Mathematics > Numerical Analysis
[Submitted on 20 Jan 2020 (v1), last revised 26 Jun 2020 (this version, v2)]
Title:TPFA Finite Volume Approximation of Wasserstein Gradient Flows
View PDFAbstract: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.
Submission history
From: Gabriele Todeschi [view email] [via CCSD proxy][v1] Mon, 20 Jan 2020 08:12:03 UTC (360 KB)
[v2] Fri, 26 Jun 2020 07:13:20 UTC (360 KB)
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