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The JKO scheme provides the discrete-in-time approximation for the solutions of evolutionary equations with Wasserstein gradient structure. We study a natural space-discretization of this scheme by restricting the minimization to the…

偏微分方程分析 · 数学 2025-04-21 Anastasiia Hraivoronska , Filippo Santambrogio

Gradient flows in the Wasserstein space have become a powerful tool in the analysis of diffusion equations, following the seminal work of Jordan, Kinderlehrer and Otto (JKO). The numerical applications of this formulation have been limited…

数值分析 · 数学 2014-08-21 Jean-David Benamou , Guillaume Carlier , Quentin Mérigot , Edouard Oudet

Diffusion-based models on continuous spaces have seen substantial recent progress through the mathematical framework of gradient flows, leveraging the Wasserstein-2 (${W}_2$) metric via the Jordan-Kinderlehrer-Otto (JKO) scheme. Despite the…

机器学习 · 计算机科学 2026-04-14 Dario Rancati , Jan Maas , Francesco Locatello

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 consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…

数值分析 · 数学 2024-01-15 Abhinav Jha , Ondřej Pártl , Naveed Ahmed , Dmitri Kuzmin

We present a high-order space-time discretization equipped with fully-discrete entropy stability properties for general choices of volume and surface quadrature rules. The formulation uses flux reconstruction (FR) in the spatial dimension…

数值分析 · 数学 2026-04-23 Carolyn M. V. Pethrick , Siva Nadarajah

Minimizing functionals in the space of probability distributions can be done with Wasserstein gradient flows. To solve them numerically, a possible approach is to rely on the Jordan-Kinderlehrer-Otto (JKO) scheme which is analogous to the…

机器学习 · 计算机科学 2022-11-16 Clément Bonet , Nicolas Courty , François Septier , Lucas Drumetz

We consider a nonlinear degenerate convection-diffusion equation with inhomogeneous convection and prove that its entropy solutions in the sense of Kru\v{z}kov are obtained as the - a posteriori unique - limit points of the JKO variational…

偏微分方程分析 · 数学 2012-08-06 Marco Di Francesco , 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…

最优化与控制 · 数学 2015-03-10 Gabriel Peyré

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…

数值分析 · 数学 2016-09-29 Jonathan Zinsl , Daniel Matthes

Combining the classical theory of optimal transport with modern operator splitting techniques, we develop a new numerical method for nonlinear, nonlocal partial differential equations, arising in models of porous media, materials science,…

数值分析 · 数学 2021-02-09 Jose A. Carrillo , Katy Craig , Li Wang , Chaozhen Wei

The so-called JKO scheme, named after Jordan, Kinderlehrer and Otto, provides a variational way to construct discrete time approximations of certain partial differential equations (PDEs) appearing as gradient flows in the space of…

偏微分方程分析 · 数学 2026-04-10 Aymeric Baradat , Sofiane Cherf

We develop novel neural network-based implicit particle methods to compute high-dimensional Wasserstein-type gradient flows with linear and nonlinear mobility functions. The main idea is to use the Lagrangian formulation in the…

数值分析 · 数学 2023-11-14 Wonjun Lee , Li Wang , Wuchen Li

We analyze the gradient flow of a potential energy in the space of probability measures when we substitute the optimal transport geometry with a geometry based on Sinkhorn divergences, a debiased version of entropic optimal transport. This…

偏微分方程分析 · 数学 2025-11-19 Mathis Hardion , Hugo Lavenant

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

Gradient flows are a powerful tool for optimizing functionals in general metric spaces, including the space of probabilities endowed with the Wasserstein metric. A typical approach to solving this optimization problem relies on its…

机器学习 · 统计学 2021-12-02 David Alvarez-Melis , Yair Schiff , Youssef Mroueh

We modify the JKO scheme, which is a time discretization of Wasserstein gradient flows, by replacing the Wasserstein distance with more general transport costs on manifolds. We show when the cost function has a mixed Hessian which defines a…

偏微分方程分析 · 数学 2024-02-28 Cale Rankin , Ting-Kam Leonard Wong

We study the JKO scheme for the total variation, characterize the optimizers, prove some of their qualitative properties (in particular a form of maximum principle and in some cases, a minimum principle as well). Finally, we establish a…

偏微分方程分析 · 数学 2018-07-09 Guillaume Carlier , Clarice Poon

The accurate numerical simulation of turbulent incompressible flows is a challenging topic in computational fluid dynamics. For discretisation methods to be robust in the under-resolved regime, mass conservation as well as energy stability…

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
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