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We study the numerical behaviour of a particle method for gradient flows involving linear and nonlinear diffusion. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles. The resulting…

Analysis of PDEs · Mathematics 2016-12-07 J. A. Carrillo , Y. Huang , F. S. Patacchini , G. Wolansky

We propose fully discrete, implicit-in-time finite-volume schemes for a general family of non-linear and non-local Fokker-Planck equations with a gradient-flow structure, usually known as aggregation-diffusion equations, in any dimension.…

Numerical Analysis · Mathematics 2020-09-29 Rafael Bailo , Jose A. Carrillo , Jingwei Hu

The aim of this paper is the derivation of structure preserving schemes for the solution of the EPDiff equation, with particular emphasis on the two dimensional case. We develop three different schemes based on the Discrete Variational…

Analysis of PDEs · Mathematics 2016-04-26 Stig Larsson , Takayasu Matsuo , Klas Modin , Matteo Molteni

The theory of Wasserstein gradient flows in the space of probability measures has made an enormous progress over the last twenty years. It constitutes a unified and powerful framework in the study of dissipative partial differential…

Analysis of PDEs · Mathematics 2022-01-17 Daniel Adams , Manh Hong Duong , Goncalo dos Reis

We propose a time discretization scheme for a class of ordinary differential equations arising in simulations of fluid/particle flows. The scheme is intended to work robustly in the lubrication regime when the distance between two particles…

Numerical Analysis · Mathematics 2010-03-25 Matthieu Hillairet , Alexei Lozinski , Marcela Szopos

We provide an estimation of the dissipation of the Wasserstein 2 distance between the law of some interacting $N$-particle system, and the $N$ times tensorized product of solution to the corresponding limit nonlinear conservation law. It…

Analysis of PDEs · Mathematics 2018-10-23 Samir Salem

In this note, we examine the forward-Euler discretization for simulating Wasserstein gradient flows. We provide two counter-examples showcasing the failure of this discretization even for a simple case where the energy functional is defined…

Machine Learning · Statistics 2024-06-13 Yewei Xu , Qin Li

In this paper, we introduce and analyze a class of numerical schemes that demonstrate remarkable superiority in terms of efficiency, the preservation of positivity, energy stability, and high-order precision to solve the time-dependent…

Numerical Analysis · Mathematics 2025-07-01 Waixiang Cao , Yuzhe Qin , Minqiang Xu

This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum wave equations so that important properties of the continuum that are proved using vector calculus can be proven in an analogous…

Numerical Analysis · Mathematics 2020-10-13 Stanly Steinberg

We study the particle method to approximate the gradient flow on the $L^p$-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the…

Numerical Analysis · Mathematics 2025-01-08 Rong Lei

We prove the existence of weak solutions to a system of two diffusion equations that are coupled by a pointwise volume constraint. The time evolution is given by gradient dynamics for a free energy functional. Our primary example is a model…

Analysis of PDEs · Mathematics 2020-03-18 Clément Cancès , Daniel Matthes

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

The first-order linear positivity preserving schemes in time are available for the time dependent Poisson-Nernst-Planck (PNP) equations, second-order linear ones are still challenging. In this paper, we propose the first- and second-order…

Numerical Analysis · Mathematics 2025-08-27 Jiayin Li , Jingwei Li

We present a discretization-free scalable framework for solving a large class of mass-conserving partial differential equations (PDEs), including the time-dependent Fokker-Planck equation and the Wasserstein gradient flow. The main…

Machine Learning · Computer Science 2023-11-15 Lingxiao Li , Samuel Hurault , Justin Solomon

We analyse the multiscale properties of energy-conserving upwind-stabilised finite element discretisations of the two-dimensional incompressible Euler equations. We focus our attention on two particular methods: the Lie derivative…

Numerical Analysis · Mathematics 2017-08-02 Andrea Natale , Colin J. Cotter

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

Numerical Analysis · Mathematics 2016-09-29 Jonathan Zinsl , Daniel Matthes

In this paper, we design, analyze, and numerically validate positive and energy-dissipating schemes for solving the time-dependent multi-dimensional system of Poisson-Nernst-Planck (PNP) equations, which has found much use in the modeling…

Numerical Analysis · Mathematics 2020-02-24 Hailiang Liu , Wumaier Maimaitiyiming

In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…

Numerical Analysis · Mathematics 2022-03-25 Jingwei Hu , Xiangxiong Zhang

The Poisson-Nernst-Planck system of equations used to model ionic transport is interpreted as a gradient flow for the Wasserstein distance and a free energy in the space of probability measures with finite second moment. A variational…

Analysis of PDEs · Mathematics 2015-09-08 David Kinderlehrer , Léonard Monsaingeon , Xiang Xu

We develop in this paper an adaptive time-stepping approach for gradient flows with distinct treatments for conservative and non-conservative dynamics. For the non-conservative gradient flows in Lagrangian coordinates, we propose a modified…

Numerical Analysis · Mathematics 2025-04-21 Qianqian Liu , Wenbin Chen , Jie Shen , Qing Cheng