We study the JKO scheme for the total variation, characterize the optimizers, prove some of their qualitative properties (in particular a form of maximum principle and in some cases, a minimum principle as well). Finally, we establish a convergence result as the time step goes to zero to a solution of a fourth-order nonlinear evolution equation, under the additional assumption that the density remains bounded away from zero, this lower bound is shown in dimension one and in the radially symmetric case.
Accepté le :
DOI : 10.1051/cocv/2018042
Mots-clés : Total variation, Wasserstein gradient flows, JKO scheme, fourth-order evolution equations
@article{COCV_2019__25__A42_0, author = {Carlier, Guillaume and Poon, Clarice}, title = {On the total variation {Wasserstein} gradient flow and the {TV-JKO} scheme}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, publisher = {EDP-Sciences}, volume = {25}, year = {2019}, doi = {10.1051/cocv/2018042}, mrnumber = {4009553}, zbl = {1509.35011}, language = {en}, url = {http://www.numdam.org/articles/10.1051/cocv/2018042/} }
TY - JOUR AU - Carlier, Guillaume AU - Poon, Clarice TI - On the total variation Wasserstein gradient flow and the TV-JKO scheme JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2019 VL - 25 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/cocv/2018042/ DO - 10.1051/cocv/2018042 LA - en ID - COCV_2019__25__A42_0 ER -
%0 Journal Article %A Carlier, Guillaume %A Poon, Clarice %T On the total variation Wasserstein gradient flow and the TV-JKO scheme %J ESAIM: Control, Optimisation and Calculus of Variations %D 2019 %V 25 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/cocv/2018042/ %R 10.1051/cocv/2018042 %G en %F COCV_2019__25__A42_0
Carlier, Guillaume; Poon, Clarice. On the total variation Wasserstein gradient flow and the TV-JKO scheme. ESAIM: Control, Optimisation and Calculus of Variations, Tome 25 (2019), article no. 42. doi : 10.1051/cocv/2018042. http://www.numdam.org/articles/10.1051/cocv/2018042/
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