Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these variational characterizations instead of the partial differential equations themselves, we obtain new schemes with remarkable stability properties. We show that they capture successfully the nonlinear features of the flows, such as shocks and rarefaction waves for the isentropic Euler equations. We also show how to design higher order methods for these problems in the optimal transport setting using backward differentiation formula (BDF) multi-step methods or diagonally implicit Runge-Kutta methods.
Mots clés : optimal transport, Wasserstein metric, isentropic Euler equations, porous medium equation, numerical methods
@article{M2AN_2010__44_1_133_0, author = {Westdickenberg, Michael and Wilkening, Jon}, title = {Variational particle schemes for the porous medium equation and for the system of isentropic {Euler} equations}, journal = {ESAIM: Mod\'elisation math\'ematique et analyse num\'erique}, pages = {133--166}, publisher = {EDP-Sciences}, volume = {44}, number = {1}, year = {2010}, doi = {10.1051/m2an/2009043}, mrnumber = {2647756}, language = {en}, url = {http://www.numdam.org/articles/10.1051/m2an/2009043/} }
TY - JOUR AU - Westdickenberg, Michael AU - Wilkening, Jon TI - Variational particle schemes for the porous medium equation and for the system of isentropic Euler equations JO - ESAIM: Modélisation mathématique et analyse numérique PY - 2010 SP - 133 EP - 166 VL - 44 IS - 1 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/m2an/2009043/ DO - 10.1051/m2an/2009043 LA - en ID - M2AN_2010__44_1_133_0 ER -
%0 Journal Article %A Westdickenberg, Michael %A Wilkening, Jon %T Variational particle schemes for the porous medium equation and for the system of isentropic Euler equations %J ESAIM: Modélisation mathématique et analyse numérique %D 2010 %P 133-166 %V 44 %N 1 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/m2an/2009043/ %R 10.1051/m2an/2009043 %G en %F M2AN_2010__44_1_133_0
Westdickenberg, Michael; Wilkening, Jon. Variational particle schemes for the porous medium equation and for the system of isentropic Euler equations. ESAIM: Modélisation mathématique et analyse numérique, Tome 44 (2010) no. 1, pp. 133-166. doi : 10.1051/m2an/2009043. http://www.numdam.org/articles/10.1051/m2an/2009043/
[1] Gradient flows in metric spaces and in the space of probability measures, Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, Basel, Switzerland (2005). | Zbl
, and ,[2] Topological methods in hydrodynamics, Applied Mathematical Sciences 125. Springer-Verlag, New York, USA (1998). | Zbl
and ,[3] Allocation maps with general cost functions, in Partial differential equations and applications, P. Marcellini, G.G. Talenti and E. Vesintini Eds., Lecture Notes in Pure and Applied Mathematics 177, Marcel Dekker, Inc., New York, USA (1996) 29-35. | Zbl
,[4] The Cauchy problem for the Euler equations for compressible fluids, Handbook of mathematical fluid dynamics I. Elsevier, Amsterdam, North-Holland (2002) 421-543.
and ,[5] The entropy rate admissibility criterion for solutions of hyperbolic conservation laws. J. Differential Equations 14 (1973) 202-212. | Zbl
,[6] The geometry of optimal transportation. Acta Math. 177 (1996) 113-161. | Zbl
and ,[7] Optimal transport for the system of isentropic Euler equations. Comm. Partial Diff. Eq. 34 (2009) 1041-1073. | Zbl
and ,[8] Solving Ordinary Differential Equations I: Nonstiff Problems. 2nd edition, Springer, Berlin, Germany (2000). | Zbl
, and ,[9] The Euler-Poincaré equations and semidirect products with applications to continuum theories. Adv. Math. 137 (1998) 1-81. | Zbl
, and ,[10] http://abel.ee.ucla.edu/cvxopt.
[11] http://www.ziena.com/knitro.htm.
[12] Approximation of parabolic equations using the Wasserstein metric. ESAIM: M2AN 33 (1999) 837-852. | Numdam | Zbl
and ,[13] Discrete mechanics and variational integrators. Acta Numer. 10 (2001) 357-514. | Zbl
and ,[14] Numerical Optimization. Springer, New York, USA (1999). | Zbl
and ,[15] The geometry of dissipative evolution equations: the porous medium equation. Comm. Partial Diff. Eq. 26 (2001) 101-174. | Zbl
,[16] Perspectives in nonlinear diffusion: between analysis, physics and geometry, in International Congress of Mathematicians I (2007) 609-634. | Zbl
,[17] Topics in optimal transportation, Graduate Studies in Mathematics 58. American Mathematical Society, Providence, USA (2003). | Zbl
,Cité par Sources :