Wasserstein Gradient Flows
Overview
Wasserstein gradient flows study distribution-valued dynamics that decrease an energy while moving probability mass according to optimal-transport geometry. Common tools include Otto calculus for deriving continuous-time equations, the Jordan–Kinderlehrer–Otto (JKO) scheme for implicit time steps, and particle or neural approximations for computation; Wasserstein–Fisher–Rao flows add mechanisms for mass creation and removal. These ideas support sampling and generative modeling, as well as policy optimization, inverse problems, and learning population dynamics. Convergence guarantees are strongest under conditions such as convexity or log-Sobolev inequalities, while multimodal sampling, finite-sample error, and whether practical algorithms faithfully realize the intended flow remain central challenges.
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