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Register a new userTime Discretizations of Wasserstein-Hamiltonian Flows
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Jianbo Cui
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different weights are derived, which can be viewed as spatial discretizations to the original Hamiltonian systems. We prove the consistency and provide the approximate orders for those discretizations. By regularizing the system using Fisher information, we deduce an explicit lower bound for the density function, which guarantees that symplectic schemes can be used to discretize in time. Moreover, we show desirable long time behavior of these schemes, and demonstrate their performance on several numerical examples.
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This paper reviews different numerical methods for specific examples of Wasserstein gradient flows: we focus on nonlinear Fokker-Planck equations,but also discuss discretizations of the parabolic-elliptic Keller-Segel model and of the fourth order thin film equation. The methods under review are of Lagrangian nature, that is, the numerical approximations trace the characteristics of the underlying transport equation rather than solving the evolution equation for the mass density directly. The two main approaches are based on integrating the equation for the Lagrangian maps on the one hand, and on solution of coupled ODEs for individual mass particles on the other hand.
We consider a minimal residual discretization of a simultaneous space-time variational formulation of parabolic evolution equations. Under the usual `LBB stability condition on pairs of trial- and test spaces we show quasi-optimality of the numerical approximations without assuming symmetry of the spatial part of the differential operator. Under a stronger LBB condition we show error estimates in an energy-norm which are independent of this spatial differential operator.
Many multiscale problems have a high contrast, which is expressed as a very large ratio between the media properties. The contrast is known to introduce many challenges in the design of multiscale methods and domain decomposition approaches. These issues to some extend are analyzed in the design of spatial multiscale and domain decomposition approaches. However, some of these issues remain open for time dependent problems as the contrast affects the time scales, particularly, for explicit methods. For example, in parabolic equations, the time step is $dt=H^2/kappa_{max}$, where $kappa_{max}$ is the largest diffusivity. In this paper, we address this issue in the context of parabolic equation by designing a splitting algorithm. The proposed splitting algorithm treats dominant multiscale modes in the implicit fashion, while the rest in the explicit fashion. The unconditional stability of these algorithms require a special multiscale space design, which is the main purpose of the paper. We show that with an appropriate choice of multiscale spaces we can achieve an unconditional stability with respect to the contrast. This could provide computational savings as the time step in explicit methods is adversely affected by the contrast. We discuss some theoretical aspects of the proposed algorithms. Numerical results are presented.
In this work, we design and investigate contrast-independent partially explicit time discretizations for wave equations in heterogeneous high-contrast media. We consider multiscale problems, where the spatial heterogeneities are at subgrid level and are not resolved. In our previous work, we have introduced contrast-independent partially explicit time discretizations and applied to parabolic equations. The main idea of contrast-independent partially explicit time discretization is to split the spatial space into two components: contrast dependent (fast) and contrast independent (slow) spaces defined via multiscale space decomposition. Using this decomposition, our goal is further appropriately to introduce time splitting such that the resulting scheme is stable and can guarantee contrast-independent discretization under some suitable (reasonable) conditions. In this paper, we propose contrast-independent partially explicitly scheme for wave equations. The splitting requires a careful design. We prove that the proposed splitting is unconditionally stable under some suitable conditions formulated for the second space (slow). This condition requires some type of non-contrast dependent space and is easier to satisfy in the slow space. We present numerical results and show that the proposed methods provide results similar to implicit methods with the time step that is independent of the contrast.
This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not resolved. In these works, we have introduced contrast-independent partially explicit time discretizations for linear equations. The contrast-independent partially explicit time discretization divides the spatial space into two components: contrast dependent (fast) and contrast independent (slow) spaces defined via multiscale space decomposition. Following this decomposition, temporal splitting is proposed that treats fast components implicitly and slow components explicitly. The space decomposition and temporal splitting are chosen such that it guarantees a stability and formulate a condition for the time stepping. This condition is formulated as a condition on slow spaces. In this paper, we extend this approach to nonlinear problems. We propose a splitting approach and derive a condition that guarantees stability. This condition requires some type of contrast-independent spaces for slow components of the solution. We present numerical results and show that the proposed methods provide results similar to implicit methods with the time step that is independent of the contrast.
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