Skip to content
Preprint

A Dynamical Approximation Scheme on the Stiefel manifold for Wasserstein Gradient Flows

Jul 2026 · 0 citations · 45 references
Mathematics Computer Science

Abstract

We propose a meshless Lagrangian dynamical method for approximating Wasserstein gradient flows (WGFs). The evolving measure is represented as the pushforward of the initial measure $\mu_0$ through a transport map in the weighted Hilbert space $L^2_{\mu_0}$. We approximate this map in time-dependent linear subspaces of $L^2_{\mu_0}$, whose orthonormal frames are evolved by a Dirac--Frenkel dynamical principle on a Stiefel manifold constrained to a finite-dimensional background space, adaptively constructed via local approximations of the WGF velocity field. We prove that the resulting transport map induces an absolutely continuous curve of probability measures in Wasserstein space, whose velocity is obtained by projecting the exact WGF velocity onto the background space, and we show that the approximation preserves the energy dissipation structure up to the projection error of the velocity. Moreover, for geodesically convex energies, we derive an a posteriori estimate controlling such projection error through the adaptive construction of the background space, yielding as well a bound on the approximation error of the pushforward measure in the Wasserstein metric. Numerical experiments on linear and nonlinear Fokker--Planck equations, porous-medium diffusion, and interaction energies demonstrate the accuracy of the method, its energy-dissipation properties, and the advantages of the adaptive construction.

View source

Similar papers

Preprint Aug 2026

Probabilistic Representation and Convergence of Gromov-Wasserstein Gradient Flows

Wasserstein gradient flows are intimately connected with evolution partial differential equations and diffusion processes. We take the first step in developing such connections for inner product Gromov--Wasserstein (IGW) gradient flows by studying the IGW gradient flow of the relative entropy $\mathsf{H}(\cdot\|\gamma)$ with respect to the standard Gaussian measure $\gamma$. We first show that $\mathsf{H}(\cdot\|\gamma)$ fails to be $\lambda$-convex along generalized or modified generalized IGW geodesics for any $\lambda \in \mathbb{R}$, and therefore falls outside the scope of the existing IGW gradient flow theory from Zhang et al. (2026). We bridge this gap by establishing a suitable \emph{local} convexity estimate that enables the construction of the gradient flow and its extension to the infinite time horizon. We then obtain increasingly explicit representations of the resulting dynamics. Starting from a partial integro-differential equation, we derive a nonlinear Fokker--Planck equation and show that its second-moment dynamics decouple from the law as they satisfy an autonomous matrix ODE. This reduces the IGW dynamics to a linear, time-inhomogeneous Fokker--Planck equation, yielding a probabilistic representation as the time-marginal flow of a linear stochastic differential equation resembling the Ornstein--Uhlenbeck process. Finally, we study its asymptotic behavior by establishing exponential convergence of the flow to $\gamma$ in relative entropy.

Venkatkrishna Karumanchi, Z. Goldfeld, Kengo Kato et al. · 0 citations
Preprint Jul 2026

Stochastic Scalar Conservation Laws on Moving Hypersurfaces

We establish the well-posedness of stochastic scalar conservation laws on moving hypersurfaces driven by Brownian motion. To handle the interaction between stochastic forcing and evolving geometry, we derive an It\^{o} formula on moving surfaces and introduce the notion of generalized entropy solutions incorporating the relevant stochastic interaction terms. A martingale entropy solution is constructed via the vanishing-viscosity method, based on a uniform $L^\infty$-bound in space and time, an $L^1$-estimate for the spatial gradient, an $L^1$-continuity estimate in time, and a suitable tightness argument. Pathwise uniqueness is established by adapting Kruzhkov's doubling-of-variables method to moving hypersurfaces, yielding an $L^1$-contraction property. Finally, together with the Yamada-Watanabe theorem, these results yield the well-posedness of the problem.

Ping Chen, Tusheng Zhang · 0 citations
Preprint Aug 2026

Nonlocal Tikhonov Regularization: Hilbert Scales, Explicit Rates, and the Classical Limit

