Convergence of a variational Lagrangian scheme for a nonlinear drift diffusion equation
Numerical Analysis
2019-02-20 v1 Analysis of PDEs
Abstract
We study a Lagrangian numerical scheme for solution of a nonlinear drift diffusion equation on an interval. The discretization is based on the equation's gradient flow structure with respect to the Wasserstein distance. The scheme inherits various properties of the continuous flow, like entropy monotonicity, mass preservation, metric contraction and minimum/maximum principles. As the main result, we give a proof of convergence in the limit of vanishing mesh size under a CFL-type condition. We also present results from numerical experiments.
Keywords
Cite
@article{arxiv.1301.0747,
title = {Convergence of a variational Lagrangian scheme for a nonlinear drift diffusion equation},
author = {Daniel Matthes and Horst Osberger},
journal= {arXiv preprint arXiv:1301.0747},
year = {2019}
}
Comments
28 pages, 6 figures