Discrete approximation of the minimizing movement scheme for evolution equations of Wasserstein gradient flow type with nonlinear mobility (1609.06907v2)

Abstract: We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with nonlinear mobility. Our scheme relies on a spatially discrete approximation of the semi-discrete (in time) minimizing movement scheme for gradient flows. Performing a finite-volume discretization of the continuity equation appearing in the definition of the distance, we obtain a finite-dimensional convex minimization problem usable as an iterative scheme. We prove that solutions to the spatially discrete minimization problem converge to solutions of the spatially continuous original minimizing movement scheme using the theory of $\Gamma$-convergence, and hence obtain convergence to a weak solution of the evolution equation in the continuous-time limit if the minimizing movement scheme converges. We illustrate our result with numerical simulations for several second- and fourth-order equations.