A convergent Lagrangian discretization for p-Wasserstein and flux-limited diffusion equations

DOI10.3934/CPAA.2020190MaRDI QIDQ2658629zbMATH OpenOpenAlexFDO

Authors Benjamin Söliver, Oliver Junge

Publication date 23 March 2021

Published in Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.01321

zbMATH Keywords

drift diffusion equationLagrangian schemeoptimal transport

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) PDEs with randomness, stochastic partial differential equations (35R60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite difference methods for boundary value problems involving PDEs (65N06) Quantum hydrodynamics and relativistic hydrodynamics (76Y05)

Abstract: We study a Lagrangian numerical scheme for solution of a nonlinear drift diffusion equation of the form $partia{l}_{t}u=partia{l}_x(ucdotc[partia{l}_x(h^{p}rime(u)+v)])$ on an interval. This scheme will consist of a spatio-temporal discretization founded in the formulation of the equation in terms of inverse distribution functions. It is based on the gradient flow structure of the equation with respect to optimal transport distances for a family of costs that are in some sense $p$-Wasserstein like. Additionally we will show that, under a regularity assumption on the initial data, this also includes a family of discontinuous, flux-limiting cost. We show that this discretization inherits various properties from the continuous flow, like entropy monotonicity, mass preservation, a minimum/maximum principle and flux-limitation in the case of the corresponding cost. Convergence in the limit of vanishing mesh size will be proven as the main result. Finally we will present numerical experiments including a numerical convergence analysis.

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Cited in

(9)

• A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes
• Transport equation with nonlocal velocity in Wasserstein spaces: convergence of numerical schemes
• Lagrangian schemes for Wasserstein gradient flows
• Long-time behavior of a fully discrete Lagrangian scheme for a family of fourth order equations
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• Convergence of a variational Lagrangian scheme for a nonlinear drift diffusion equation
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