Publications in Scientific Journals:
B. Düring, D. Matthes, J. Milisic:
"A gradient flow scheme for nonlinear fourth order equations";
Discrete and Continuous Dynamical Systems B,
We propose a method for numerical integration of Wasserstein gradient flows based on the classical minimizing movement scheme. In each time step, the discrete approximation is obtained as the solution of a constrained quadratic minimization problem on a finite-dimensional function space. Our method is applied to the nonlinear fourth-order Derrida-Lebowitz-Speer-Spohn equation, which arises in quantum semiconductor theory. We prove well-posedness of the scheme and derive a priori estimates on the discrete solution. Furthermore, we present numerical results which indicate second-order convergence and unconditional stability of our scheme. Finally, we compare these results to those obtained from different semi- and fully implicit finite difference discretizations.
s. engl. Abstract
Wasserstein gradient flow, higher-order diffusion equation, numerical solution
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
Project Head Bertram Düring:
Kinetische Vermögensverteilungsmodelle und diffusive Grenzwert-Gleichungen
Project Head Ansgar Jüngel:
Numerik und Modellierung nichtlinearer partieller Differentialgleichungen zur Beschreibung von Kredit- und Preisrisiken
Created from the Publication Database of the Vienna University of Technology.