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Convergence of a particle method for gradient flows on the Lp-Wasserstein space

2025/01/07 by Lei, Rong
#FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2501.03459

Abstract

We study the particle method to approximate the gradient flow on the Lp-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the gradient flow structure at the particle level. We prove the convergence of the discrete gradient flow to the continuum gradient flow on the Lp-Wasserstein space over \mathbb R, specifically to the doubly nonlinear diffusion equation in one dimension.

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