Approximation of Parabolic Equations Using the Wasserstein Metric (Q4702149)

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.