Gradient flows in the framework of (Cartesian) Currents Malte - - PowerPoint PPT Presentation

gradient flows in the framework of cartesian currents
SMART_READER_LITE
LIVE PREVIEW

Gradient flows in the framework of (Cartesian) Currents Malte - - PowerPoint PPT Presentation

Gradient flows in the framework of (Cartesian) Currents Malte Kampschulte Department for Mathematics I, RWTH Aachen University Conference on Nonlinearity, Transport, Physics and Patterns Fields Institute 07.10.2014 Vortices as singularities


slide-1
SLIDE 1

Gradient flows in the framework of (Cartesian) Currents

Malte Kampschulte

Department for Mathematics I, RWTH Aachen University

Conference on Nonlinearity, Transport, Physics and Patterns Fields Institute 07.10.2014

slide-2
SLIDE 2

Vortices as singularities

Consider functions m : Ω ⊂ R2 → S2 What happens if we penalize the third component?

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 2 / 14

slide-3
SLIDE 3

Vortices as singularities

Consider functions m : Ω ⊂ R2 → S2 What happens if we penalize the third component?

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 2 / 14

slide-4
SLIDE 4

Vortices as singularities

Consider functions m : Ω ⊂ R2 → S2 What happens if we penalize the third component?

◮ Enforces planar values m(x) ∈ S1 × {0} a.e.

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 2 / 14

slide-5
SLIDE 5

Vortices as singularities

Consider functions m : Ω ⊂ R2 → S2 What happens if we penalize the third component?

◮ Enforces planar values m(x) ∈ S1 × {0} a.e. ◮ ⇒ Vortices form, can behave similar to point particles.

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 2 / 14

slide-6
SLIDE 6

Vortices as singularities

Consider functions m : Ω ⊂ R2 → S2 What happens if we penalize the third component?

◮ Enforces planar values m(x) ∈ S1 × {0} a.e. ◮ ⇒ Vortices form, can behave similar to point particles. ◮ Information about orientation is lost!

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 2 / 14

slide-7
SLIDE 7

Vortices as singularities

Consider functions m : Ω ⊂ R2 → S2 What happens if we penalize the third component?

◮ Enforces planar values m(x) ∈ S1 × {0} a.e. ◮ ⇒ Vortices form, can behave similar to point particles. ◮ Information about orientation is lost!

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 2 / 14

slide-8
SLIDE 8

Bubbling and Vertical parts

Seen in the simpler case [a, b] → S1, information in the limit still exists in vertical parts:

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 3 / 14

slide-9
SLIDE 9

Bubbling and Vertical parts

Seen in the simpler case [a, b] → S1, information in the limit still exists in vertical parts:

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 3 / 14

slide-10
SLIDE 10

Bubbling and Vertical parts

Seen in the simpler case [a, b] → S1, information in the limit still exists in vertical parts:

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 3 / 14

slide-11
SLIDE 11

Bubbling and Vertical parts

Seen in the simpler case [a, b] → S1, information in the limit still exists in vertical parts:

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 3 / 14

slide-12
SLIDE 12

Bubbling and Vertical parts

Seen in the simpler case [a, b] → S1, information in the limit still exists in vertical parts:

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 3 / 14

slide-13
SLIDE 13

Bubbling and Vertical parts

Seen in the simpler case [a, b] → S1, information in the limit still exists in vertical parts:

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 3 / 14

slide-14
SLIDE 14

Cartesian currents

Approach due to Giaquinta, Modica, Souˇ cek (’89):

◮ Consider graphs of (nice enough) functions Ω ⊂ Rn → M as

rectifiable n-current in Ω × M.

◮ Cartesian Currents ≈ closure the class of graphs in the topology of

currents

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 4 / 14

slide-15
SLIDE 15

Cartesian currents

Approach due to Giaquinta, Modica, Souˇ cek (’89):

◮ Consider graphs of (nice enough) functions Ω ⊂ Rn → M as

rectifiable n-current in Ω × M.

◮ Cartesian Currents ≈ closure the class of graphs in the topology of

currents

Reminder (de Rham (’55), Federer & Fleming (’60)):

◮ k-Currents ≈ dual space of compactly supported smooth differential

k-forms (approach similar to distributions)

◮ Rectifiable k-currents ≈ countable unions of orientable manifolds with

integer multiplicity

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 4 / 14

slide-16
SLIDE 16

Cartesian currents

Approach due to Giaquinta, Modica, Souˇ cek (’89):

◮ Consider graphs of (nice enough) functions Ω ⊂ Rn → M as

rectifiable n-current in Ω × M.

◮ Cartesian Currents ≈ closure the class of graphs in the topology of

currents

Some features:

◮ Cartesian Currents usually consist of flat “graph” part and “vertical”

singularities

◮ Cart. Currents are boundaryless (boundary in ∂(Ω × M) does not

count)

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 4 / 14

slide-17
SLIDE 17

Why gradient flows

◮ Large class of similar problems ◮ Many have some sort of singularities ◮ Canonical example: Harmonic map heat flow ◮ Good abstract approach available (s. book by Ambrosio, Gigli,

Savar´ e)

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 5 / 14

slide-18
SLIDE 18

Minimizing movements (de Giorgi)

Ingredients

◮ Set of admissible Currents A ◮ Metric d(., .) ◮ Energy E(.)

