Approximation of Parabolic Equations Using the Wasserstein Metric
convection-diffusion equationsFokker-Planck equationheat equationparabolic initial-boundary value problemsStefan problemtime discretizationvariational methodWasserstein metric
Heat equation (35K05) Initial value problems for second-order parabolic equations (35K15) Free boundary problems for PDEs (35R35) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stefan problems, phase changes, etc. (80A22) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Starting with new variational principles for parabolic initial-boundary value problems, the authors study their use for the numerical approximation. The key step is the introduction of the Wasserstein metric that gives a weak-\(*\)-topology on bounded sets of measures. For the time discretization, a new semi-discrete approximation is used. Equations covered are e.g. convection-diffusion equations and the Fokker-Planck equation. However, dealing with Dirichlet boundary conditions rests an open problem for forthcoming work. Finally, the authors test the method numerically for a nonhomogeneous heat equation, the Stefan problem, and a convection-diffusion problem. One of the main advantages of the method proposed is that derivatives of the approximating function do not enter the variational principle.
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- Numerical analysis of a robust free energy diminishing finite volume scheme for parabolic equations with gradient structure
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- A hybrid mass transport finite element method for Keller-Segel type systems
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- On the well-posedness via the JKO approach and a study of blow-up of solutions for a multispecies Keller-Segel chemotaxis system with no mass conservation
- Discretization of functionals involving the Monge-Ampère operator
- Wasserstein metric convergence method for Fokker-Planck equations with point controls
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