We study fractional-Sobolev Tikhonov regularization for linear inverse problems on a bounded Lipschitz domain. The regularization penalty is generated by the restricted Dirichlet fractional Laplacian, and the associated variational problem is shown to admit a unique minimizer that depends Lipschitz continuously on the data. Identifying the positive self-adjoint operator $$A_s=I+(-\Delta)^s,\, D(A_s^{1/2})=H_0^s(\Omega),$$ we transform the problem isometrically into a classical Hilbert-space Tikhonov problem with observation operator $B=KA_s^{-1/2}$. This yields explicit mean-square error bounds and an order-optimal \emph{a priori} and \emph{a posteriori} parameter rules under H\"older-type source conditions. The framework is illustrated by partial observations and by the backward fractional heat equation. In the latter case, $$ B^*B=A_s^{-1}e^{-2tA_s}, $$ which permits a mode-wise description of the source condition, the singular-value decay, and the effective reconstruction bandwidth. We also study the local limit $s\to1^-$: after Bourgain--Brezis--Mironescu normalization, the fractional functionals $\Gamma$-converge in $L^2(\Omega)$ to the classical $H_0^1$-Tikhonov functional, and the corresponding minimizers converge strongly in $L^2(\Omega)$. Numerical experiments for the backward fractional heat problem illustrate the reconstruction procedure and the influence of the penalty order, and confirm the predicted mean-square convergence rate to within a few percent via Monte Carlo simulation, with Morozov's discrepancy principle attaining the same order-optimal rate a posteriori.

Debangana Mukherjee, A. Panda · 0 citations
Preprint Aug 2026

A new Geometric Setting for the Analysis of Partial Differential Equations

In this paper, we introduce a hybrid metric geometry on the space of absolutely continuous probability densities that combines optimal transport (Wasserstein geometry) and log-ratio composition (Aitchison geometry). The hybrid distance $D_\alpha$ is defined through a Benamou--Brenier-type dynamical formulation that couples spatial transport with a centered reaction term preserving total mass.We prove that $D_\alpha$ is a genuine metric and establish comparison estimates with the Wasserstein and Aitchison distances. In particular, we show that the topology induced by $D_\alpha$ is stronger than the narrow topology and weaker than the supremum topology generated by the Wasserstein and Aitchison metrics. We further prove that the metric space is geodesic. Within this framework, we develop the foundations of a gradient flow theory in the sense of Ambrosio--Gigli--Savar\'e, including the characterization of absolutely continuous curves, metric derivatives, metric slopes, and formal Jordan--Kinderlehrer--Otto schemes. We also investigate hybrid barycenters and their connections with Wasserstein barycenters and Aitchison barycenters. Finally, we discuss several partial differential equations, including logistic diffusion, Allen--Cahn equations with log-ratio constraints, and chemotaxis models with logarithmic growth, as formal gradient flows associated with the hybrid geometry, and compare the proposed framework with the Wasserstein--Fisher--Rao metric.

A. Soglo, K. W. Houédanou, Jamal Adetola et al. · 0 citations
Preprint Jul 2026

A'global'Perspective on the Differential Geometry of Wasserstein Spaces

We develop a global differential calculus on the $L^2$-Wasserstein space over a closed Riemannian manifold, based on derivations of cylinder functions rather than on the standard pointwise approach. Within this framework we define some fundamental geometric tools. In particular, we show that the Levi-Civita connection on the base manifold lifts to the unique torsion-free connection compatible with the'extended'Otto metric. The corresponding Riemann tensor is exactly the lift of the base Riemann tensor, which shows that - in this framework - the correction terms of the classical gradient formalism are not intrinsic curvature terms, but arise from the projection onto the measure-dependent gradient distribution. This allows us to revisit with a global and purely differential approach the smooth computations by J. Lott, Comm. Math. Phys., 277(2):423-437, 2007, reaching partially different conclusions.

L. Schiavo, A. Pinamonti · 0 citations
Preprint Aug 2026

Open-Loop Riemannian Frank--Wolfe: Fast Rates under Error Bounds and Scaling Inequalities

We explore fast convergence of the Riemannian Frank--Wolfe method for smooth geodesically convex optimization over compact feasible sets. Hadamard manifolds are the main setting. On general complete manifolds, the analysis accounts for all feasible minimizing geodesics. We consider the open loop step-size $\eta_k=a/(k+a)$, which only uses the iteration index. Under a local H\"olderian error bound and local length-normalized directional scaling, every $a>2$ gives the eventual rate $O(k^{-1/(1-\theta)})$ for $\theta\in(0,1/2]$. An interior-ball condition yields $O(k^{-2})$ for strongly geodesically convex objectives. Under an exact Riemannian scaling inequality and a uniform positive lower bound on the gradient norm, every $a\geq2$ gives $O(k^{-a})$ after an explicit threshold index. The same rate holds for the smallest Frank--Wolfe gap over the most recent half of the iterates. For geodesic balls of radius \(R<\pi/2\) in the unit sphere, we establish the scaling inequality with $\alpha_R=\tfrac12\cot R$, yielding $O(k^{-a})$ primal error and recent-window gap rates. We also analyze the standard gap-feedback short step under the local error-bound conditions, obtaining $O(k^{-1/(1-2\theta)})$ for $\theta<1/2$ and a linear rate for $\theta=1/2$. Numerical experiments illustrate the predicted rates and compare iteration-only and feedback-based step selection.

Kangming Chen · 0 citations