Second-order in time schemes for gradient flows in Wasserstein and geodesic metric spaces
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Publication:517505
DOI10.1016/j.crma.2017.02.001zbMath1360.65212OpenAlexW2563223119MaRDI QIDQ517505
Guillaume Legendre, Gabriel Turinici
Publication date: 23 March 2017
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2017.02.001
convergencemetric spacestime discretizationWasserstein spaceEuler-type schemeFokker-Planck gradient flow
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) Fokker-Planck equations (35Q84)
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