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In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients in the classical variational characterization of Wasserstein barycenters. We show that this problem admits two equivalent convex formulations: the first can be seen as a particular instance of Toland duality and the second is a barycentric optimal transport problem. We propose an efficient numerical scheme to solve this latter formulation based on entropic regularization and a variant of Sinkhorn algorithm.

We consider a finite volume scheme with two-point flux approximation (TPFA) to approximate a Laplace problem when the solution exhibits no more regularity than belonging to $H^1_0(\Omega)$. We establish in this case some error bounds for both the solution and the approximation of the gradient component orthogonal to the mesh faces. This estimate is optimal, in the sense that the approximation error has the same order as that of the sum of the interpolation error and a conformity error. A numerical example illustrates the error estimate in the context of a solution with minimal regularity. This result is extended to evolution problems discretized via the implicit Euler scheme in an appendix.

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in space; the latter is in fact a class of methods that includes conforming and nonconforming finite elements, discontinuous Galerkin methods and several others. The main result is an error estimate which holds without supplementary regularity hypothesis on the solution. This result states that the approximation error has the same order as the sum of the interpolation error and the conformity error. The proof of this result relies on an inf-sup inequality in Hilbert spaces which can be used both in the continuous and the discrete frameworks. The error estimate result is illustrated by numerical examples with low regularity of the solution.

We introduce a time discretization for Wasserstein gradient flows based on the classical Backward Differentiation Formula of order two. The main building block of the scheme is the notion of geodesic extrapolation in the Wasserstein space, which in general is not uniquely defined. We propose several possible definitions for such an operation, and we prove convergence of the resulting scheme to the limit PDE, in the case of the Fokker-Planck equation. For a specific choice of extrapolation we also prove a more general result, that is convergence towards EVI flows. Finally, we propose a variational finite volume discretization of the scheme which numerically achieves second order accuracy in both space and time.

The stability of solutions to optimal transport problems under variation of the measures is fundamental from a mathematical viewpoint: it is closely related to the convergence of numerical approaches to solve optimal transport problems and justifies many of the applications of optimal transport. In this article, we introduce the notion of strong c-concavity, and we show that it plays an important role for proving stability results in optimal transport for general cost functions c. We then introduce a differential criterion for proving that a function is strongly c-concave, under an hypothesis on the cost introduced originally by Ma-Trudinger-Wang for establishing regularity of optimal transport maps. Finally, we provide two examples where this stability result can be applied, for cost functions taking value +$\infty$ on the sphere: the reflector problem and the Gaussian curvature measure prescription problem.

The present paper addresses the convergence of a first order in time incremental projection scheme for the time-dependent incompressible Navier-Stokes equations to a weak solution, without any assumption of existence or regularity assumptions on the exact solution. We prove the convergence of the approximate solutions obtained by the semi-discrete scheme and a fully discrete scheme using a staggered finite volume scheme on non uniform rectangular meshes. Some first a priori estimates on the approximate solutions yield the existence. Compactness arguments, relying on these estimates, together with some estimates on the translates of the discrete time derivatives, are then developed to obtain convergence (up to the extraction of a subsequence), when the time step tends to zero in the semi-discrete scheme and when the space and time steps tend to zero in the fully discrete scheme; the approximate solutions are thus shown to converge to a limit function which is then shown to be a weak solution to the continuous problem by passing to the limit in these schemes.

We consider the Stefan problem, firstly with regular data and secondly with irregular data. In both cases is given a proof for the convergence of an approximation obtained by regularising the problem. These proofs are based on weak formulations and on compactness results in some Sobolev spaces with negative exponents.

Using the dual formulation only, we show that the regularity of unbalanced optimal transport also called entropy-transport inherits from the regularity of standard optimal transport. We provide detailed examples of Riemannian manifolds and costs for which unbalanced optimal transport is regular.Among all entropy-transport formulations, Wasserstein-Fisher-Rao (WFR) metric, also called Hellinger-Kantorovich, stands out since it admits a dynamic formulation, which extends the Benamou-Brenier formulation of optimal transport. After demonstrating the equivalence between dynamic and static formulations on a closed Riemannian manifold, we prove a polar factorization theorem, similar to the one due to Brenier and Mc-Cann. As a byproduct, we formulate the Monge-Amp{\`e}re equation associated with WFR metric, which also holds for more general costs. Last, we study the link between c-convex functions for the cost induced by the WFR metric and the cost on the cone. The main result is that the weak Ma-Trudinger-Wang condition on the cone implies the same condition on the manifold for the cost induced by WFR., Comment: First version, comments welcome

The present paper is focused on the proof of the convergence of the discrete implicit Marker-and-Cell (MAC) scheme for time-dependent Navier--Stokes equations with variable density and variable viscosity. The problem is completed with homogeneous Dirichlet boundary conditions and is discretized according to a non-uniform Cartesian grid. A priori-estimates on the unknowns are obtained, and along with a topological degree argument they lead to the existence of a solution of the discrete scheme at each time step. We conclude with the proof of the convergence of the scheme toward the continuous problem as mesh size and time step tend toward zero with the limit of the sequence of discrete solutions being a solution to the weak formulation of the problem.

We present a (partial) historical summary of the mathematical analysis of finite differences and finite volumes methods, paying a special attention to the Lax-Richtmyer and Lax-Wendroff theorems. We then state a Lax-Wendroff consistency result for convection operators on staggered grids (often used in fluid flow simulations), which illustrates a recent generalization of the flux consistency notion designed to cope with general discrete functions.

