Operator-splitting schemes for degenerate conservative-dissipative systems
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The theory of Wasserstein gradient flows in the space of probability measures provides a powerful framework to study dissipative partial differential equations (PDE). It can be used to prove well-posedness, regularity, stability and quantitative convergence to the equilibrium. However, many PDE are not gradient flows, and hence the theory is not immediately applicable. In this work we develop a straightforward entropy regularised splitting scheme for degenerate non-local non-gradient systems. The approach is composed of two main stages: first we split the dynamics into the conservative and dissipative forces, secondly we perturb the problem so that the diffusion is no longer singular and perform a weighted Wasserstein “JKO type” descent step. Entropic regularisation of optimal transport problems opens the way for efficient numerical methods for solving these gradient flows. We illustrate the generality of our work by providing a number of examples, including the Regularized Vlasov-Poisson-Fokker-Planck equation, to which our results applicable.
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