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Giuseppe Savaré

Publications and source records attributed to Giuseppe Savaré.

At least 19 recordsLinked to original sources

Dissipative Evolutions in Metric Spaces

We study a novel class of evolution variational inequalities (EVI) driven by bifunctions $\mathsf{b}:\mathrm{D} \times \mathrm{D} \to \mathbb{R}$ defined on a subset $\mathrm{D}$ of a metric space $(\mathrm{X},\mathrm{d})$ and satisfying a natural dissipativity condition $$\mathsf{b}(x,y)+\mathsf{b}(y,x)\le η\mathrm{d}^2(x,y).$$ We provide general conditions for existence, stability, regularity, approximation and asymptotic behavior of solutions, by proposing a metric framework that generalizes the classical structure of evolutions driven by monotone operators in Hilbert spaces. A motivating application is the setting of minimax and multispecies coupled gradient flows, in which each of $N$ species evolves in the direction of steepest descent of its own energy functional and the joint system is not a gradient flow of any single energy. To construct solutions, we introduce a variational movement scheme (VMS), a time discretization scheme in which each update is a saddle point of a metrically penalized bifunction, generalizing the classical minimizing movement/ JKO scheme for single species gradient descent. In the coupled multispecies case, the VMS reduces to a Nash equilibrium problem. We prove existence of discrete solutions to the VMS via a general approach which combines dissipativity of $\mathsf{b}$ with a new notion of convexity along suitable $\textit{barycentric interpolations}$ (which is inspired by convexity along generalized geodesics, a crucial notion for gradient flows). Together, these conditions provide a zeroth-order notion of game-theoretic monotonicity applicable to general metric spaces without linear structure.

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Singularly Perturbed Gradient Flows and Evolution of Critical Points in Infinite Dimensions

We consider singularly perturbed gradient flows in Hilbert spaces, driven by a time-dependent, nonconvex, and nonsmooth energy, and address the convergence of their solutions to curves of critical points of the driving energy functional. The degenerating nature of the estimates along the gradient-flow curves calls for novel compactness arguments, which we carefully develop by combining tools from the variational approach to Hilbert and metric gradient flows \cite{RossiSavare06,AGS08}, with fine requirements on the set of critical points of the energy. This leads us to prove that subsequential limits of singularly perturbed gradient flows are Dissipative Viscosity solutions of the limiting problem, i.e., curves of critical points satisfying a suitable balance between the energy and a defect measure, encoding dissipation. This energy-dissipation balance encompasses information on the dynamics of the process at jump times, recording, in particular, the re-emergence of viscous behavior. Under a suitable rectifiability condition on the critical set, we show that \DSolutions\ improve to Balanced Viscosity solutions, which have the key property that the dissipation measure is purely atomic. In the second part of the paper we show that, for smooth energies whose second differential is a Fredholm operator, the condition that the kernel of the Hessian has dimension at most one at every critical point already implies our measure-theoretic assumptions. We further relate them to the transversality conditions from bifurcation theory and show that they have a generic character with respect to a wide family of linear perturbations of the energy. The results are new also in finite dimension. Applications to various PDE models are presented.

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Maximal monotonicity and contraction semigroup for the quantum drift-diffusion (Derrida-Lebowitz-Speer-Spohn) equation

We study the quantum drift-diffusion, or Derrida-Lebowitz-Speer-Spohn (DLSS), equation for a nonnegative density $\varrho$ on a bounded convex domain with Neumann boundary conditions, in the square-root variable $u=\sqrt\varrho$. We show that the DLSS operator, defined and monotone on smooth strictly positive functions, admits a unique maximal monotone extension in $L^2(Ω)$, explicitly given by the minimal (defect-free) operator plus the normal cone of the positivity constraint. The generated semigroup, which contracts the Hellinger distance between the densities, thus yields a canonical solution - existing, unique, and stable for every nonnegative $L^2$ initial datum and in every space dimension - independent of any approximation scheme: it is in fact the unique contraction semigroup extending the classical evolutions that emanate from smooth, uniformly positive data. The implicit Euler scheme converges to it, and $\sqrt u\in L^2_{\rm loc}(H^2)$ along the flow. When the datum belongs to the domain of the operator, the solution is strong and satisfies the equation pointwise, with no reaction term created on the vacuum $\{u=0\}$. We characterize the trajectories in several equivalent ways - as Bénilan integral solutions and through one-sided weak formulations - prove the maximality of the operator also in the $H^2$-$H^{-2}$ duality and, in dimension $d\le3$, identify the flow with the weak solutions in the uniqueness class of Fischer. A second-order estimate of independent interest underlies the construction: on a convex domain with Neumann conditions the dissipation $\int_Ω(Δu)^2/u\,\mathrm{d} x$ is finite exactly when $\sqrt u\in H^2(Ω)$, and it then controls the full Hessian of $\sqrt u$, in every dimension.

