Interpretation of Finite Volume discretization schemes for the Fokker Planck equation as gradient flows for the discrete Wasserstein distance - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year : 2016

Interpretation of Finite Volume discretization schemes for the Fokker Planck equation as gradient flows for the discrete Wasserstein distance

Abstract

This paper establishes a link between some space discretization strategies of the Finite Volume type for the Fokker-Planck equation in general meshes (Voronoï tesselations) and gradient flows on the underlying networks of cells, in the framework of discrete Wasserstein distances on graphs recently proposed by Maas [6].
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Dates and versions

hal-01288983 , version 1 (15-03-2016)

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  • HAL Id : hal-01288983 , version 1

Cite

F Al Reda, B Maury. Interpretation of Finite Volume discretization schemes for the Fokker Planck equation as gradient flows for the discrete Wasserstein distance. 2016. ⟨hal-01288983⟩
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