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Filippo Santambrogio

Publications and source records attributed to Filippo Santambrogio.

At least 19 recordsLinked to original sources

Segregated solutions of a degenerate cross-diffusion system with drifts

We prove the global existence of segregated weak solutions of a one-dimensional degenerate cross-diffusion system with independent drifts, which is endowed with a Wasserstein gradient flow structure. We argue by a Lagrangian formulation written in terms of the (pseudo-)inverse for the cumulative mass function of the sum of the species, which we solve by a Minimising Movement Scheme in the setting of $L^2 \cap BV_{\mathrm{loc}}$. This Lagrangian problem gives rise to a parabolic PDE similar to a $p$-Laplace equation, with typical range $p \in (-\infty,1)$. We employ monotonicity methods \emph{à la} Minty--Browder to obtain strong convergence and pass to the limit $τ\to 0$ in the time-step of the discrete scheme. Our contribution simultaneously treats all porous medium degeneracies, the log-entropy, and fast diffusions of index $α\in (\frac{1}{3},1)$.

math.AP

A stiff limit of non-homogeneous conservation laws for crowd motion modeling

We propose a new approach for crowd motion models where the density constraint can only slow down the motion of each agent, with no effect on those agents who are not in a saturated area or who have no saturated density ''in front'' of them. This is done by means of a limit of conservation laws inspired by the equations used for traffic as in Follow the leader-type models. We study the asymptotics of the solutions of these conservation laws in a certain asymptotic regime, and obtain a PDE at the limit of a whole new type. One of the main goals of the paper is to prove uniform BV estimates on the density, and thus strong compactness to prove the existence of solutions to this limit equation. We also discuss the qualitative behavior of solutions, provide numerical illustrations both in dimension 1 and 2, and establish the new entropy inequalities associated with this limit equation.

math.AP

Existence of a solution of the TV Wasserstein gradient flow

On the flat torus in any dimension we prove existence of a solution to the TV Wasserstein gradient flow equation, only assuming that the initial density $\rho_0$ is bounded from below and above by strictly positive constants. This solution preserves upper and lower bounds of the densities, and shows a certain decay of the BV norm (of the order of $t^{-1/3}$ for $t\to 0$ -- if $\rho_0\notin BV$, otherwise the BV norm is of course bounded -- and of the order of $t^{-1}$ as $t\to\infty$). This generalizes a previous result by Carlier and Poon, who only gave a full proof in one dimension of space and did not consider the case $\rho_0\notin BV$. The main tool consists in considering an approximated TV-JKO scheme which artificially imposes a lower bound on the density and allows to find a continuous-in-time solution regular enough to prove that the lower bounds of the initial datum propagates in time, and study on this approximated equation the decay of the BV norm.

math.AP

A Li-Yau and Aronson-Bénilan approach for the Keller-Segel system with critical exponent

We prove Li-Yau and Aronson-Bénilan type estimates for the parabolic-elliptic Keller-Segel system with critical exponent $m=2-\frac 2d$, i.e. lower bounds on the Laplacian of a suitable notion of pressure in any dimension. We show that these estimates entail $L^{\infty}$ bounds on the density, depending on its initial mass, up to the critical mass case for $d \in \{ 2, 3 \}$. We deduce from these results the global existence of smooth solutions in two cases: first, when the initial data is merely a measure but has sufficiently small mass; and second, when the initial free energy is bounded, and the mass is subcritical or critical. Our argument requires a careful study of the subsolutions of the Liouville and Lane-Emden equations arising in the model.

math.AP

Improved convergence rates for the Hele-Shaw limit in the presence of confining potentials

Nowadays a vast literature is available on the Hele-Shaw or incompressible limit for nonlinear degenerate diffusion equations. This problem has attracted a lot of attention due to its applications to tissue growth and crowd motion modelling as it constitutes a way to link soft congestion (or compressible) models to hard congestion (or incompressible) descriptions. In this paper, we address the question of estimating the rate of this asymptotics in the presence of external drifts. In particular, we provide improved results in the 2-Wasserstein distance which are global in time thanks to the contractivity property that holds for strictly convex potentials.

math.AP

A cross-diffusion system with independent drifts and fast diffusion

We study a one-dimensional cross-diffusion system for two interacting populations on the torus, with a fast-diffusion law with exponent $0< α\le 1$ and different external potentials. For arbitrary non-negative $L^{1}$ initial data with bounded entropy and a mixing condition we prove the existence of global weak solutions. This extends the recent result of Mészáros, Parker from the linear diffusion ($α=1$) to the fast-diffusion.

math.AP

Full characterization of optimal transport plans for concave costs

This paper slightly improves a classical result by Gangbo and McCann (1996) about the structure of optimal transport plans for costs that are concave functions of the Euclidean distance. Since the main difficulty for proving the existence of an optimal map comes from the possible singularity of the cost at $0$, everything is quite easy if the supports of the two measures are disjoint; Gangbo and McCann proved the result under the assumption $μ(\mathm{supp}(ν))=0$; in this paper we replace this assumption with the fact that the two measures are singular to each other. In this case it is possible to prove the existence of an optimal transport map, provided the starting measure $μ$ does not give mass to small sets (i.e. $(d-1)$-rectifiable sets). When the measures are not singular the optimal transport plan decomposes into two parts, one concentrated on the diagonal and the other being a transport map between mutually singular measures.

math.OC

Convergence of the fully discrete JKO scheme

The JKO scheme provides the discrete-in-time approximation for the solutions of evolutionary equations with Wasserstein gradient structure. We study a natural space-discretization of this scheme by restricting the minimization to the measures supported on the nodes of a regular grid. The study of the fully discrete JKO scheme is motivated by the applications to developing numerical schemes for the nonlinear diffusion equation with drift and the crowd motion model. The main result of this paper is the convergence of the scheme as both the time and space discretization parameters tend to zero in a suitable regime.