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Continuous transformations of probability measures and their transport representations

Given a function $F$ transforming a probability measure $μ$ into another one $F(μ)$, we study the existence and regularity of a transport representation of it. That is, we ask whether we can represent the image $F(μ)$ of the input probability measure $μ$ as the push-forward of $μ$ by a map $f(\cdot,μ)$ which may depend on $μ$; and furthermore, how regular $f$ can be chosen depending on $F$. Even if $F$ is continuous and a transport representative exists, it cannot necessarily be chosen in a continuous way; however, if $F$ is Lipschitz continuous with respect to the Wasserstein distance, then $f$ can be chosen continuous. We provide several examples to illustrate the sharpness of our assumptions. This question is motivated by approximation results for transformations of probability distributions with transformers.

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A Lagrangian approach to totally dissipative evolutions in Wasserstein spaces

We introduce and study the class of totally dissipative multivalued probability vector fields (MPVF) $\boldsymbol{\mathrm F}$ on the Wasserstein space $(\mathcal{P}_2(\mathsf{X}),W_2)$ of Euclidean or Hilbertian probability measures. We show that such class of MPVFs is in one to one correspondence with law-invariant dissipative operators in a Hilbert space $L^2(Ω,\mathcal{B},\mathbb{P};\mathsf{X})$ of random variables, preserving a natural maximality property. This allows us to import in the Wasserstein framework many of the powerful tools from the theory of maximal dissipative operators in Hilbert spaces, deriving existence, uniqueness, stability, and approximation results for the flow generated by a maximal totally dissipative MPVF and the equivalence of its Eulerian and Lagrangian characterizations. We will show that demicontinuous single-valued probability vector fields satisfying a metric dissipativity condition are in fact totally dissipative. Starting from a sufficiently rich set of discrete measures, we will also show how to recover a unique maximal totally dissipative version of a MPVF, proving that its flow provides a general mean field characterization of the asymptotic limits of the corresponding family of discrete particle systems.Such an approach also reveals new interesting structural properties for gradient flows of displacement convex functionals with a core of discrete measures dense in energy.

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A direct method for doubly nonlinear equations via convexification in spaces of measures and duality

Existence of solutions to doubly nonlinear equations in reflexive Banach spaces is established by resorting to a global-in-time variational approach inspired by De Giorgi's principle, which characterizes the associated flows as null-minimizers of a suitable energy-dissipation functional defined on trajectories. In contrast to the celebrated minimizing movements scheme, the proposed strategy does not rely on any time-discretization or iterative constructions. Instead, it provides a direct method based on the relaxation of the problem in spaces of measures, constrained by the continuity equation: in this procedure, no gap is introduced due to the Ambrosio's superposition principle. Within this weak convex framework, the validity of the null-minimization property is recovered through two further steps. First, a careful application of the Von Neumann minimax theorem yields an identification of the dual problem as a supremum over the set of smooth and bounded cylinder functions, solving an Hamilton-Jacobi-type inequality. Secondly, a suitable "backward boundedness" property of solutions to such Hamilton-Jacobi system gives a proper bound of the dual problem, ensuring that the minimum value of the original functional is actually zero. The proposed strategy naturally extends to non-autonomous equations, encompassing time- and space-dependent dissipation potentials and time-dependent potential energies.

