A gradient flow approach to quantization of measures

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Abstract

In this paper we study a gradient flow approach to the problem of quantization of measures in space dimension one. By embedding our problem in L2, we find a continuous version of this problem corresponding to the limit as the number of atoms in the approximating measure tends to infinity. Under some suitable regularity assumptions on the density, we prove uniform stability and quantitative convergence results for the discrete and continuous dynamics.

Original languageEnglish
Pages (from-to)1845-1885
Number of pages41
JournalMathematical Models and Methods in Applied Sciences
Volume25
Issue number10
DOIs
Publication statusPublished - 20 Sept 2015

Keywords

  • Monge-Kantorovich distance
  • Quantization of measures
  • gradient flow
  • parabolic equation

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