math.AP

Using Sinkhorn in the JKO scheme adds linear diffusion

The JKO scheme is a time-discrete scheme of implicit Euler type that allows to construct weak solutions of evolution PDEs which have a Wasserstein gradient structure. The purpose of this work is to study the effect of replacing the classical quadratic optimal transport problem by the Schrödinger problem (\emph{a.k.a.}\ the entropic regularization of optimal transport, efficiently computed by the Sinkhorn algorithm) at each step of this scheme. We find that if $ε$ is the regularization parameter of the Schrödinger problem, and $τ$ is the time step parameter, considering the limit $τ,ε\to 0$ with $\fracετ \to α\in \mathbb{R}_+$ results in adding the term $\fracα{2} Δρ$ on the right-hand side of the limiting PDE. In the case $α= 0$ we improve a previous result by Carlier, Duval, Peyr{é} and Schmitzer (2017).

math.AP

Sticky-reflecting diffusion as a Wasserstein gradient flow

In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard reference measure, the sum of an absolutely continuous interior part plus a singular part supported on the boundary. Taking the small time-step limit in a minimizing movement (JKO scheme) we prove existence of weak solutions for the coupled system of PDEs satisfying in addition an Energy Dissipation Inequality.

math.AP

Uniform regularity estimates for nonlinear diffusion-advection equations in the hard-congestion limit

We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally study the effect of linear diffusion on our regularity result (a scenario of particular interest in the incompressible case, for it represents the motion of particles driven by a Brownian motion subject to a density constraint). Specifically, this work concerns the $L^4$-summability of the pressure gradient in porous medium flows with drifts that is stable with respect to the exponent of the nonlinearity, and $L^2$-estimates on the pressure Hessian (in particular, in the incompressible case with linear diffusion we prove that the pressure is the positive part of an $H^2$-function).

math.AP

On Optimal Transport Maps Between 1 /d-Concave Densities

In this paper, we extend the scope of Caffarelli's contraction theorem, which provides a measure of the Lipschitz constant for optimal transport maps between log-concave probability densities in $\R^d$. Our focus is on a broader category of densities, specifically those that are $\nicefrac{1}{d}$-concave and can be represented as $V^{-d}$, where $V$ is convex. By setting appropriate conditions, we derive linear or sublinear limitations for the optimal transport map. This leads us to a comprehensive Lipschitz estimate that aligns with the principles established in Caffarelli's theorem.

math.AP

New Lipschitz estimates and long-time asymptotic behavior for porous medium and fast diffusion equations

We obtain new estimates for the solution of both the porous medium and the fast diffusion equations by studying the evolution of suitable Lipschitz norms. Our results include instantaneous regularization for all positive times, long-time decay rates of the norms which are sharp and independent of the initial support, and new convergence results to the Barenblatt profile. Moreover, we address nonlinear diffusion equations including quadratic or bounded potentials as well. In the slow diffusion case, our strategy requires exponents close enough to 1, while in the fast diffusion case, our results cover any exponent for which the problem is well-posed and mass-preserving in the whole space.

math.AP

Uniform contractivity of the Fisher infinitesimal model with strongly convex selection

The Fisher infinitesimal model is a classical model of phenotypic trait inheritance in quantitative genetics. Here, we prove that it encompasses a remarkable convexity structure which is compatible with a selection function having a convex shape. It yields uniform contractivity along the flow, as measured by a $L^\infty$ version of the Fisher information. It induces in turn asynchronous exponential growth of solutions, associated with a well-defined, log-concave, equilibrium distribution. Although the equation is non-linear and non-conservative, our result shares some similarities with the Bakry-Emery approach to the exponential convergence of solutions to the Fokker-Planck equation with a convex potential. Indeed, the contraction takes place at the level of the Fisher information. Moreover, the key lemma for proving contraction involves the Wasserstein distance $W_\infty$ between two probability distributions of a (dual) backward-in-time process, and it is inspired by a maximum principle by Caffarelli for the Monge-Ampère equation.

math.PR

A cross-diffusion system obtained via (convex) relaxation in the JKO scheme

In this paper, we start from a very natural system of cross-diffusion equations, which can be seen as a gradient flow for the Wasserstein distance of a certain functional. Unfortunately, the cross-diffusion system is not well-posed, as a consequence of the fact that the underlying functional is not lower semi-continuous. We then consider the relaxation of the functional, and prove existence of a solution in a suitable sense for the gradient flow of (the relaxed functional). This gradient flow has also a cross-diffusion structure, but the mixture between two different regimes, that are determined by the relaxation, makes this study non-trivial.

math.AP

Strong $L^2 H^2$ convergence of the JKO scheme for the Fokker-Planck equation

Following a celebrated paper by Jordan, Kinderleherer and Otto it is possible to discretize in time the Fokker-Planck equation $\partial_t\varrho=Δ\varrho+\nabla\cdot(ρ\nabla V)$ by solving a sequence of iterated variational problems in the Wasserstein space, and the sequence of piecewise constant curves obtained from the scheme is known to converge to the solution of the continuous PDE. This convergence is uniform in time valued in the Wasserstein space and also strong in $L^1$ in space-time. We prove in this paper, under some assumptions on the domain (a bounded and smooth convex domain) and on the initial datum (which is supposed to be bounded away from zero and infinity and belong to $W^{1,p}$ for an exponent $p$ larger than the dimension), that the convergence is actually strong in $L^2_tH^2_x$, hence strongly improving the previously known results in terms of the order of derivation in space. The technique is based on some inequalities, obtained with optimal transport techniques, that can be proven on the discrete sequence of approximate solutions, and that mimic the corresponding continuous computations.

math.OC