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Nested superposition principle for random measures and the geometry of the Wasserstein on Wasserstein space

We study the geometric structure of the space of random measures $\mathcal{P}_p(\mathcal{P}_p(X))$, endowed with the Wasserstein on Wasserstein metric, where $(X, d)$ is a complete separable metric space. In this setting, we prove a metric superposition principle, in the spirit of the result by S. Lisini, that will allow us to recover important geometric features of the space. When $X$ is $\mathbb{R}^d$, we study the differential structure of $\mathcal{P}_p(\mathcal{P}_p(\mathbb{R}^d))$ in analogy with the simpler Wasserstein space $\mathcal{P}_p(\mathbb{R}^d)$. We show that continuity equations for random measures involving the abstract concept of derivation acting on cylinder functions can be more conveniently described by suitable non-local vector fields $b:[0,T]\times \mathbb{R}^d \times \mathcal{P}(\mathbb{R}^d) \to \mathbb{R}^d$. In this way, we can: 1) characterize the absolutely continuous curves on the Wasserstein on Wasserstein space; 2) define and characterize its tangent bundle; 3) prove a superposition principle for the solutions to the standard non-local continuity equation in terms of solutions of interacting particle systems.

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Totally convex functions, $L^2$-Optimal transport for laws of random measures, and solution to the Monge problem

We study the Optimal Transport problem for laws of random measures in the Kantorovich-Wasserstein space $\mathcal{P}_2(\mathcal{P}_2(\mathrm{H}))$, associated with a Hilbert space $\mathrm{H}$ (with finite or infinite dimension) and for the corresponding quadratic cost induced by the squared Wasserstein metric in $\\mathcal{P}_2(\mathrm{H}).$ Despite the lack of smoothness of the cost, the fact that the space $\mathcal{P}_2(\mathrm{H})$ is not Hilbertian, and the curvature distortion induced by the underlying Wasserstein metric, we will show how to recover at the level of random measures in $\mathcal{P}_2(\mathcal{P}_2(\mathrm{H}))$ the same deep and powerful results linking Euclidean Optimal Transport problems in $\mathcal{P}_2(\mathrm{H})$ and convex analysis. Our approach relies on the notion of totally convex functionals, on their total subdifferentials, and their Lagrangian liftings in the space square integrable $\mathrm{H}$-valued maps $L^2(\mathrm{Q},\mathbb{M};\mathrm{H}).$ With these tools, we identify a natural class of regular measures in $\mathcal{P}_2(\mathcal{P}_2(\mathrm{H}))$ for which the Monge formulation of the OT problem has a unique solution and we will show that this class includes relevant examples of measures with full support in $\mathcal{P}_2(\mathrm{H})$ arising from the push-forward transformation of nondegenerate Gaussian measures in $L^2(\mathrm{Q},\mathbb{M};\mathrm{H}).$

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Generalized Wasserstein Barycenters

We study the existence and uniqueness of the barycenter of a signed distribution of probability measures on a Hilbert space. The barycenter is found, as usual, as a minimum of a functional. In the case where the positive part of the signed measure is atomic, we can show also uniqueness. In the one-dimensional case, we characterize the quantile function of the unique minimum as the orthogonal projection of the $L^2$-barycenter of the quantiles on the cone of nonincreasing functions in $L^2(0,1)$. Further, we provide a stability estimate in dimension one and a counterexample to uniqueness in $\mathbb{R}^2$. Finally, we address the consistency of the barycenters and we prove that barycenters of a sequence of approximating measures converge (up to subsequences) to a barycenter of the limit measure.

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The superposition principle for the continuity equation with singular flux

