Second-order in time schemes for gradient flows in Wasserstein and geodesic metric spaces

DOI10.1016/j.crma.2017.02.001zbMath1360.65212OpenAlexW2563223119MaRDI QIDQ517505

Guillaume Legendre, Gabriel Turinici

Publication date: 23 March 2017

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2017.02.001

zbMATH Keywords

convergencemetric spacestime discretizationWasserstein spaceEuler-type schemeFokker-Planck gradient flow

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Fokker-Planck equations (35Q84)

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