A variational finite volume scheme for Wasserstein gradient flows
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Degenerate parabolic equations (35K65) Numerical methods involving duality (49M29) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)
Abstract: We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula, whereas space discretization relies on upstream mobility two-point flux approximation finite volumes. Our scheme is based on a first discretize then optimize approach in order to preserve the variational structure of the continuous model at the discrete level. Our scheme can be applied to a wide range of energies, guarantees non-negativity of the discrete solutions as well as decay of the energy. We show that our scheme admits a unique solution whatever the convex energy involved in the continuous problem, and we prove its convergence in the case of the linear Fokker-Planck equation with positive initial density. Numerical illustrations show that it is first order accurate in both time and space, and robust with respect to both the energy and the initial profile.
A novel variational finite volume scheme based on a first discretize then optimize approach to approximate the solutions to Wasserstein gradient flows is proposed, where the time discretization is based on an implicit linearization of the Wasserstein distance expressed by means of the Benamou-Brenier formula, while the space discretization relies on upstream mobility two-point flux approximation finite volumes. The uniqueness of the solution of such a scheme is proved when the continuous problem involves a convex energy, and the corresponding convergence in the case of the linear Fokker-Planck equation with positive initial density is also derived. As possible applications of this new scheme, the authors mention various energies as well as the non-negativity of the discrete solutions and decay of the energy. Numerical illustrations of the theoretical results are provided, too, involving the Fokker-Planck equation, the porous medium equation, the thin film equation and the salinity intrusion problem.
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