A Neural JKO Scheme for Hellinger-Kantorovich Gradient Flows via Monge-Growth Pairs
TL;DR
It is shown that a primal-dual gap controls objective suboptimality and, for Boltzmann entropy, the $L^1$ density error, assuming exact-step regularity, positive-semidefinite interactions, and global dual feasibility.
Abstract
We develop a mesh-free neural JKO scheme for advection-reaction-diffusion equations with a gradient-flow structure in the Hellinger-Kantorovich (HK) geometry of unbalanced optimal transport. Each update is parametrized by a spatial map and a mass-changing factor, allowing spatial redistribution and local mass creation or loss to be treated jointly within a single variational step. Their cone action bounds the squared HK distance from above, yielding a sufficient condition for discrete energy dissipation through comparison with the identity pair. Minimizing the pair objective over all admissible pairs recovers the exact JKO minimum when the source and a minimizer have positive densities. We establish existence and mass bounds for JKO minimizers and, under additional assumptions, obtain positivity and regularity together with a discrete Euler-Lagrange equation and a metric-dissipation identity. The self-consistent chemical potential is then nonincreasing along an optimal map. There exist parametric pairs whose endpoint densities and objective values converge to those of an exact JKO minimizer, provided a regular-pair approximation hypothesis holds. Finally, we show that a primal-dual gap controls objective suboptimality and, for Boltzmann entropy, the $L^1$ density error, assuming exact-step regularity, positive-semidefinite interactions, and global dual feasibility. Numerical experiments examine pointwise agreement with the PDE, energy dissipation, and the roles of transport, reaction, and fully implicit interactions.
