TPFA Finite Volume Approximation of Wasserstein Gradient Flows

DOI10.1007/978-3-030-43651-3_16zbMATH Open1454.65097arXiv2001.07005OpenAlexW3100042351MaRDI QIDQ5117437FDOQ5117437

Gabriele Todeschi, Andrea Natale

Publication date: 25 August 2020

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

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.

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

zbMATH Keywords

Wasserstein gradient flowsenergy diminishing scheme

Mathematics Subject Classification ID

Interior-point methods (90C51) 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)

Cites Work

• Title not available (Why is that?)
• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
• The Variational Formulation of the Fokker--Planck Equation
• Finite volume methods
• Interior Point Methods for Nonlinear Optimization
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Cited In (4)

• From geodesic extrapolation to a variational BDF2 scheme for Wasserstein gradient flows
• Nonlocal-interaction equation on graphs: gradient flow structure and continuum limit
• Optimal transportation, modelling and numerical simulation
• Computation of optimal transport with finite volumes

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