TPFA finite volume approximation of Wasserstein gradient flows

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

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)

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

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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

• Gradient flows in metric spaces and in the space of probability measures
• 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
• Homogenisation of one-dimensional discrete optimal transport

Cited In (11)

• Data-driven gradient flows
• 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
• Nonlocal-interaction equation on graphs: gradient flow structure and continuum limit
• A variational finite volume scheme for Wasserstein gradient flows
• Optimal transportation, modelling and numerical simulation
• Lagrangian schemes for Wasserstein gradient flows
• Computation of optimal transport with finite volumes
• One-dimensional numerical algorithms for gradient flows in the \(p\)-Wasserstein spaces
• Second-order in time schemes for gradient flows in Wasserstein and geodesic metric spaces
• Discretization of functionals involving the Monge-Ampère operator

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