We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula, whereas space discretization relies on upstream mobility two-point flux approximation finite volumes. The scheme is based on a first discretize then optimize approach in order to preserve the variational structure of the continuous model at the discrete level. It can be applied to a wide range of energies, guarantees non-negativity of the discrete solutions as well as decay of the energy. We show that the scheme admits a unique solution whatever the convex energy involved in the continuous problem, and we prove its convergence in the case of the linear Fokker-Planck equation with positive initial density. Numerical illustrations show that it is first order accurate in both time and space, and robust with respect to both the energy and the initial profile.
We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula, whereas space discretization relies on upstream mobility two-point flux approximation finite volumes. Our scheme is based on a first discretize then optimize approach in order to preserve the variational structure of the continuous model at the discrete level. Our scheme can be applied to a wide range of energies, guarantees non-negativity of the discrete solutions as well as decay of the energy. We show that our scheme admits a unique solution whatever the convex energy involved in the continuous problem, and we prove its convergence in the case of the linear Fokker-Planck equation with positive initial density. Numerical illustrations show that it is first order accurate in both time and space, and robust with respect to both the energy and the initial profile.
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 to discretize these problems preserving their variational structure and obtaining second order accuracy in space. The choice of the discrete solver plays an important role in designing these schemes for robustness purposes. We present two applications to test the scheme and show its order of convergence.
In this paper we introduce a new class of finite element discretizations of the quadratic optimal transport problem based on its dynamical formulation. These generalize to the finite element setting the finite difference scheme proposed by Papadakis et al.[SIAM J Imaging Sci, 7(1): 2014]. We solve the discrete problem using a proximal splitting approach and we show how to modify this in the presence of regularization terms which are relevant for physical data interpolation.
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