Second order in time schemes for gradient flows in Wasserstein and geodesic metric spaces
Résumé
The time discretization of gradient flows in metric spaces uses variants of the celebrated implicit Euler-type scheme of Jordan, Kinderlehrer and Otto. We propose in this Note a different approach which allows to construct two second order in time numerical schemes. We show that these schemes are well defined and prove (theoretically and numerically) the convergence for a gradient flow in the Wasserstein space corresponding to a Fokker–Planck equation.
Domaines
Analyse numérique [math.NA]Origine | Fichiers produits par l'(les) auteur(s) |
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