to \mathbb{R}$ we will define the $φ$-gradient $\nabla_φF: P_xM\to T_xM$ and the $φ$-Laplacian $Δ_φF =\text{tr}_φ\mathrm{Hess} F:P_xM\to \mathbb{R}$, where $\mathrm{Hess} F$ is the Markovian Hessian and both the gradient and the $φ$-trace are induced by $n$ vector fields naturally associated to $φ$ under stochastic parallel translation. Now let $(M^n,g)$ satisfy $\mathrm{Ric}=0$, then for each nonnegative $F:P_xM\to \mathbb{R}^+$ we will show the inequality $$\frac{E_x [Δ_φF]}{E_x [F]}-\frac{E_x [\nabla_φF]^2}{E_x [F]^2} +\frac{n}{2}|| φ||^2\geq 0$$ for each $φ$, where $E_x$ denotes the expectation with respect to the Wiener measure on $P_xM$. By applying this to the simplest functions on path space, namely cylinder functions of one variable $F(γ) \equiv f(γ(t))$, we will see we recover the classical Li-Yau Harnack inequality exactly. We have similar estimates for Einstein manifolds, with errors depending only on the Einstein constant, as well as for general manifolds, with errors depending on the curvature. Finally, we derive generalizations of Hamilton's Matrix Harnack inequality on path space $P_xM$. It is our understanding that these estimates are new even on the path space of $\mathbb{R}^n$.

math.DG

Scaling limits of discrete optimal transport

We consider dynamical transport metrics for probability measures on discretisations of a bounded convex domain in $\mathbb{R}^d$. These metrics are natural discrete counterparts to the Kantorovich metric $\mathbb{W}_2$, defined using a Benamou-Brenier type formula. Under mild assumptions we prove an asymptotic upper bound for the discrete transport metric $\mathcal{W}_{\mathcal{T}}$ in terms of $\mathbb{W}_2$, as the size of the mesh $\mathcal{T}$ tends to $0$. However, we show that the corresponding lower bound may fail in general, even on certain one-dimensional and symmetric two-dimensional meshes. In addition, we show that the asymptotic lower bound holds under an isotropy assumption on the mesh, which turns out to be essentially necessary. This assumption is satisfied, e.g., for tilings by convex regular polygons, and it implies Gromov-Hausdorff convergence of the transport metric.

math.AP

Homogenisation of one-dimensional discrete optimal transport

This paper deals with dynamical optimal transport metrics defined by spatial discretisation of the Benamou--Benamou formula for the Kantorovich metric $W_2$. Such metrics appear naturally in discretisations of $W_2$-gradient flow formulations for dissipative PDE. However, it has recently been shown that these metrics do not in general converge to $W_2$, unless strong geometric constraints are imposed on the discrete mesh. In this paper we prove that, in a $1$-dimensional periodic setting, discrete transport metrics converge to a limiting transport metric with a non-trivial effective mobility. This mobility depends sensitively on the geometry of the mesh and on the non-local mobility at the discrete level. Our result quantifies to what extent discrete transport can make use of microstructure in the mesh to reduce the cost of transport.

math.AP

Functional inequalities for the heat flow on time-dependent metric measure spaces

We prove that synthetic lower Ricci bounds for metric measure spaces -- both in the sense of Bakry-\'Emery and in the sense of Lott-Sturm-Villani -- can be characterized by various functional inequalities including local Poincar\'e inequalities, local logarithmic Sobolev inequalities, dimension independent Harnack inequality, and logarithmic Harnack inequality. More generally, these equivalences will be proven in the setting of time-dependent metric measure spaces and will provide a characterization of super-Ricci flows of metric measure spaces.

math.AP

Limits of density-constrained optimal transport

We consider the problem of dynamic optimal transport with a density constraint. We derive variational limits in terms of $\Gamma$-convergence for two singular phenomena. First, for densities constrained near a hyperplane we recover the optimal flow through an infinitesimal permeable membrane. Second, for rapidly oscillating periodic constraints we obtain the optimal flow through a homogenized porous medium.

math.AP

Super-Ricci flows and improved gradient and transport estimates

We show that the heat flow on super-Ricci flows in the sense of Sturm satisfies transport estimates with respect to every $L^p$-Kantorovich distance, $p\in[1,\infty]$. As an application we construct Brownian motions on time-dependent metric measure spaces and present transport estimates for their trajectories. The proof is inspired by the approach from Savaré and Bakry respectively and takes advantage of the self-improvement of the gradient estimates. For this we prove a refined version of Bochner's inequality under strengthened assumptions on the metric.

math.PR

Super Ricci flows for weighted graphs

We present a notion of super Ricci flow for time-dependent finite weighted graphs. A challenging feature is that these flows typically encounter singularities where the underlying graph structure changes. Our notion is robust enough to allow the flow to continue past these singularities. As a crucial tool for this purpose we study the heat flow on such singular time-dependent weighted graphs with changing graph structure. We then give several equivalent characterizations of super Ricci flows in terms of a discrete dynamic Bochner inequality, gradient and transport estimates for the heat flow, and dynamic convexity of the entropy along discrete optimal transport paths. The latter property can be used to show that our notion of super Ricci flow is consistent with classical super Ricci flows for manifolds (or metric measure spaces) in a discrete to continuum limit.

math.DG