On the Jordan-Kinderlehrer-Otto scheme

DOI10.1016/J.JMAA.2015.04.010MaRDI QIDQ2345474zbMATH OpenOpenAlexFDO

Authors Paul W. Y. Lee

Publication date 22 May 2015

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

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)

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.

Cites work

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Cited in

(4)

• 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
• A Harnack inequality for the Jordan-Kinderlehrer-Otto scheme
• JKO estimates in linear and non-linear Fokker-Planck equations, and Keller-Segel: \(L^p\) and Sobolev bounds

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