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Simone Di Marino

Publications and source records attributed to Simone Di Marino.

At least 19 recordsLinked to original sources

On the stability of proximal operators in Wasserstein spaces under different notions of convexity

The proximal operator is a fundamental tool in variational analysis and optimization. In the setting of a Hilbert space, given a proper, lower semicontinuous convex functional, its proximal operator is non-expansive, that is, 1-Lipschitz continuous. In the Wasserstein setting, the contraction properties of this operator have been investigated from different perspectives by Carlen and Craig and Adve and Mészáros, among others, and are not completely understood. In this paper, we study the stability properties of proximal maps, with a particular focus on non-expansivity, under various notions of convexity of the functional that can be considered in the Wasserstein space.

math.OC

Zero-information limit of a collective olfactory search model

We address the problem of how individuals can integrate efficiently their private behavior with information provided by others within a group. To this end, we consider the model of collective search introduced in [https://doi.org/10.1103/PhysRevE.102.012402], under a minimal setting with no olfactory information. Agents combine a private exploratory behavior and a social imitation consisting in aligning to their neighbors, and weigh the two contributions with a single ``trust" parameter that controls their relative influence. We find that an optimal trust parameter exists even in the absence of olfactory information, as was observed in the original model. Optimality is dictated by the need to explore the minimal region of space that contains the target. An optimal trust parameter emerges from this constraint because it it tunes imitation, which induces a collective mechanism of inertia affecting the size and path of the swarm. We predict the optimal trust parameter for cohesive groups where all agents interact with one another. We show how optimality depends on the initialization of the agents and the unknown location of the target, in close agreement with numerical simulations. Our results may be leveraged to optimize the design of swarm robotics or to understand information integration in organisms with decentralized nervous systems such as cephalopods.

physics.bio-ph

Inexact JKO and proximal-gradient algorithms in the Wasserstein space

This paper studies the convergence properties of the inexact Jordan-Kinderlehrer-Otto (JKO) scheme and proximal-gradient algorithm in the context of Wasserstein spaces. The JKO scheme, a widely-used method for approximating solutions to gradient flows in Wasserstein spaces, typically assumes exact solutions to iterative minimization problems. However, practical applications often require approximate solutions due to computational limitations. This work focuses on the convergence of the scheme to minimizers for the underlying functional and addresses these challenges by analyzing two types of inexactness: errors in Wasserstein distance and errors in energy functional evaluations. The paper provides rigorous convergence guarantees under controlled error conditions, demonstrating that weak convergence can still be achieved with inexact steps. The analysis is further extended to proximal-gradient algorithms, showing that convergence is preserved under inexact evaluations.

math.OC

Grand-Canonical Optimal Transport

We study a generalization of the multi-marginal optimal transport problem, which has no fixed number of marginals $N$ and is inspired of statistical mechanics. It consists in optimizing a linear combination of the costs for all the possible $N$'s, while fixing a certain linear combination of the corresponding marginals.

math.OC

Ground state energy is not always convex in the number of electrons

We provide the first counterexample showing that the ground state energy of electrons in an external Coulomb potential is not always a convex function of the number of electrons. This convexity has been conjectured for decades and plays an important role in quantum chemistry. Our counterexample involves six nuclei with small fractional charges placed far apart. The ground state energy of 3 electrons is shown to be higher than the average of the energies for 2 and 4 electrons. We also show that the nuclei can bind 2 or 4 electrons, but not 3. This article raises the question of whether the energy convexity really holds for all possible molecules (with nuclei of integer charge).

math-ph

Optimal transport with nonlinear mobilities: a deterministic particle approximation result

We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of deterministic particle approximation of partial differential equations. In particular, we provide a $Γ$-convergence result for the associated discrete metrics as $N \to \infty$ to the continuous one and discuss applications to the approximation of one-dimensional conservation laws (of gradient flow type) via the so-called generalized minimizing movements, proving a convergence result of the schemes at any given discrete time step $τ>0$. This the first work of a series aimed at shedding new lights on the interplay between generalized gradient-flow structures, conservation laws, and Wasserstein distances with nonlinear mobilities.

math.AP

Representation theorems for normed modules

In this paper we study the structure theory of normed modules, which have been introduced by Gigli. The aim is twofold: to extend von Neumann's theory of liftings to the framework of normed modules, thus providing a notion of precise representative of their elements; to prove that each separable normed module can be represented as the space of sections of a measurable Banach bundle. By combining our representation result with Gigli's differential structure, we eventually show that every metric measure space (whose Sobolev space is separable) is associated with a cotangent bundle in a canonical way.

math.FA

Global Lipschitz extension preserving local constants

The intent of this short note is to extend real valued Lipschitz functions on metric spaces, while locally preserving the asymptotic Lipschitz constant. We then apply this results to give a simple and direct proof of the fact that Sobolev spaces on metric measure spaces defined with a relaxation approach à la Cheeger are invariant under isomorphism class of mm-structures.

math.DG

Optimal Transport losses and Sinkhorn algorithm with general convex regularization

