On the Jordan-Kinderlehrer-Otto scheme

DOI10.1016/J.JMAA.2015.04.010zbMATH Open1318.65064arXiv1408.3180OpenAlexW2964130797MaRDI QIDQ2345474FDOQ2345474

Authors: Paul W. Y. Lee 

Publication date: 22 May 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: In this paper, we prove that the Jordan-Kinderlehrer-Otto scheme for a family of linear parabolic equations on the flat torus converges uniformly in space.

Full work available at URL: https://arxiv.org/abs/1408.3180

zbMATH Keywords

convergenceWasserstein distancegradient flowoptimal transportationtime discretizationdiffusion equationslinear parabolic equationsJordan-Kinderlehrer-Otto scheme

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

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Cited In (4)

• A Harnack inequality for the Jordan-Kinderlehrer-Otto scheme
• Applications of optimal transportation. Abstracts from the workshop held February 4--9, 2024
• Lipschitz estimates on the JKO scheme for the Fokker-Planck equation on bounded convex domains
• JKO estimates in linear and non-linear Fokker-Planck equations, and Keller-Segel: \(L^p\) and Sobolev bounds

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