TPFA Finite Volume Approximation of Wasserstein Gradient Flows

TPFA Finite Volume Approximation of Wasserstein Gradient Flows
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Wasserstein 梯度流的 TPFA 有限体积近似

DOI:
10.1007/978-3-030-43651-3_16
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发表时间:
2020
期刊:
ArXiv
影响因子:
--
通讯作者:
Gabriele Todeschi
Gabriele Todeschi
中科院分区:
--
文献类型:
--
作者:
A. Natale;Gabriele Todeschi

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在Wasserstein空间中,许多产生于不同领域的无穷维动力系统都表现出梯度流结构。我们构造了两点通量近似有限体积格式离散这样的问题,保持变分结构,并在空间上具有二阶精度。我们提出了一个内点方法来解决离散变分问题,提供了一个有效的和强大的算法。我们提出了两个应用程序来测试该计划,并显示其收敛阶。
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.