We introduce a new class of convex-regularized Optimal Transport losses, which generalizes the classical Entropy-regularization of Optimal Transport and Sinkhorn divergences, and propose a generalized Sinkhorn algorithm. Our framework unifies many regularizations and numerical methods previously appeared in the literature. We show the existence of the maximizer for the dual problem, complementary slackness conditions, providing a complete characterization of solutions for such class of variational problems. As a consequence, we study structural properties of these losses, including continuity, differentiability and provide explicit formulas for the its gradient. Finally, we provide theoretical guarantees of convergences and stability of the generalized Sinkhorn algorithm, even in the continuous setting. The techniques developed here are directly applicable also to study Wasserstein barycenters or, more generally, multi-marginal problems.

math.OC

A short proof of the infinitesimal Hilbertianity of the weighted Euclidean space

We provide a quick proof of the following known result: the Sobolev space associated with the Euclidean space, endowed with the Euclidean distance and an arbitrary Radon measure, is Hilbert. Our new approach relies upon the properties of the Alberti-Marchese decomposability bundle. As a consequence of our arguments, we also prove that if the Sobolev norm is closable on compactly-supported smooth functions, then the reference measure is absolutely continuous with respect to the Lebesgue measure.

math.FA

JKO estimates in linear and non-linear Fokker-Planck equations, and Keller-Segel: L p and Sobolev bounds

We analyze some parabolic PDEs with different drift terms which are gradient flows in the Wasserstein space and consider the corresponding discrete-in-time JKO scheme. We prove with optimal transport techniques how to control the L p and L $\infty$ norms of the iterated solutions in terms of the previous norms, essentially recovering well-known results obtained on the continuous-in-time equations. Then we pass to higher order results, and in particulat to some specific BV and Sobolev estimates, where the JKO scheme together with the so-called "five gradients inequality" allows to recover some inequalities that can be deduced from the Bakry-Emery theory for diffusion operators, but also to obtain some novel ones, in particular for the Keller-Segel chemiotaxis model. 1 Short introduction The goal of this paper is to present some estimates on evolution PDEs in the space of probability densities which share two important features: they include a linear diffusion term, and they are gradient flows in the Wasserstein space W2. These PDEs will be of the form $\partial$t$ρ$ -- $Δ$$ρ$ -- $\nabla$ $\times$ ($ρ$$\nabla$u[$ρ$]) = 0, complemented with no-flux boundary conditions and an intial condition on $ρ$0. We will in particular concentrate on the Fokker-Plack case, where u[$ρ$] = V and V is a fixed function (with possible regularity assumptions) independent of $ρ$, on the case where u[$ρ$] = W * $ρ$ is obtained by convolution and models interaction between particles, and on the parabolic-elliptic Keller-Segel case where u[$ρ$] is related to $ρ$ via an elliptic equation. This last case models the evolution of a biological population $ρ$ subject to diffusion but attracted by the concentration of a chemo-attractant, a nutrient which is produced by the population itself, so that its distribution is ruled by a PDE where the density $ρ$ appears as a source term. Under the assumption that the production rate of this nutrient is much faster than the motion of the cells, we can assume that its distribution is ruled by a statical PDE with no explicit time-dependence, and gives rise to a system which is a gradient flow in the variable $ρ$ (the parabolic-parabolic case, where the time scale for the cells and for the nutrient are comparable, is also a gradient flow, in the product space W2 x L 2 , but we will not consider this case). Since we mainly concentrate on the case of bounded domains, in the Keller-Segel case the term u[$ρ$] cannot be expressed as a convoluton and requires ad-hoc computations. In all the paper, the estimates will be studied on a time-discretized version of these PDEs, consisting in the so-called JKO (Jordan-Kinderleherer-Otto) scheme, based on iterated optimization problems involving the Wasserstein distance W2. We will first present 0-order estimates, on the L p and L $\infty$ norms of the solution. This is just a translation into the JKO language of well-known properties of these equations. The main goal of this part is hence to

math.AP

An Optimal Transport approach for the Schrödinger bridge problem and convergence of Sinkhorn algorithm

This paper exploit the equivalence between the Schrödinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a priori estimates which are consistent in the limit when the regularization parameter goes to zero. In particular, we find a new proof of the existence of maximizing entropic-potentials and therefore, the existence of a solution of the Schrödinger system. Our method extends also when we have more than two marginals: we can provide an alternative proof of the convergence of the Sinkhorn algorithm with two marginals and we show that the Sinkhorn algorithm converges in the multi-marginal case.

math.PR

Metric completion of $Diff([0,1])$ with the $H1$ right-invariant metric

We consider the group of smooth increasing diffeomorphisms Diff on the unit interval endowed with the right-invariant $H^1$ metric. We compute the metric completion of this space which appears to be the space of increasing maps of the unit interval with boundary conditions at $0$ and $1$. We compute the lower-semicontinuous envelope associated with the length minimizing geodesic variational problem. We discuss the Eulerian and Lagrangian formulation of this relaxation and we show that smooth solutions of the EPDiff equation are length minimizing for short times.

math.OC

An entropy minimization approach to second-order variational mean-field games

We propose a new viewpoint on variational mean-field games with diffusion and quadratic Hamiltonian. We show the equivalence of such mean-field games with a relative entropy minimization at the level of probabilities on curves. We also address the time-discretization of such problems, establish $Γ$-convergence results as the time step vanishes and propose an efficient algorithm relying on this entropic interpretation as well as on the Sinkhorn scaling algorithm.

math.OC