One-Dimensional Numerical Algorithms for Gradient Flows in the p-Wasserstein Spaces |
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Authors: | Martial Agueh Malcolm Bowles |
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Affiliation: | 1. Department of Mathematics and Statistics, University of Victoria, PO. Box 3060 STN CSC, Victoria, BC, Canada, V8W 3R4
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Abstract: | We numerically approximate, on the real line, solutions to a large class of parabolic partial differential equations which are “gradient flows” of some energy functionals with respect to the L p -Wasserstein metrics for all p>1. Our method relies on variational principles involving the optimal transport problem with general strictly convex cost functions. |
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