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Gradient flow structures for discrete porous medium equations

Published 5 Dec 2012 in math.FA, math.CA, math.MG, and math.PR | (1212.1129v1)

Abstract: We consider discrete porous medium equations of the form \partial_t \rho_t = \Delta \phi(\rho_t), where \Delta is the generator of a reversible continuous time Markov chain on a finite set X, and \phi is an increasing function. We show that these equations arise as gradient flows of certain entropy functionals with respect to suitable non-local transportation metrics. This may be seen as a discrete analogue of the Wasserstein gradient flow structure for porous medium equations in Rn discovered by Otto. We present a one-dimensional counterexample to geodesic convexity and discuss Gromov-Hausdorff convergence to the Wasserstein metric.

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