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Thomas Gallouët

Publications and source records attributed to Thomas Gallouët.

17 recordsLinked to original sources
arXiv2026

Toland duality and particle approximations for signed Wasserstein barycenters

We study the problem of minimizing a weighted sum of squared Wasserstein distances with signed coefficients. In the case of a single positive coefficient, we derive two convex dual formulations: one expressed in terms of Brenier potentials, and one as a projection problem in convex order. Such dual formulations arise via Toland duality by exploiting different notions of convexity within the problem. They generalize those recently established for the metric extrapolation problem, which corresponds to signed barycenters between only two measures. For general signed barycenters, we identify necessary optimality conditions that reduce the problem to the case with one positive coefficient. On the numerical side, we propose a grid-free, particle-based algorithm built on entropic regularization and Sinkhorn iterations to compute signed barycenters with arbitrary coefficients.

math.OC↗
arXiv2026

Semi-discrete convex order and Laguerre tessellation fitting

Laguerre tessellations offer an efficient way to parameterize a large class of convex partitions of Euclidean space using only a set of points and scalar weights. For this reason, they have become popular in computational geometry, imaging and numerical analysis, both as a modeling and a discretization tool. In this paper we study the problem of reconstructing a Laguerre tessellation with prescribed cell volumes from the barycenters of its cells. We establish a geometric interpretation of this problem in terms of the set of discrete measures dominated in convex order by an absolutely continuous measure. In particular, we show that the reconstruction problem can be solved approximately by computing a Wasserstein projection onto this set. More generally, our method can also be applied to fit a Laguerre tessellation to an arbitrary set of barycenters. We give a concrete application of this in materials science, of fitting a Laguerre tessellation to an electron backscatter diffraction (EBSD) image of a steel.

math.OC↗
arXiv2026

Polynomial diagrams for microstructure modelling

We formulate a framework of polynomial diagrams, which are a generalisation of power diagrams (PDs) and anisotropic power diagrams (APDs) allowing for boundaries between cells to be algebraic curves of a prescribed degree. We show that they arise naturally from rephrasing PDs (APDs) as first-degree (second-degree) instances of linear parametrised minimisation diagrams. We also develop an efficient GPU-accelerated framework for fitting polynomial diagrams to image data using Legendre polynomials and by maximising a regularised concave objective function adapted from classical logistic regression literature. A largely self-contained analysis of the optimisation algorithm is also provided, including identification of scale and gauge invariances and the limiting objective function as the regularisation parameter vanishes. We apply the algorithm to fit polynomial diagrams to electron backscatter diffraction images of steel.

math.OC↗
arXiv2024

Regularity theory and geometry of unbalanced optimal transport

Using the dual formulation only, we show that the regularity of unbalanced optimal transport also called entropy-transport inherits from the regularity of standard optimal transport. We provide detailed examples of Riemannian manifolds and costs for which unbalanced optimal transport is regular.Among all entropy-transport formulations, Wasserstein-Fisher-Rao (WFR) metric, also called Hellinger-Kantorovich, stands out since it admits a dynamic formulation, which extends the Benamou-Brenier formulation of optimal transport. After demonstrating the equivalence between dynamic and static formulations on a closed Riemannian manifold, we prove a polar factorization theorem, similar to the one due to Brenier and Mc-Cann. As a byproduct, we formulate the Monge-Amp{è}re equation associated with WFR metric, which also holds for more general costs. Last, we study the link between c-convex functions for the cost induced by the WFR metric and the cost on the cone. The main result is that the weak Ma-Trudinger-Wang condition on the cone implies the same condition on the manifold for the cost induced by WFR.

math.OC↗
arXiv2023

From geodesic extrapolation to a variational BDF2 scheme for Wasserstein gradient flows

We introduce a time discretization for Wasserstein gradient flows based on the classical Backward Differentiation Formula of order two. The main building block of the scheme is the notion of geodesic extrapolation in the Wasserstein space, which in general is not uniquely defined. We propose several possible definitions for such an operation, and we prove convergence of the resulting scheme to the limit PDE, in the case of the Fokker-Planck equation. For a specific choice of extrapolation we also prove a more general result, that is convergence towards EVI flows. Finally, we propose a variational finite volume discretization of the scheme which numerically achieves second order accuracy in both space and time.

math.AP↗
arXiv2021

Convergence of a Lagrangian discretization for barotropic fluids and porous media flow

