scholarly journals The Linearized Hellinger--Kantorovich Distance

2022 ◽  
Vol 15 (1) ◽  
pp. 45-83
Author(s):  
Tianji Cai ◽  
Junyi Cheng ◽  
Bernhard Schmitzer ◽  
Matthew Thorpe
Keyword(s):  
Author(s):  
Florentine Catharina Fleißner

The purpose of this paper is to introduce a Minimizing Movement approach to scalar reaction-diffusion equations of the form \partial_t u \ = \ \Lambda\cdot \mathrm{div}[u(\nabla F'(u) + \nabla V)] \ - \ \Sigma\cdot (F'(u) + V) u, \quad \text{ in } (0, +\infty)\times\Omega, with parameters $\Lambda, \Sigma > 0$ and no-flux boundary condition u(\nabla F'(u) + \nabla V)\cdot {\sf n} \ = \ 0, \quad \text{ on } (0, +\infty)\times\partial\Omega, which is built on their gradient-flow-like structure in the space $\mathcal{M}(\bar{\Omega})$ of finite nonnegative Radon measures on $\bar{\Omega}\subset\xR^d$, endowed with the recently introduced Hellinger-Kantorovich distance $\HK_{\Lambda, \Sigma}$. It is proved that, under natural general assumptions on $F: [0, +\infty)\to\xR$ and $V:\bar{\Omega}\to\xR$, the Minimizing Movement scheme \mu_\tau^0:=u_0\mathscr{L}^d \in\mathcal{M}(\bar{\Omega}), \quad \mu_\tau^n \text{ is a minimizer for } \mathcal{E}(\cdot)+\frac{1}{2\tau}\HK_{\Lambda, \Sigma}(\cdot, \mu_\tau^{n-1})^2, \ n\in\xN, for \mathcal{E}: \mathcal{M}(\bar{\Omega}) \to (-\infty, +\infty], \ \mathcal{E}(\mu):= \begin{cases} \int_\Omega{[F(u(x))+V(x)u(x)]\xdif x} &\text{ if } \mu=u\mathscr{L}^d, \\ +\infty &\text{ else}, \end{cases} yields weak solutions to the above equation as the discrete time step size $\tau\downarrow 0$. Moreover, a superdifferentiability property of the Hellinger-Kantorovich distance $\HK_{\Lambda, \Sigma}$, which will play an important role in this context, is established in the general setting of a separable Hilbert space.


Mathematics ◽  
2020 ◽  
Vol 8 (4) ◽  
pp. 577 ◽  
Author(s):  
Irina Shevtsova ◽  
Mikhail Tselishchev

We introduce a generalized stationary renewal distribution (also called the equilibrium transform) for arbitrary distributions with finite nonzero first moment and study its properties. In particular, we prove an optimal moment-type inequality for the Kantorovich distance between a distribution and its equilibrium transform. Using the introduced transform and Stein’s method, we investigate the rate of convergence in the Rényi theorem for the distributions of geometric sums of independent random variables with identical nonzero means and finite second moments without any constraints on their supports. We derive an upper bound for the Kantorovich distance between the normalized geometric random sum and the exponential distribution which has exact order of smallness as the expectation of the geometric number of summands tends to infinity. Moreover, we introduce the so-called asymptotically best constant and present its lower bound yielding the one for the Kantorovich distance under consideration. As a concluding remark, we provide an extension of the obtained estimates of the accuracy of the exponential approximation to non-geometric random sums of independent random variables with non-identical nonzero means.


2004 ◽  
Vol 41 (01) ◽  
pp. 271-276
Author(s):  
P. S. Ruzankin

The main result of the paper is a refinement of Xia's (1997) bound on the Kantorovich distance between distributions of a Bernoulli point process and an approximating Poisson process. In particular, we show that the distance between distributions of a Bernoulli point process and the Poisson process with the same mean measure has the order of the total variation distance between the laws of the total masses of these processes.


2006 ◽  
Vol 76 (12) ◽  
pp. 1298-1302 ◽  
Author(s):  
Federico Bassetti ◽  
Antonella Bodini ◽  
Eugenio Regazzini
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Author(s):  
Vladimir I. Bogachev ◽  
Alexander V. Shaposhnikov ◽  
Feng-Yu Wang

We refine and generalize several interpolation inequalities bounding the [Formula: see text] norm of a probability density with respect to the reference measure [Formula: see text] by its Sobolev norm and the Kantorovich distance to [Formula: see text] on a smooth weighted Riemannian manifold satisfying [Formula: see text] condition.


2016 ◽  
Vol 48 (4) ◽  
pp. 2869-2911 ◽  
Author(s):  
Matthias Liero ◽  
Alexander Mielke ◽  
Giuseppe Savaré

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