Implicit Euler iteration

S(h)

k+1 := arg min

1 2hd

  • S, S(h)

k

2 + E(S)

  • S ∈ A
  • .

Then for h → 0 the limit S(t) = limh→0 S(h)

k/h should converge to a solution

to the gradient flow ∂ ∂t S + ∇dE(S) = 0

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 6 / 14

slide-19
SLIDE 19

Convergence theorem (K. 2014)

Assume we have some closed class of cartesian currents A for which i) d2 and E lower semi-continuous ii) E bounded from below iii) The mass of currents with bounded energy is bounded iv) ˙ F(S − T) ≤ c · d(S, T) for some c and all S, T of bounded energy Then the minimizing movements iteration is well defined and converges (up to a subsequence) on any time interval [0, τ] to an k + 1 space-time current A s.t. the approximations S(h)(r) converge to the slices A, t < r.

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 7 / 14

slide-20
SLIDE 20

Convergence theorem (K. 2014)

Assume we have some closed class of cartesian currents A for which i) d2 and E lower semi-continuous ii) E bounded from below iii) The mass of currents with bounded energy is bounded iv) ˙ F(S − T) ≤ c · d(S, T) for some c and all S, T of bounded energy Then the minimizing movements iteration is well defined and converges (up to a subsequence) on any time interval [0, τ] to an k + 1 space-time current A s.t. the approximations S(h)(r) converge to the slices A, t < r.

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 7 / 14

slide-21
SLIDE 21

Convergence theorem (K. 2014)

Assume we have some closed class of cartesian currents A for which i) d2 and E lower semi-continuous ii) E bounded from below iii) The mass of currents with bounded energy is bounded iv) ˙ F(S − T) ≤ c · d(S, T) for some c and all S, T of bounded energy Then the minimizing movements iteration is well defined and converges (up to a subsequence) on any time interval [0, τ] to an k + 1 space-time current A s.t. the approximations S(h)(r) converge to the slices A, t < r.

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 7 / 14

slide-22
SLIDE 22

The boundary free case: a homogeneous Flat norm

Reminder: Flat norm

F(S − T) := sup {(S − T)(ω) : ω ≤ 1 ∧ dω ≤ 1} = inf {M(A) + M(B) : S − T = ∂A + B}

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 8 / 14

slide-23
SLIDE 23

The boundary free case: a homogeneous Flat norm

Reminder: Flat norm

F(S − T) := sup {(S − T)(ω) : ω ≤ 1 ∧ dω ≤ 1} = inf {M(A) + M(B) : S − T = ∂A + B}

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 8 / 14

slide-24
SLIDE 24

The boundary free case: a homogeneous Flat norm

Reminder: Flat norm

F(S − T) := sup {(S − T)(ω) : ω ≤ 1 ∧ dω ≤ 1} = inf {M(A) + M(B) : S − T = ∂A + B}

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 8 / 14

slide-25
SLIDE 25

The boundary free case: a homogeneous Flat norm

Reminder: Flat norm

F(S − T) := sup {(S − T)(ω) : ω ≤ 1 ∧ dω ≤ 1} = inf {M(A) + M(B) : S − T = ∂A + B}

Variant: Homogeneous flat norm

˙ F(S − T) := sup {(S − T)(ω) : dω ≤ 1} = inf {M(A) : S − T = ∂A}

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 8 / 14

slide-26
SLIDE 26

The boundary free case: a homogeneous Flat norm

Reminder: Flat norm

F(S − T) := sup {(S − T)(ω) : ω ≤ 1 ∧ dω ≤ 1} = inf {M(A) + M(B) : S − T = ∂A + B}

Variant: Homogeneous flat norm

˙ F(S − T) := sup {(S − T)(ω) : dω ≤ 1} = inf {M(A) : S − T = ∂A} Preserves boundary and topology, i.e. ˙ F(S − T) is infinite for topologically different currents, suitable for Cartesian Currents.

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 8 / 14

slide-27
SLIDE 27

Sketch of proof

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 9 / 14

slide-28
SLIDE 28

Sketch of proof

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 9 / 14

slide-29
SLIDE 29

Sketch of proof

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 9 / 14

slide-30
SLIDE 30

Sketch of proof

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 9 / 14

slide-31
SLIDE 31

Sketch of proof

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 9 / 14

slide-32
SLIDE 32

Sketch of proof

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 9 / 14

slide-33
SLIDE 33

Sketch of proof

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 9 / 14

slide-34
SLIDE 34

Sketch of proof

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 9 / 14

slide-35
SLIDE 35

Sketch of proof

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 9 / 14

slide-36
SLIDE 36

Sketch of proof

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 9 / 14

slide-37
SLIDE 37

Finding an L2 norm that isn’t the L2 norm

What is a good metric?

