Second order in time schemes for gradient flows in Wasserstein and geodesic metric spaces - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2016

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.
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Dates et versions

hal-01317769 , version 1 (18-05-2016)
hal-01317769 , version 2 (13-11-2016)
hal-01317769 , version 3 (24-02-2017)

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  • HAL Id : hal-01317769 , version 1

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Guillaume Legendre, Gabriel Turinici. Second order in time schemes for gradient flows in Wasserstein and geodesic metric spaces. 2016. ⟨hal-01317769v1⟩
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