WASSERSTEIN GEOMETRY OF NONNEGATIVE MEASURES ON FINITE MARKOV CHAINS I: GRADIENT FLOW

We investigate a Benamou–Brenier type transportation metric for nonnegative measures on a finite reversible Markov chain, which endows the space of measures with a Riemannian structure. Using this geometric framework, we identify a generalized heat equation with source as the gradient flow of the discrete entropy. Moreover, by means of a local Łojasiewicz inequality, we prove exponential convergence of the flow to a unique equilibrium. Our results clarify the role of the Benamou–Brenier formulation in discrete optimal transport for nonnegative measures and provide a coherent geometric interpretation of generalized diffusion equations with source terms.