Representation results for absolutely continuous curves $μ:[0,T]\to \mathcal{P}_p(\mathbb{R}^d)$, $p>1$, with values in the Wasserstein space $(\mathcal{P}_p(\mathbb{R}^d),W_p)$ of Borel probability measures in $\mathbb{R}^d$ with finite $p$-moment, provide a crucial tool to study evolutionary PDEs in a measure-theoretic setting. They are strictly related to the superposition principle for measure-valued solutions to the continuity equation. This paper addresses the extension of these results to the case $p=1$, and to curves $μ:[0,+\infty)\to\mathcal{P}_1(\mathbb{R}^d)$ that are only of bounded variation in time: in the corresponding continuity equation, the flux measure $ν\in\mathcal{M}_{loc}([0,+\infty)\times\mathbb{R}^{d};\mathbb{R}^{d})$ thus possesses a non-trivial singular part w.r.t. $μ$ in addition to the absolutely continuous part featuring the velocity field. Firstly, we carefully address the relation between curves in ${\rm BV}_{loc}([0,+\infty);\mathcal{P}_1(\mathbb{R}^d))$ and solutions to the associated continuity equation, among which we select those with minimal singular (contribution to the) flux $ν$. We show that, with those distinguished solutions it is possible to associate an `auxiliary' continuity equation, in an augmented phase space, solely driven by its velocity field. For that continuity equation, a standard version of the superposition principle can be thus obtained. In this way, we derive a first probabilistic representation of the pair $(μ,ν)$ solutions by projection over the time and space marginals. This representation involves Lipschitz trajectories in the augmented phase space, reparametrized in time and solving the characteristic system of ODEs. Finally, for the same pair $(μ,ν)$ we also prove a superposition principle in terms of BV curves on the actual time interval, providing a fine description of their behaviour at jump points.

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Stochastic Euler Schemes and Dissipative Evolutions in the Space of Probability Measures

We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework based on Multivalued Probability Vector Fields, we analyze these dynamics at the level of probability measures in the Wasserstein space. Under suitable dissipativity and boundedness conditions, we prove that the laws of the interpolated trajectories converge to those of a limiting evolution governed by a maximal dissipative extension of the associated barycentric field. This provides a general measure-theoretic study for the convergence of stochastic schemes in continuous time.

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A structure preserving discretization for the Derrida-Lebowitz-Speer-Spohn equation based on diffusive transport

We propose a spatial discretization of the fourth-order nonlinear DLSS equation on the circle. Our choice of discretization is motivated by a novel gradient flow formulation with respect to a metric that generalizes martingale transport. The discrete dynamics inherits this gradient flow structure, and in addition further properties, such as an alternative gradient flow formulation in the Wasserstein distance, contractivity in the Hellinger distance, and monotonicity of several Lypunov functionals. Our main result is the convergence in the limit of vanishing mesh size. The proof relies an a discrete version of a nonlinear functional inequality between integral expressions involving second order derivatives.

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Extension of monotone operators and Lipschitz maps invariant for a group of isometries

We study monotone operators in reflexive Banach spaces that are invariant with respect to a group of suitable isometric isomorphisms and we show that they always admit a maximal extension which preserves the same invariance. A similar result applies to Lipschitz maps in Hilbert spaces, thus providing an invariant version of Kirzsbraun-Valentine extension Theorem. We then provide a relevant application to the case of monotone operators in $L^p$-spaces of random variables which are invariant with respect to measure-preserving isomorphisms, proving that they always admit maximal dissipative extensions which are still invariant by measure-preserving isomorphisms. We also show that such operators are law invariant, a much stronger property which is also inherited by their resolvents, the Moreau-Yosida approximations, and the associated semigroup of contractions. These results combine explicit representation formulae for the maximal extension of a monotone operator based on selfdual lagrangians and a refined study of measure-preserving maps in standard Borel spaces endowed with a nonatomic measure, with applications to the approximation of arbitrary couplings between measures by sequences of maps.

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A relaxation viewpoint to Unbalanced Optimal Transport: duality, optimality and Monge formulation

We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex envelope of a cost for non-negative Dirac masses. New general primal-dual formulations, optimality conditions, and metric-topological properties are carefully studied and discussed.

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Abstract Action Spaces and their topological and dynamic properties

We introduce the concept of action space, a set $\boldsymbol{X}$ endowed with an action cost $\mathsf{a}:(0,+\infty)\times \boldsymbol{X}\times \boldsymbol{X}\to [0,+\infty)$ satisfying suitable axioms, which turn out to provide a `dynamic' generalization of the classical notion of metric space. Action costs naturally arise as dissipation terms featuring in the Minimizing Movement scheme for gradient flows, which can then be settled in general action spaces. As in the case of metric spaces, we will show that action costs induce an intrinsic topological and metric structure on $\boldsymbol{X}$. Moreover, we introduce the related action functional on paths in $\boldsymbol{X}$, investigate the properties of curves of finite action, and discuss their absolute continuity. Finally, under a condition akin to the approximate mid-point property for metric spaces, we provide a dynamic interpretation of action costs.

