A variational finite volume scheme for Wasserstein gradient flows (Q2209526)

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.