科研之友
微信
新浪微博
Facebook
分享链接
摘要
The time discretization of gradient flows in metric spaces uses variants of the celebrated implicit Euler-type scheme of Jordan, Kinderlehrer, and Otto [9]. We propose in this Note a different approach, which allows us to construct two second-order in time numerical schemes. In a metric space framework, we show that the schemes are well defined and prove the convergence for one of them under some regularity assumptions. For the particular case of a Fokker-Planck gradient flow in the Wasserstein space, we obtain (theoretically and numerically) the second-order convergence.
- 出版日期2017-3