◮ For many problems, candidate metric needs to behave similar to L2

distance

◮ Known metric: (homogeneous) Flat norm ◮ However: Behaves more like L1 distance

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 10 / 14

slide-38
SLIDE 38

Approaching the problem from a different direction: Wasserstein distance

W2(ν0, ν1)2 = inf

π∈Π(ν0,ν1)

  • dist(x, y)2 dπ(x, y)

◮ Problem: We need to preserve multiplicity ◮ However: Wasserstein distance preserves mass instead ◮ Different interpretation: Treat distance as moving the current by a

vector field

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 11 / 14

slide-39
SLIDE 39

Wasserstein distance: A geometric viewpoint

◮ Conservation of mass formula:

∂tµ + ∇ · (vµ) = 0

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 12 / 14

slide-40
SLIDE 40

Wasserstein distance: A geometric viewpoint

◮ Conservation of mass formula:

∂tµ + ∇ · (vµ) = 0

◮ Weak formulation

∂tµ(φ) = µ(v · ∇φ) ∀φ

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 12 / 14

slide-41
SLIDE 41

Wasserstein distance: A geometric viewpoint

◮ Conservation of mass formula:

∂tµ + ∇ · (vµ) = 0

◮ Weak formulation

∂tµ(φ) = µ(v · ∇φ) ∀φ

◮ Measure ≈ 0-current:

∂tT(ω) = T(ivdω) ∀ω Contraction:(ivω)(w1, ..., wn) = ω(v, w1, ..., wn)

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 12 / 14

slide-42
SLIDE 42

Wasserstein distance: A geometric viewpoint

◮ Conservation of mass formula:

∂tµ + ∇ · (vµ) = 0

◮ Weak formulation

∂tµ(φ) = µ(v · ∇φ) ∀φ

◮ Measure ≈ 0-current:

∂tT(ω) = T(ivdω) ∀ω

◮ Since ivω = 0 for 0-forms

∂tT(ω) = T(Lvω) ∀ω Cartan’s Magic Formula: Lv(ω) = ivdω + divω

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 12 / 14

slide-43
SLIDE 43

Wasserstein distance: A geometric viewpoint

◮ Conservation of mass formula:

∂tµ + ∇ · (vµ) = 0

◮ Weak formulation

∂tµ(φ) = µ(v · ∇φ) ∀φ

◮ Measure ≈ 0-current:

∂tT(ω) = T(ivdω) ∀ω

◮ Since ivω = 0 for 0-forms

∂tT(ω) = T(Lvω) ∀ω This formula generalises to currents of higher order, conservation of mass changes to conservation of multiplicity.

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 12 / 14

slide-44
SLIDE 44

Wasserstein distance on rectifiable currents

Classical Wasserstein distance

◮ Norm in “tangential space”:

sp

µ,p := inf

  • |v|p dµ
  • s + ∇ · (vµ) = 0
  • ◮ Wasserstein distance as length of minimal curve:

Wp(µ0, µ1)p := inf

µ

1

  • ∂µ(t)

∂t

  • p

µ(t),p

dt

  • µ(i) = µi, i ∈ {0, 1}
  • Malte Kampschulte (RWTH Aachen)

Gradient flows in Cartesian Currents 07.10.2014 13 / 14

slide-45
SLIDE 45

Wasserstein distance on rectifiable currents

Adaptation to currents

◮ Norm in “tangential space”:

Sp

T,p := inf

  • |v|p d T
  • S + LvT = 0
  • ◮ Wasserstein distance as length of minimal curve:

Wp(T0, T1) := inf

S

1

  • ∂T(t)

∂t

  • p

T(t),p

dt

  • S(0) = T0, S(1) = T1
  • Malte Kampschulte (RWTH Aachen)

Gradient flows in Cartesian Currents 07.10.2014 13 / 14

slide-46
SLIDE 46

Wasserstein distance on rectifiable currents

Adaptation to cartesian currents

◮ Norm in “tangential space”:

Sp

T,p := inf

  • |(πΩ)∗v|p d (πΩ)∗T
  • S + L(0,v)T = 0
  • ◮ Wasserstein distance as length of minimal curve:

Wp(T0, T1) := inf

S

1

  • ∂T(t)

∂t

  • p

T(t),p

dt

  • S(0) = T0, S(1) = T1
  • Malte Kampschulte (RWTH Aachen)

Gradient flows in Cartesian Currents 07.10.2014 13 / 14

slide-47
SLIDE 47

Some nice observations

◮ In general for smaller distances the vertical version is equivalent to

the Lp norm.

◮ However: Generalized Wasserstein distance respects the topology ◮ For p = 1: generalised Wasserstein ≡ homogeneous flat norm ◮ For p = 1,n = 0: sup/inf duality coincides with the

Kantorovich-Rubinstein duality

◮ Variant with boundary possible

Malte Kampschulte (RWTH Aachen) Gradient flows in Cartesian Currents 07.10.2014 14 / 14