Monotonicity of Coupled Multispecies Wasserstein-2 Gradient Flows

We present a notion of $\lambda$-monotonicity for an $n$-species system of PDEs governed by flow dynamics, extending monotonicity in Banach spaces to the Wasserstein-2 metric space. We show that monotonicity implies the existence of and convergence to a unique steady state. In the special setting of Wasserstein-2 gradient descent of different energies for each species, we prove convergence to the unique Nash equilibrium of the associated energies and discuss the relationship between monotonicity and displacement convexity. This extends known zero-sum (min-max) results in infinite-dimensional game theory to the general-sum setting. We provide examples of monotone coupled gradient flow systems, including cross-diffusion, nonlocal interaction, and linear and nonlinear diffusion. Numerically, we demonstrate convergence of a four-player economic model for market competition, and an optimal transport problem.
This is joint work with Ricardo Baptista, Franca Hoffmann, Eric Mazumdar, and Lillian Ratliff.