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Gradient Flows: In Metric Spaces and in the Space of Probability Measures
Gradient Flows: In Metric Spaces and in the Space of Probability Measures
Date: 21 November 2010, 06:58

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Luigi Ambrosio, Nicola Gigli, and Giuseppe Savaré, "Gradient Flows: In Metric Spaces and in the Space of Probability Measures"
Bir-ser | 2005 | ISBN: 3764324287 | 333 pages | PDF | 2,2 MB

This book is devoted to a theory of gradient flows in spaces which are not necessarily endowed with a natural linear or differentiable structure. It consists of two parts, the first one concerning gradient flows in metric spaces and the second one devoted to gradient flows in the space of probability measures on a separable Hilbert space, endowed with the Kantorovich-Rubinstein-Wasserstein distance.
The two parts have some connections, due to the fact that the space of probability measures provides an important model to which the "metric" theory applies, but the book is conceived in such a way that the two parts can be read independently, the first one by the reader more interested in non-smooth analysis and analysis in metric spaces, and the second one by the reader more orientated towards the applications in partial differential equations, measure theory and probability.
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Probability   Space   Flows   Gradient   Measures  

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