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Monge-Kantorovich distance for PDEs: the coupling method

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arxiv 1903.11349 v2 pith:J22K4YHK submitted 2019-03-27 math.AP math.PR

classification math.APmath.PR
keywords equationmethodheatmonge-kantorovichcoefficientscouplingdistancepdes
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We informally review a few PDEs for which the Monge-Kantorovich distance between pairs of solutions, possibly with some judicious cost function, decays: heat equation, Fokker-Planck equation, heat equation with varying coefficients, fractional heat equation with varying coefficients, homogeneous Boltzmann equation for Maxwell molecules, and some nonlinear integro-differential equations arising in neurosciences. We always use the same method, that consists in building a coupling between two solutions. This amounts to solve a well-chosen PDE posed on the Euclidian square of the physical space, i.e. doubling the variables. Finally, although the above method fails, we recall a simple idea to treat the case of the porous media equation. We also introduce another method based on the dual Monge-Kantorovich problem.

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    math.AP 2019-08 conditional novelty 7.0 of 10

    Porous medium flows on manifolds with Ric ≥ -K satisfy a Wasserstein stability bound with a sharp time-dependent exponential factor.

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