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Negative regular sublevels force two-homogeneous projection escape

Statement

Assume AC, the feature-energy hypotheses on Ω=Rd, d≥2, convex differentiable R, and positive two-homogeneity of Φ,V. Let ν be a finite nonnegative measure on Sd−1 which is not a global minimizer of F over finite nonnegative measures and satisfies Gν=0 ν-almost everywhere. Set Gζ(θ)=dRmζ[Φ(θ)]+V(θ) and use the bounded-Lipschitz norm ∥σ∥BL=sup⁡{∣∫f dσ∣:∥f∥∞+Lip⁡(f)≤1} on finite measures on the sphere. Assume the dense-regular-value hypothesis for Gν∣Sd−1, including differentiability of V near each selected regular level. Then there are ϵ>0 and a compact sublevel set K={θ:Gν(θ)≤−η} with nonempty interior with the following property. If a Wasserstein gradient flow μt satisfies ∥h2(μt0)−ν∥BL<ϵ and μt0({rθ:r>0,θ∈K})>0, then for some t1>t0,

∥h2(μt1)−ν∥BL≥ϵ.

The resulting escape time is finite and depends on the positive mass and its initial radial lower bound; no uniform escape time over all initial laws is asserted.

Facts & Assumptions

Given: The feature-energy flow, the candidate projected measure, and the regularity hypotheses in the Statement.

[F1]

The feature moment and regularizer integrals factor through h2, and weak convergence on the sphere controls the Hilbert-valued moment in norm. Feature and energy identities for homogeneous projections

[F2]

For convex R, global optimality over nonnegative measures is equivalent to nonnegativity of the first-variation potential everywhere and its vanishing almost everywhere for the candidate measure. First variation and optimality over nonnegative measures

[F3]

Flow laws are represented by the unique characteristics, and their velocities are the negative minimum-norm subgradient selections. Wasserstein gradient flow for a feature-measure energy One-sided semiconvex characteristics give W2 uniqueness and stability

[F4]

On a bounded set of spherical projected measures, dR is Lipschitz on the corresponding bounded set of feature moments; the risk component of Gζ is C1 on the sphere. Feature-measure energy and its regularity assumptions

[F5]

For d≥1 and a two-homogeneous semiconvex potential, any selected supporting vector ξ satisfies ⟨ξ,u⟩=2Gζ(u); hence the radial velocity of a characteristic is −2∣u∣Gζ(u/∣u∣). Feature-measure energy and its regularity assumptions

[A1]

AC is inherited by the Wasserstein flow, characteristic representation, and minimum-norm selection. The Axiom of Choice

Proof

Given: AC, ν, μt, and [F1]–[F5].

1.1F2givenchoose

Since Gν=0 ν-almost everywhere but ν is not a minimizer, [F2] gives a point θ0 with Gν(θ0)<0. Choose η>0 so that Gν(θ0)<−η<0 is a regular value; if Gν<0 on the whole sphere, take K=Sd−1 and omit its boundary. Otherwise compactness and regularity make K={Gν≤−η} compact with nonempty interior and give a positive lower bound β for ∣∇SGν∣ on its boundary. With the outward normal, −∇SGν⋅nout≤−β.

2.1F1F4step 1.1algebra

For projected measures ζ in a sufficiently small BL neighborhood of ν, [F1] and duality give ∥mζ−mν∥≤CΦ∥h2(ζ)−ν∥BL, where CΦ=sup⁡∥z∥≤1(∥⟨z,Φ⟩∥∞+Lip⁡⟨z,Φ⟩). The Lipschitz bound in [F4] then yields ∥Gζ−Gν∥C1≤CRCΦ∥h2(ζ)−ν∥BL for a finite CR. Choose ϵ small enough that, whenever the projection remains in that ball, Gh2(μt)≤−η/2 on K and the outward normal velocity is at most −β/2 on ∂K.

3.1A1F3F5step 2.1

While the projection remains in the chosen ball, a characteristic with direction in K cannot leave K. At its boundary the potential is differentiable, its angular velocity is −∇SGh2(μt), and the strict negative outward normal component from step 2.1 rules out a first outward crossing: at a first exit the signed distance to K would have nonnegative right derivative, contradicting the strictly negative derivative. For u=rθ in this cone, [F5] gives r′=−2rGh2(μt)(θ)≥ηr, so r(t)≥r(s)eη(t−s).

4.1A1F3step 3.1choose

The initial cone has positive mass and is preserved by step 3.1. Since it is the increasing union of subsets with r≥1/n, one such subset has mass m∗>0 for some r∗=1/n. For every particle in that subset, its radius grows at least as r∗eη(t−t0) until the projection exits the ball. Therefore h2(μt)(Sd−1)≥m∗r∗2e2η(t−t0) throughout that interval.

5.1A1step 4.1algebra∎

The constant test function 1 has bounded-Lipschitz norm 1. Step 4.1 makes ∫1 dh2(μt) grow without bound while ν(Sd−1) stays fixed and finite. Hence ∥h2(μt)−ν∥BL≥∣h2(μt)(Sd−1)−ν(Sd−1)∣ exceeds ϵ after finite time if the flow stayed in the ball. It must exit by that time, proving the assertion.

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