Quantization of probability distributions and gradient flows in space dimension 2
Annales de l'I.H.P. Analyse non linéaire, Tome 35 (2018) no. 6, pp. 1531-1555.

In this paper we study a perturbative approach to the problem of quantization of probability distributions in the plane. Motivated by the fact that, as the number of points tends to infinity, hexagonal lattices are asymptotically optimal from an energetic point of view [10,12,15], we consider configurations that are small perturbations of the hexagonal lattice and we show that: (1) in the limit as the number of points tends to infinity, the hexagonal lattice is a strict minimizer of the energy; (2) the gradient flow of the limiting functional allows us to evolve any perturbed configuration to the optimal one exponentially fast. In particular, our analysis provides a new mathematical justification of the asymptotic optimality of the hexagonal lattice among its nearby configurations.

DOI : 10.1016/j.anihpc.2017.12.003
Classification : 35K40, 35Q94, 35B40, 35K92, 94A12
Mots clés : Parabolic systems of PDEs, Gradient flow, Quantization of probability distributions, Wasserstein distance
@article{AIHPC_2018__35_6_1531_0,
     author = {Caglioti, Emanuele and Golse, Fran\c{c}ois and Iacobelli, Mikaela},
     title = {Quantization of probability distributions and gradient flows in space dimension 2},
     journal = {Annales de l'I.H.P. Analyse non lin\'eaire},
     pages = {1531--1555},
     publisher = {Elsevier},
     volume = {35},
     number = {6},
     year = {2018},
     doi = {10.1016/j.anihpc.2017.12.003},
     mrnumber = {3846235},
     zbl = {1394.35219},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1016/j.anihpc.2017.12.003/}
}
TY  - JOUR
AU  - Caglioti, Emanuele
AU  - Golse, François
AU  - Iacobelli, Mikaela
TI  - Quantization of probability distributions and gradient flows in space dimension 2
JO  - Annales de l'I.H.P. Analyse non linéaire
PY  - 2018
SP  - 1531
EP  - 1555
VL  - 35
IS  - 6
PB  - Elsevier
UR  - http://archive.numdam.org/articles/10.1016/j.anihpc.2017.12.003/
DO  - 10.1016/j.anihpc.2017.12.003
LA  - en
ID  - AIHPC_2018__35_6_1531_0
ER  - 
%0 Journal Article
%A Caglioti, Emanuele
%A Golse, François
%A Iacobelli, Mikaela
%T Quantization of probability distributions and gradient flows in space dimension 2
%J Annales de l'I.H.P. Analyse non linéaire
%D 2018
%P 1531-1555
%V 35
%N 6
%I Elsevier
%U http://archive.numdam.org/articles/10.1016/j.anihpc.2017.12.003/
%R 10.1016/j.anihpc.2017.12.003
%G en
%F AIHPC_2018__35_6_1531_0
Caglioti, Emanuele; Golse, François; Iacobelli, Mikaela. Quantization of probability distributions and gradient flows in space dimension 2. Annales de l'I.H.P. Analyse non linéaire, Tome 35 (2018) no. 6, pp. 1531-1555. doi : 10.1016/j.anihpc.2017.12.003. http://archive.numdam.org/articles/10.1016/j.anihpc.2017.12.003/

[1] Amann, H. Quasilinear evolution equations and parabolic systems, Trans. Am. Math. Soc., Volume 293 (1986) no. 1, pp. 191–227 | DOI | MR | Zbl

[2] Ambrosio, L.; Gigli, N.; Savaré, G. Gradient Flows in Metric Spaces and in the Space of Probability Measures, Lectures in Mathematics ETH Zürich, Birkhäuser Verlag, Basel, 2008 | MR | Zbl

[3] Bergh, J.; Löfström, J. Interpolation Spaces. An Introduction, Springer-Verlag, Berlin, Heidelberg, 1976 | MR | Zbl

[4] Brezis, H. Opérateurs Maximaux Monotones, North-Holland Publishing Company, Amsterdam, 1973 | Zbl

[5] Bucklew, J.; Wise, G. Multidimensional asymptotic quantization theory with r-th power distortion measures, IEEE Trans. Inf. Theory, Volume 28 (1982) no. 2, pp. 239–247 | DOI | MR | Zbl

[6] Caglioti, E.; Golse, F.; Iacobelli, M. A gradient flow approach to quantization of measures, Math. Models Methods Appl. Sci., Volume 25 (2015), pp. 1845–1885 | DOI | MR | Zbl

[7] Caflisch, R.E. Monte Carlo and quasi-Monte Carlo methods, Acta Numer., Volume 7 (1998), pp. 1–49 | DOI | MR | Zbl

[8] Campanato, S. Proprietà di hölderianità di alcune classi di funzioni, Ann. Sc. Norm. Super. Pisa (3), Volume 17 (1963), pp. 175–188 | Numdam | MR | Zbl

[9] Duzaar, F.; Mingione, G. Second order parabolic systems, optimal regularity, and singular sets of solutions, Ann. Inst. Henri Poincaré, Anal. Non Linéaire, Volume 22 (2005), pp. 705–751 | Numdam | MR | Zbl

[10] Fejes Tóth, G. Lagerungen in der Ebene, auf der Kugel und im Raum, Springer-Verlag, Berlin, 1953 (2nd ed. 1972) | MR | Zbl

[11] Gersho, A.; Gray, R.M. Vector Quantization and Signal Processing, The Springer International Series in Engineering and Computer Science, vol. 1, Springer, New York, 1992

[12] Gruber, P.M. Optimal configurations of finite sets in Riemannian 2-manifolds, Geom. Dedic., Volume 84 (2001) no. 1–3, pp. 271–320 | MR | Zbl

[13] Graf, S.; Luschgy, H. Foundations of Quantization for Probability Distributions, Lecture Notes in Math., vol. 1730, Springer-Verlag, Berlin, Heidelberg, 2000 | MR | Zbl

[14] Iacobelli, M. Asymptotic quantization for probability measures on Riemannian manifolds, ESAIM Control Optim. Calc. Var., Volume 22 (2018), pp. 770–785 | Numdam | MR

[15] Morgan, F.; Bolton, R. Hexagonal economic regions solve the location problem, Am. Math. Mon., Volume 109 (2002), pp. 165–172 | DOI | MR | Zbl

[16] Pagès, G.; Pham, H.; Printems, J. Optimal quantization methods and applications to numerical problems in finance, Handbook on Numerical Methods in Finance, Birkhäuser, Boston, 2004, pp. 253–298 | DOI | MR | Zbl

[17] Villani, C. Topics in Optimal Transportation, Graduate Studies in Mathematics, vol. 58, American Mathematical Society, Providence, RI, 2003 | MR | Zbl

Cité par Sources :