When expressed in Lagrangian variables, the equations of motion for compressible (barotropic) fluids have the structure of a classical Hamiltonian system in which the potential energy is given by the internal energy of the fluid. The dissipative counterpart of such a system coincides with the porous medium equation, which can be cast in the form of a gradient flow for the same internal energy. Motivated by these related variational structures, we propose a particle method for both problems in which the internal energy is replaced by its Moreau-Yosida regularization in the L2 sense, which can be efficiently computed as a semi-discrete optimal transport problem. Using a modulated energy argument which exploits the convexity of the problem in Eulerian variables, we prove quantitative convergence estimates towards smooth solutions. We verify such estimates by means of several numerical tests.

math.AP↗
arXiv2019

Generalized compressible flows and solutions of the H(div) geodesic problem

We study the geodesic problem on the group of diffeomorphism of a domain M$\subset$Rd, equipped with the H(div) metric. The geodesic equations coincide with the Camassa-Holm equation when d=1, and represent one of its possible multi-dimensional generalizations when d>1. We propose a relaxation {à} la Brenier of this problem, in which solutions are represented as probability measures on the space of continuous paths on the cone over M. We use this relaxation to prove that smooth H(div) geodesics are globally length minimizing for short times. We also prove that there exists a unique pressure field associated to solutions of our relaxation. Finally, we propose a numerical scheme to construct generalized solutions on the cone and present some numerical results illustrating the relation between the generalized Camassa-Holm and incompressible Euler solutions.

math.AP↗
arXiv2018

Second order models for optimal transport and cubic splines on the Wasserstein space

On the space of probability densities, we extend the Wasserstein geodesics to the case of higher-order interpolation such as cubic spline interpolation. After presenting the natural extension of cubic splines to the Wasserstein space, we propose a simpler approach based on the relaxation of the variational problem on the path space. We explore two different numerical approaches, one based on multi-marginal optimal transport and entropic regularization and the other based on semi-discrete optimal transport.

math.OC↗
arXiv2018

A JKO splitting scheme for Kantorovich-Fisher-Rao gradient flows

In this article we set up a splitting variant of the JKO scheme in order to handle gradient flows with respect to the Kantorovich-Fisher-Rao metric, recently introduced and defined on the space of positive Radon measure with varying masses. We perform successively a time step for the quadratic Wasserstein/Monge-Kantorovich distance, and then for the Hellinger/Fisher-Rao distance. Exploiting some inf-convolution structure of the metric we show convergence of the whole process for the standard class of energy functionals under suitable compactness assumptions, and investigate in details the case of internal energies. The interest is double: On the one hand we prove existence of weak solutions for a certain class of reaction-advection-diffusion equations, and on the other hand this process is constructive and well adapted to available numerical solvers.

math.AP↗
arXiv2018

Regularity of solutions of the Stein equation and rates in the multivariate central limit theorem

Consider the multivariate Stein equation $Δf - x\cdot \nabla f = h(x) - E h(Z)$, where $Z$ is a standard $d$-dimensional Gaussian random vector, and let $f\_h$ be the solution given by Barbour's generator approach. We prove that, when $h$ is $α$-Hölder ($0<α\leq1$), all derivatives of order $2$ of $f\_h$ are $α$-Hölder {\it up to a $\log$ factor}; in particular they are $β$-Hölder for all $β\in (0, α)$, hereby improving existing regularity results on the solution of the multivariate Gaussian Stein equation. For $α=1$, the regularity we obtain is optimal, as shown by an example given by Raič \cite{raivc2004multivariate}. As an application, we prove a near-optimal Berry-Esseen bound of the order $\log n/\sqrt n$ in the classical multivariate CLT in $1$-Wasserstein distance, as long as the underlying random variables have finite moment of order $3$. When only a finite moment of order $2+δ$ is assumed ($0<δ<1$), we obtain the optimal rate in $\mathcal O(n^{-\fracδ{2}})$. All constants are explicit and their dependence on the dimension $d$ is studied when $d$ is large.

math.PR↗
arXiv2017

The Camassa-Holm equation as an incompressible Euler equation: a geometric point of view

