Wasserstein geometry of nonnegative measures on finite Markov chains I: Gradient flow

Abstract: 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.