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- ItemOptimal Entropy-Transport problems and a new Hellinger-Kantorovich distance between positive measures(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Liero, Matthias; Mielke, Alexander; Savaré, GiuseppeWe develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal Transport problems: given a couple of finite measures (with possibly different total mass), one looks for minimizers of the sum of a linear transport functional and two convex entropy functionals, that quantify in some way the deviation of the marginals of the transport plan from the assigned measures. As a powerful application of this theory, we study the particular case of Logarithmic Entropy-Transport problems and introduce the new Hellinger-Kantorovich distance between measures in metric spaces. The striking connection between these two seemingly far topics allows for a deep analysis of the geometric properties of the new geodesic distance, which lies somehow between the well-known Hellinger-Kakutani and Kantorovich-Wasserstein distances.
- ItemModeling of chemical reaction systems with detailed balance using gradient structures(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Maas, Jan; Mielke, AlexanderWe consider various modeling levels for spatially homogeneous chemical reaction systems, namely the chemical master equation, the chemical Langevin dynamics, and the reaction-rate equation. Throughout we restrict our study to the case where the microscopic system satisfies the detailed-balance condition. The latter allows us to enrich the systems with a gradient structure, i.e. the evolution is given by a gradient-flow equation. We present the arising links between the associated gradient structures that are driven by the relative entropy of the detailed-balance steady state. The limit of large volumes is studied in the sense of evolutionary Γ-convergence of gradient flows. Moreover, we use the gradient structures to derive hybrid models for coupling different modeling levels.
- ItemGradient structures and geodesic convexity for reaction-diffusion systems(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2012) Liero, Matthias; Mielke, AlexanderWe consider systems of reaction-diffusion equations as gradient systems with respect to an entropy functional and a dissipation metric given in terms of a so-called Onsager operator, which is a sum of a diffusion part of Wasserstein type and a reaction part. We provide methods for establishing geodesic lambda-convexity of the entropy functional by purely differential methods, thus circumventing arguments from mass transportation. Finally, several examples, including a drift-diffusion system, provide a survey on the applicability of the theory. We consider systems of reaction-diffusion equations as gradient systems with respect to an entropy functional and a dissipation metric given in terms of a so-called Onsager operator, which is a sum of a diffusion part of Wasserstein type and a reaction part. We provide methods for establishing geodesic lambda-convexity of the entropy functional by purely differential methods, thus circumventing arguments from mass transportation. Finally, several examples, including a drift-diffusion system, provide a survey on the applicability of the theory.
- ItemOn microscopic origins of generalized gradient structures(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Liero, Matthias; Mielke, Alexander; Peletier, Mark A.; Renger, D.R. MichielClassical gradient systems have a linear relation between rates and driving forces. In generalized gradient systems we allow for arbitrary relations derived from general non-quadratic dissipation potentials. This paper describes two natural origins for these structures. A first microscopic origin of generalized gradient structures is given by the theory of large-deviation principles. While Markovian diffusion processes lead to classical gradient structures, poissonian jump processes give rise to cosh-type dissipation potentials. A second origin arises via a new form of convergence, that we call EDP-convergence. Even when starting with classical gradient systems, where the dissipation potential is a quadratic functional of the rate, we may obtain a generalized gradient system in the evolutionary Gamma-limit. As examples we treat (i) the limit of a diffusion equation having a thin layer of low diffusivity, which leads to a membrane model, and (ii) the limit of diffusion over a high barrier, which gives a reaction-diffusion system.
- ItemGeodesic convexity of the relative entropy in reversible Markov chains(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2011) Mielke, AlexanderWe consider finite-dimensional, time-continuous Markov chains satisfying the detailed balance condition as gradient systems with the relative entropy E as driving functional. The Riemannian metric is defined via its inverse matrix called the Onsager matrix K. We provide methods for establishing geodesic λ-convexity of the entropy and treat several examples including some more general nonlinear reaction systems.