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Fine properties of geodesics and geodesic $λ$-convexity for the Hellinger-Kantorovich distance

We study the fine regularity properties of optimal potentials for the dual formulation of the Hellinger--Kantorovich problem (HK), providing sufficient conditions for the solvability of the primal Monge formulation. We also establish new regularity properties for the solution of the Hamilton--Jacobi equation arising in the dual dynamic formulation of HK, which are sufficiently strong to construct a characteristic transport-dilation flow driving the geodesic interpolation between two arbitrary positive measures. These results are applied to study relevant geometric properties of HK geodesics and to derive the convex behaviour of their Lebesgue density along the transport flow. Finally, exact conditions for functionals defined on the space of measures are derived that guarantee the geodesic $λ$-convexity with respect to the Hellinger--Kantorovich distance. Examples of geodesically convex functionals are provided.

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Density of subalgebras of Lipschitz functions in metric Sobolev spaces and applications to Wasserstein Sobolev spaces

We prove a general criterion for the density in energy of suitable subalgebras of Lipschitz functions in the metric-Sobolev space $H^{1,p}(X,\mathsf{d},\mathfrak{m})$ associated with a positive and finite Borel measure $\mathfrak{m}$ in a separable and complete metric space $(X,\mathsf{d})$. We then provide a relevant application to the case of the algebra of cylinder functions in the Wasserstein Sobolev space $H^{1,2}(\mathcal{P}_2(\mathbb{M}),W_{2},\mathfrak{m})$ arising from a positive and finite Borel measure $\mathfrak{m}$ on the Kantorovich-Rubinstein-Wasserstein space $(\mathcal{P}_2(\mathbb{M}),W_{2})$ of probability measures in a finite dimensional Euclidean space, a complete Riemannian manifold, or a separable Hilbert space $\mathbb{M}$. We will show that such a Sobolev space is always Hilbertian, independently of the choice of the reference measure $\mathfrak{m}$ so that the resulting Cheeger energy is a Dirichlet form. We will eventually provide an explicit characterization for the corresponding notion of $\mathfrak{m}$-Wasserstein gradient, showing useful calculus rules and its consistency with the tangent bundle and the $Γ$-calculus inherited from the Dirichlet form.

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$L^2$-Gradient Flows of Spectral Functionals

We study the $L^2$-gradient flow of functionals $\mathcal F$ depending on the eigenvalues of Schrödinger potentials $V$ for a wide class of differential operators associated to closed, symmetric, and coercive bilinear forms, including the case of all the Dirichlet forms (as for second order elliptic operators in Euclidean domains or Riemannian manifolds). We suppose that $\mathcal F$ arises as the sum of a $-θ$-convex functional $\mathcal K$ with proper domain $\mathbb{K}\subset L^2$ forcing the admissible potentials to stay above a constant $V_{\rm min}$ and a term $\mathcal H(V)=φ(λ_1(V),\cdots,λ_J(V))$ which depends on the first $J$ eigenvalues associated to $V$ through a $C^1$ function $φ$. Even if $\mathcal H$ is not a smooth perturbation of a convex functional (and it is in fact concave in simple important cases as the sum of the first $J$ eigenvalues) and we do not assume any compactness of the sublevels of $\mathcal K$, we prove the convergence of the Minimizing Movement method to a solution $V\in H^1(0,T;L^2)$ of the differential inclusion $V'(t)\in -\partial_L^-\mathcal F(V(t))$, which under suitable compatibility conditions on $φ$ can be written as \[ V'(t)+\sum_{i=1}^J\partial_iφ(λ_1(V(t)),\dots, λ_J(V(t)))u_i^2(t)\in -\partial_F^-\mathcal K(V(t)) \] where $(u_1(t),\dots, u_J(t))$ is an orthonormal system of eigenfunctions associated to the eigenvalues $(λ_1(V(t)), ,\dots,λ_J(V(t)))$.

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