Preprint: Diffusive transport on the real line: semi-contractive gradient flows and their discretization

24 January 2025

Together with Daniel Matthes and Eva-Maria Rott, we introduce the diffusive transport distance, a novel pseudo-metric between probability measures on the real line. It generalizes Martingale optimal transport, and forms a hierarchy with the Hellinger and the Wasserstein metrics. We observe that certain classes of parabolic PDEs, among them the porous medium equation of exponent two, are formally semi-contractive metric gradient flows in the new distance. This observation is made rigorous for a suitable spatial discretization of the considered PDEs: these are semi-contractive gradient flows with respect to an adapted diffusive transport distance for measures on the point lattice.

Comparison of geodesics for the Hellinger, Wasserstein and Diffusive tansport metric.
Comparison of geodesics for the Hellinger, Wasserstein and Diffusive tansport metric.

Now published in Nonlinearity 38(11), 115005 (2025).