Wasserstein gradient flows for Coulomb discrepancies

Abstract

We study the long-time behavior of the Wasserstein gradient flow of the squared Maximum Mean Discrepancy (MMD) between a probability measure $\ddot{I}$ and a target measure $\hat{I}¼$, where the underlying kernel is given by a Coulomb potential. For $L^{\infty }$ target densities $\hat{I}¼$, we establish the existence of global weak solutions starting from arbitrary Borel probability measures and prove that the density $\ddot{I}{}_t$ belongs to $L^{\infty }$ for any $t>0$. We also show that the Hölder norm can grow exponentially in time. On the flat torus ${\mathbb{T}}^{\mathsf{d}}$, we prove a global metric PL inequality for every finite-Coulomb-energy source and nearly uniform target. For general bounded, uniformly positive targets, we prove exponential decay of the squared MMD without requiring a lower bound on the initial data, using a defective PL inequality. We also prove that the usual PL inequality may fail when the target vanishes only at one point and that, when $\mathsf{d}\ge 2$, no PL constant can hold uniformly over all targets satisfying a prescribed lower bound. On ${\mathbb{R}}^{\mathsf{d}}$, for $\mathsf{d}\ge 2$, under radial symmetry, source-support inclusion, and target-positivity assumptions, we establish a PL inequality and exponential convergence. On the unrestricted whole-space class, neither a multiplicative squared-MMD decay modulus uniform over the initial datum nor a global PL inequality can hold. Finally, in every dimension and in both spatial settings, we prove that every Lagrangian critical point coincides with the target when $(\ddot{I}-\hat{I}¼{)}^{+}$ is absolutely continuous. In dimension two, the energy supplies uniform tightness. This implies that if our constructed solutions have finite energy at some positive time, then they converge to the target narrowly and strongly in negative-order Sobolev spaces.

50 pages, v2: (i) Added a global metric PL inequality on the torus for near-uniform targets, with the implied exponential convergence for the gradient flows. (ii) Proved rigidity of Lagrangian critical points when the positive part of the source-target discrepancy is absolutely continuous, and obtained qualitative convergence of finite-energy solutions on R^2 via logarithmic-capacity tightness