Discretization of flux-limited gradient flows: -convergence and numerical schemes

DOI10.1090/MCOM/3492zbMATH Open1437.35423arXiv1910.09843OpenAlexW2979425544MaRDI QIDQ5216722FDOQ5216722

Authors: Daniel Matthes, Benjamin Söllner 

Publication date: 18 February 2020

Published in: Mathematics of Computation (Search for Journal in Brave)

Abstract: We study a discretization in space and time for a class of nonlinear diffusion equations with flux limitation. That class contains the so-called relativistic heat equation, as well as other gradient flows of Renyi entropies with respect to transportation metrics with finite maximal velocity. Discretization in time is performed with the JKO method, thus preserving the variational structure of the gradient flow. This is combined with an entropic regularization of the transport distance, which allows for an efficient numerical calculation of the JKO minimizers. Solutions to the fully discrete equations are entropy dissipating, mass conserving, and respect the finite speed of propagation of support. First, we give a proof of $Gamma$-convergence of the infinite chain of JKO steps in the joint limit of infinitely refined spatial discretization and vanishing entropic regularization. The singularity of the cost function makes the construction of the recovery sequence significantly more difficult than in the $L^p$-Wasserstein case. Second, we define a practical numerical method by combining the JKO time discretization with a "light speed" solver for the spatially discrete minimization problem using Dykstra's algorithm, and demonstrate its efficiency in a series of experiments.

Full work available at URL: https://arxiv.org/abs/1910.09843

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zbMATH Keywords

gradient flowspace-time discretizationflux-limited equationJKO minimizers

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Degenerate parabolic equations (35K65) Numerical methods involving duality (49M29) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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Cited In (4)

• A note on flux limiting for diffusion discretizations
• Operator-splitting schemes for degenerate, non-local, conservative-dissipative systems
• A convergent Lagrangian discretization for \(p\)-Wasserstein and flux-limited diffusion equations
• Entropic Regularization of NonGradient Systems

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