Lecture Notes on Gradient Flows and Optimal Transport

We present a short overview on the strongest variational formulation for gradient flows of geodesically $\lambda$-convex functionals in metric spaces, with applications to diffusion equations in Wasserstein spaces of probability measures. These notes are based on a series of lectures given by the second author for the Summer School "Optimal transportation: Theory and applications" in Grenoble during the week of June 22-26, 2009

Weighted Energy-Dissipation principle for gradient flows in metric spaces

This paper develops the so-called Weighted Energy-Dissipation (WED) variational approach for the analysis of gradient flows in metric spaces. This focuses on the minimization of the parameter-dependent global-in-time functional of trajectories \mathcal{I}_\varepsilon[u] = \int_0^{\infty} e^{-t/\varepsilon}\left( \frac12 |u'|^2(t) + \frac1{\varepsilon}\phi(u(t)) \right) \dd t, featuring the weighted sum of energetic and dissipative terms. As the parameter $\varepsilon$ is sent to~$0$, the minimizers $u_\varepsilon$ of such functionals converge, up to subsequences, to curves of maximal slope driven by the functional $\phi$. This delivers a new and general variational approximation procedure, hence a new existence proof, for metric gradient flows. In addition, it provides a novel perspective towards relaxation

A striking correspondence between the dynamics generated by the vector fields and by the scalar parabolic equations

The purpose of this paper is to enhance a correspondence between the dynamics of the differential equations $\dot y(t)=g(y(t))$ on $\mathbb{R}^d$ and those of the parabolic equations $\dot u=\Delta u +f(x,u,\nabla u)$ on a bounded domain $\Omega$. We give details on the similarities of these dynamics in the cases $d=1$, $d=2$ and $d\geq 3$ and in the corresponding cases $\Omega=(0,1)$, $\Omega=\mathbb{T}^1$ and dim($\Omega$)$\geq 2$ respectively. In addition to the beauty of such a correspondence, this could serve as a guideline for future research on the dynamics of parabolic equations