The group of diffeomorphisms of a compact manifold endowed with the L^2 metric acting on the space of probability densities gives a unifying framework for the incompressible Euler equation and the theory of optimal mass transport. Recently, several authors have extended optimal transport to the space of positive Radon measures where the Wasserstein-Fisher-Rao distance is a natural extension of the classical L^2-Wasserstein distance. In this paper, we show a similar relation between this unbalanced optimal transport problem and the Hdiv right-invariant metric on the group of diffeomorphisms, which corresponds to the Camassa-Holm (CH) equation in one dimension. On the optimal transport side, we prove a polar factorization theorem on the automorphism group of half-densities.Geometrically, our point of view provides an isometric embedding of the group of diffeomorphisms endowed with this right-invariant metric in the automorphisms group of the fiber bundle of half densities endowed with an L^2 type of cone metric. This leads to a new formulation of the (generalized) CH equation as a geodesic equation on an isotropy subgroup of this automorphisms group; On S1, solutions to the standard CH thus give particular solutions of the incompressible Euler equation on a group of homeomorphisms of R^2 which preserve a radial density that has a singularity at 0. An other application consists in proving that smooth solutions of the Euler-Arnold equation for the Hdiv right-invariant metric are length minimizing geodesics for sufficiently short times.

math.DG↗
arXiv2017

An unbalanced Optimal Transport splitting scheme for general advection-reaction-diffusion problems

In this paper, we show that unbalanced optimal transport provides a convenient framework to handle reaction and diffusion processes in a unified metric framework. We use a constructive method, alternating minimizing movements for the Wasserstein distance and for the Fisher-Rao distance, and prove existence of weak solutions for general scalar reaction-diffusion-advection equations. We extend the approach to systems of multiple interacting species, and also consider an application to a very degenerate diffusion problem involving a Gamma-limit. Moreover, some numerical simulations are included.

math.AP↗
arXiv2017

Incompressible immiscible multiphase flows in porous media: a variational approach

We describe the competitive motion of (N + 1) incompressible immiscible phases within a porous medium as the gradient flow of a singular energy in the space of non-negative measures with prescribed mass endowed with some tensorial Wasserstein distance. We show the convergence of the approximation obtained by a minimization schemè a la [R. Jordan, D. Kinder-lehrer \& F. Otto, SIAM J. Math. Anal, 29(1):1--17, 1998]. This allow to obtain a new existence result for a physically well-established system of PDEs consisting in the Darcy-Muskat law for each phase, N capillary pressure relations, and a constraint on the volume occupied by the fluid. Our study does not require the introduction of any global or complementary pressure.

math.AP↗
arXiv2016

A Lagrangian scheme for the incompressible Euler equation using optimal transport

We approximate the regular solutions of the incompressible Euler equation by the solution of ODEs on finite-dimensional spaces. Our approach combines Arnold's interpretation of the solution of Euler's equation for incompressible and inviscid fluids as geodesics in the space of measure-preserving diffeomorphisms, and an extrinsic approximation of the equations of geodesics due to Brenier. Using recently developed semi-discrete optimal transport solvers, this approach yields numerical scheme able to handle problems of realistic size in 2D. Our purpose in this article is to establish the convergence of these scheme towards regular solutions of the incompressible Euler equation, and to provide numerical experiments on a few simple testcases in 2D.

math.NA↗
arXiv2016

Blow-up phenomena for gradient flows of discrete homogeneous functionals

We investigate gradient flows of some homogeneous functionals in R^N , arising in the Lagrangian approximation of systems of self-interacting and diffusing particles. We focus on the case of negative homogeneity. In the case of strong self-interaction, the functional possesses a cone of negative energy. It is immediate to see that solutions with negative energy at some time become singular in finite time, meaning that a subset of particles concentrate at a single point. Here, we establish that all solutions become singular in finite time for the class of functionals under consideration. The paper is completed with numerical simulations illustrating the striking non linear dynamics when initial data have positive energy.

math.AP↗
arXiv2014

Particle approximation of the one dimensional Keller-Segel equation, stability and rigidity of the blow-up

We investigate a particle system which is a discrete and deterministic approximation of the one-dimensional Keller-Segel equation with a logarithmic potential. The particle system is derived from the gradient flow of the homogeneous free energy written in Lagrangian coordinates. We focus on the description of the blow-up of the particle system, namely: the number of particles involved in the first aggregate, and the limiting profile of the rescaled system. We exhibit basins of stability for which the number of particles is critical, and we prove a weak rigidity result concerning the rescaled dynamics. This work is complemented with a detailed analysis of the case where only three particles interact.

math.FA↗