TPFA finite volume approximation of Wasserstein gradient flows

DOI10.1007/978-3-030-43651-3_16MaRDI QIDQ5117437zbMATH OpenOpenAlexFDO

Authors Andrea Natale, Gabriele Todeschi

Publication date 25 August 2020

Published in Finite Volumes for Complex Applications IX - Methods, Theoretical Aspects, Examples (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.07005

zbMATH Keywords

energy diminishing schemeWasserstein gradient flows

Mathematics Subject Classification ID

Degenerate parabolic equations (35K65) Numerical methods involving duality (49M29) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Interior-point methods (90C51)

Abstract: Numerous infinite dimensional dynamical systems arising in different fields have been shown to exhibit a gradient flow structure in the Wasserstein space. We construct Two Point Flux Approximation Finite Volume schemes discretizing such problems which preserve the variational structure and have second order accuracy in space. We propose an interior point method to solve the discrete variational problem, providing an efficient and robust algorithm. We present two applications to test the scheme and show its order of convergence.

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Cites work

• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• Finite volume methods
• Gradient flows in metric spaces and in the space of probability measures
• Homogenisation of one-dimensional discrete optimal transport
• Interior Point Methods for Nonlinear Optimization
• THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
• The Variational Formulation of the Fokker--Planck Equation

Cited in

(13)

• One-dimensional numerical algorithms for gradient flows in the p-Wasserstein spaces
• Nonlocal-interaction equation on graphs: gradient flow structure and continuum limit
• Data-driven gradient flows
• A variational finite volume scheme for Wasserstein gradient flows
• Lagrangian schemes for Wasserstein gradient flows
• Computation of optimal transport with finite volumes
• Second-order in time schemes for gradient flows in Wasserstein and geodesic metric spaces
• Optimal transportation, modelling and numerical simulation
• Structure Preserving Primal Dual Methods for Gradient Flows with Nonlinear Mobility Transport Distances
• From geodesic extrapolation to a variational BDF2 scheme for Wasserstein gradient flows
• Finite elements for Wasserstein \(\mathbb{W}_p\) gradient flows
• Discretization of functionals involving the Monge-Ampère operator
• Discretizing the Fokker-Planck equation with second-order accuracy: a dissipation driven approach

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