Related papers: TPFA Finite Volume Approximation of Wasserstein Gr…
In this contribution we analyze the large time behavior of a family of nonlinear finite volume schemes for anisotropic convection-diffusion equations set in a bounded bidimensional domain and endowed with either Dirichlet and / or no-flux…
We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…
We introduce a finite-volume numerical scheme for solving stochastic gradient-flow equations. Such equations are of crucial importance within the framework of fluctuating hydrodynamics and dynamic density functional theory. Our proposed…
A well-balanced second-order finite volume scheme is proposed and analyzed for a 2 X 2 system of non-linear partial differential equations which describes the dynamics of growing sandpiles created by a vertical source on a flat, bounded…
Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…
In this paper we bring together some of the key ideas and methods of two disparate fields of mathematical research, frame theory and optimal transport, using the methods of the second to answer questions posed in the first. In particular,…
In this paper, we develop novel numerical methods based on the Multi-Point Flux Approximation (MPFA) method to solve the degenerated partial differential equation (PDE) arising from pricing two-assets options. The standard MPFA is used as…
Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…
We consider a finite volume method for a well-driven fluid flow in a porous medium. Due to the singularity of the well, modeling in the near-well region with standard numerical schemes results in a completely wrong total well flux and an…
We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…
We study a one dimensional model for two-phase flows in heterogeneous media, in which the capillary pressure functions can be discontinuous with respect to space. We first give a model, leading to a system of degenerated non-linear…
Motivated by a recent method for approximate solution of Fredholm equations of the first kind, we develop a corresponding method for a class of Fredholm equations of the \emph{second kind}. In particular, we consider the class of equations…
We consider the numerical approximation of a sharp-interface model for two-phase flow, which is given by the incompressible Navier-Stokes equations in the bulk domain together with the classical interface conditions on the interface. We…
We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…
The aim of this work is to propose a provably convergent finite volume scheme for the so-called Stefan-Maxwell model, which describes the evolution of the composition of a multi-component mixture and reads as a cross-diffusion system. The…
We examine the infinite-dimensional optimization problem of finding a decomposition of a probability measure into K probability sub-measures to minimize specific loss functions inspired by applications in clustering and user grouping. We…
Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a minimization problem in the space of probability measures…
In finite-dimensions, minimal surfaces that fill in the space delineated by closed curves and have minimal area arose naturally in classical physics in several contexts. No such concept seems readily available in infinite dimensions. The…
Finite volume methods are prevalent in reservoir simulation due to their mass conservation properties and their ability to handle complex grids. However, a simple and consistent finite volume method for elasticity was unavailable until the…
Wasserstein gradient flow (WGF) is a common method to perform optimization over the space of probability measures. While WGF is guaranteed to converge to a first-order stationary point, for nonconvex functionals the converged solution does…