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The global Wasserstein gradient flow exists uniquely and is stable
Statement
Assume AC and the full feature-measure energy hypotheses. Let have finite energy and be concentrated on . There is a unique global curve in with that solves the continuity equation with the negative minimum-norm subgradient velocity of the extended potential . For every finite , the curve is concentrated on some and satisfies For any concentrated on the same , their flows obey for a finite constant depending only on , , and a common upper bound for the initial energies. Consequently, W2-convergent initial laws in a common have flows converging uniformly in W2 on every compact time interval.
Statement references
Facts & Assumptions
Given: AC, the model hypotheses, , and a finite time horizon .
Every localized flow exists uniquely, satisfies the continuity equation and energy identity, and has the localized stability estimate. The localized Wasserstein gradient flow exists, satisfies EVI, and is unique
A finite-time radius can be chosen uniformly for initial laws in a fixed with uniformly bounded initial energy; the cutoff equation agrees with the equation constrained only by . The localized flow cannot escape all cutoffs in finite time
AC supplies the local flows and their compatible path representatives. The Axiom of Choice
Continuous prescribed forcing has unique global constrained characteristics, uniform cutoff bounds for starts in a common , and finite-action PDE solutions are their pushforwards; the self-consistent localized laws obey W2 uniqueness. One-sided semiconvex characteristics give W2 uniqueness and stability
Proof
Given: AC, , and initial laws as in the Statement.
Let be a common energy bound. The escape estimate [F2] supplies a radius that works for both localized flows throughout . By [F1], each localized flow exists on that interval and remains in a smaller , so the added cutoff normal cone is inactive and each curve solves the equation constrained by . If , the curves constructed with a larger radius agree on by localized uniqueness [F1]; hence the finite-horizon curves patch to a well-defined global curve.
The energy identity on is inherited from [F1]. Applying the localized stability estimate on the common radius gives for , choosing to be the maximum of that localized exponent and ; taking the supremum gives the displayed bound. Its right side tends to zero when the initial W2 distance does, proving compact-time uniform convergence. Since was arbitrary, existence, uniqueness, energy dissipation, and stability hold globally in time.
We check uniqueness against every curve in the stated definition, without presuming its energy decreases or its support stays in a cutoff. Choose . The neighborhood premise and derivative growth give on , after increasing to absorb . Segment integration yields . Consequently every law has a Bochner feature moment, and coupling Cauchy–Schwarz gives . The same growth argument for bounded potential supporting vectors shows has at most quadratic growth. For a competing solution, second moments are uniformly bounded on by the triangle inequality with , so its moment and forcing are continuous. The global fixed-forcing construction and superposition representation in [F4] therefore apply with . Starting in , this competitor is concentrated throughout on a single , using the uniform radius estimate of [F4] for its bounded forcing. Increase slightly so the added cutoff constraint is locally inactive relative to . Both the competitor and the constructed flow then solve the same localized model equation on a common larger cutoff, so the law uniqueness estimate in [F4] makes them equal. No energy bound on a previously unconfined competitor was assumed. This completes global uniqueness in the full stated class.
Depends on
- Feature-measure energy and its regularity assumptions
- Wasserstein gradient flow for a feature-measure energy
- The localized flow cannot escape all cutoffs in finite time
- The localized Wasserstein gradient flow exists, satisfies EVI, and is unique
- One-sided semiconvex characteristics give W2 uniqueness and stability
- The Axiom of Choice
Used by
- Exact quadratic feature-energy flow and particle limit Example
- A homogeneous flow preserves spherical support separation Lemma
- Negative regular sublevels force two-homogeneous projection escape Lemma
- Partial-homogeneity flows preserve box separation Lemma
- A partially homogeneous signed projection limit is a minimizer Theorem
- A separating two-homogeneous flow has globally minimizing projection limits Theorem
- Finite-particle flows converge to the measure-valued flow in W2 Theorem
Dependency tree · two levels
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Sources
- Lénaïc Chizat and Francis Bach, On the Global Convergence of Gradient Descent for Over-parameterized Models using Optimal Transport (standard reference, not scraped)
- Luigi Ambrosio, Gigli, and Giuseppe Savaré, Gradient Flows in Metric Spaces and in the Space of Probability Measures (standard reference, not scraped)