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We study the nonlinear Fokker-Planck equation on graphs, which is the gradient flow in the space of probability measures supported on the nodes with respect to the discrete Wasserstein metric. The energy functional driving the gradient flow…

动力系统 · 数学 2017-09-26 Shui-Nee Chow , Wuchen Li , Haomin Zhou

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

数值分析 · 数学 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

This paper investigates the gradient flow structure, well-posedness, and asymptotic behavior of the Fokker-Planck equation defined on locally uniformly finite graphs, which is highly non-trivial compared with the finite case. We first…

概率论 · 数学 2025-11-13 Cong Wang

We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…

偏微分方程分析 · 数学 2024-10-07 Clément Cancès , Léonard Monsaingeon , Andrea Natale

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…

偏微分方程分析 · 数学 2022-01-17 Daniel Adams , Manh Hong Duong , Goncalo dos Reis

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.…

数值分析 · 数学 2020-09-29 Rafael Bailo , Jose A. Carrillo , Jingwei Hu

We study the Fokker-Planck equation as the hydrodynamic limit of a stochastic particle system on one hand and as a Wasserstein gradient flow on the other. We write the rate functional, that characterizes the large deviations from the…

偏微分方程分析 · 数学 2012-03-29 Manh Hong Duong , Vaios Laschos , Michiel Renger

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.…

数值分析 · 数学 2022-03-25 Jingwei Hu , Xiangxiong Zhang

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…

机器学习 · 计算机科学 2021-10-26 Petr Mokrov , Alexander Korotin , Lingxiao Li , Aude Genevay , Justin Solomon , Evgeny Burnaev

We present a linear, second order fully discrete numerical scheme on a staggered grid for a thermodynamically consistent hydrodynamic phase field model of binary compressible fluid flow mixtures derived from the generalized Onsager…

数值分析 · 数学 2019-07-24 Xueping Zhao , Qi Wang

In this paper, we develop a discretization for the non-linear coupled model of classical Darcy-Forchheimer flow in deformable porous media, an extension of the quasi-static Biot equations. The continuous model exhibits a generalized…

数值分析 · 数学 2021-05-24 Jakub Wiktor Both , Jan Martin Nordbotten , Florin Adrian Radu

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…

最优化与控制 · 数学 2015-03-10 Gabriel Peyré

In this work, we consider the discretization of nonlinear hyperbolic systems in nonconservative form with the high-order discontinuous Galerkin spectral element method (DGSEM) based on collocation of quadrature and interpolation points…

数值分析 · 数学 2019-02-20 Florent Renac

We study self-regulating processes modeling biological transportation networks. Firstly, we write the formal $L^2$-gradient flow for the symmetric tensor valued diffusivity $D$ of a broad class of entropy dissipations associated with a…

偏微分方程分析 · 数学 2024-03-14 Jan Haskovec , Peter Markowich , Simone Portaro

We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…

数值分析 · 数学 2019-07-22 Clément Cancès , Thomas O. Gallouët , Gabriele Todeschi

We design consistent discontinuous Galerkin finite element schemes for the approximation of a quasi-incompressible two phase flow model of Allen-Cahn/Cahn-Hilliard/Navier-Stokes-Korteweg type which allows for phase transitions. We show that…

数值分析 · 数学 2014-11-13 Jan Giesselmann , Tristan Pryer

We study Fokker--Planck equations with symmetric, positive definite mobility matrices capturing diffusion in heterogeneous environments. A weighted Wasserstein metric is introduced for which these equations are gradient flows. This metric…

最优化与控制 · 数学 2025-05-19 Hailiang Liu , Athanasios E. Tzavaras

We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the nonlinear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly…

The gradient flow with semi-implicit discretization (GFSI) is the most widely used algorithm for computing the ground state of Gross-Pitaevskii energy functional. Numerous numerical experiments have shown that the energy dissipation holds…

数值分析 · 数学 2025-10-23 Zixu Feng , Lunxu Liu , Qinglin Tang

In this paper, we develop an energy dissipative numerical scheme for gradient flows of planar curves, such as the curvature flow and the elastic flow. Our study presents a general framework for solving such equations. To discretize time, we…

数值分析 · 数学 2016-10-11 Tomoya Kemmochi
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