When expressed in Lagrangian variables, the equations of motion for compressible (barotropic) fluids have the structure of a classical Hamiltonian system in which the potential energy is given by the internal energy of the fluid. The dissipative counterpart of such a system coincides with the porous medium equation, which can be cast in the form of a gradient flow for the same internal energy. Motivated by these related variational structures, we propose a particle method for both problems in which the internal energy is replaced by its Moreau-Yosida regularization in the L2 sense, which can be efficiently computed as a semi-discrete optimal transport problem. Using a modulated energy argument which exploits the convexity of the problem in Eulerian variables, we prove quantitative convergence estimates towards smooth solutions. We verify such estimates by means of several numerical tests.

We prove in this paper the weak consistency of a general finite volume convection operator acting on discrete functions which are possibly not piecewise-constant over the cells of the mesh and over the time steps. It yields an extension of the Lax-Wendroff if-theorem for general colocated or non-colocated schemes. This result is obtained for general polygonal or polyhedral meshes, under assumptions which, for usual practical cases, essentially boil down to a flux-consistency constraint; this latter is, up to our knowledge, novel and compares the discrete flux at a face to the mean value over the adjacent cell of the continuous flux function applied to the discrete unknown function. We then apply this result to prove the consistency of a finite volume discretisation of a convection operator featuring a (convected) scalar variable and a (convecting) velocity field, with a staggered approximation, i.e. with a cell-centred approximation of the scalar variable and a face-centred approximation of the velocity.

Generated Jacobian Equations have been introduced by Trudinger [Disc. cont. dyn. sys (2014), pp. 1663-1681] as a generalization of Monge-Amp{\`e}re equations arising in optimal transport. In this paper, we introduce and study a damped Newton algorithm for solving these equations in the semi-discrete setting, meaning that one of the two measures involved in the problem is finitely supported and the other one is absolutely continuous. We also present a numerical application of this algorithm to the near-field parallel refractor problem arising in non-imaging problems.

In this work we present a generic framework for non-conforming finite elements on polytopal meshes, characterised by elements that can be generic polygons/polyhedra. We first present the functional framework on the example of a linear elliptic problem representing a single-phase flow in porous medium. This framework gathers a wide variety of possible non-conforming methods, and an error estimate is provided for this simple model. We then turn to the application of the functional framework to the case of a steady degenerate elliptic equation, for which a mass-lumping technique is required; here, this technique simply consists in using a different --piecewise constant-- function reconstruction from the chosen degrees of freedom. A convergence result is stated for this degenerate model. Then, we introduce a novel specific non-conforming method, dubbed Locally Enriched Polytopal Non-Conforming (LEPNC). These basis functions comprise functions dedicated to each face of the mesh (and associated with average values on these faces), together with functions spanning the local $\mathbb{P}^1$ space in each polytopal element. The analysis of the interpolation properties of these basis functions is provided, and mass-lumping techniques are presented. Numerical tests are presented to assess the efficiency and the accuracy of this method on various examples. Finally, we show that generic polytopal non-conforming methods, including the LEPNC, can be plugged into the gradient discretization method framework, which makes them amenable to all the error estimates and convergence results that were established in this framework for a variety of models.

A novel notion for constructing a well-balanced scheme - a gradient-robust scheme - is introduced and a showcase application for a steady compressible, isothermal Stokes equations is presented. Gradient-robustness means that arbitrary gradient fields in the momentum balance are well-balanced by the discrete pressure gradient - if there is enough mass in the system to compensate the force. The scheme is asymptotic-preserving in the sense that it degenerates for low Mach numbers to a recent inf-sup stable and pressure-robust discretization for the incompressible Stokes equations. The convergence of the coupled FEM-FVM scheme for the nonlinear, isothermal Stokes equations is proved by compactness arguments. Numerical examples illustrate the numerical analysis, and show that the novel approach can lead to a dramatically increased accuracy in nearly-hydrostatic low Mach number flows. Numerical examples also suggest that a straight-forward extension to barotropic situations with nonlinear equations of state is feasible.

We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula, whereas space discretization relies on upstream mobility two-point flux approximation finite volumes. Our scheme is based on a first discretize then optimize approach in order to preserve the variational structure of the continuous model at the discrete level. Our scheme can be applied to a wide range of energies, guarantees non-negativity of the discrete solutions as well as decay of the energy. We show that our scheme admits a unique solution whatever the convex energy involved in the continuous problem, and we prove its convergence in the case of the linear Fokker-Planck equation with positive initial density. Numerical illustrations show that it is first order accurate in both time and space, and robust with respect to both the energy and the initial profile.

Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally, the consistency in the Lax-Wendroff sense. These schemes may be staggered or colocated, using either struc-tured meshes or general simplicial or tetrahedral/hexahedral meshes. The time discretization is performed by fractional-step algorithms; these may be either based on semi-implicit pressure correction techniques or segregated in such a way that only explicit steps are involved (referred to hereafter as "explicit" variants). In order to ensure the positivity of the density, the internal energy and the pressure, the discrete convection operators for the mass and internal energy balance equations are carefully designed; they use an upwind technique with respect to the material velocity only. The construction of the fluxes thus does not need any Rie-mann or approximate Riemann solver, and yields easily implementable algorithms. The stability is obtained without restriction on the time step for the pressure correction scheme and under a CFL-like condition for explicit variants: preservation of the integral of the total energy over the computational domain, and positivity of the density and the internal energy. The semi-implicit first-order upwind scheme satisfies a local discrete entropy inequality. If a MUSCL-like scheme is used in order to limit the scheme diffusion, then a weaker property holds: the entropy inequality is satisfied up to a remainder term which is shown to tend to zero with the space and time steps, if the discrete solution is controlled in L $\infty$ and BV norms. The explicit upwind variant also satisfies such a weaker property, at the price of an estimate for the velocity which could be derived from the introduction of a new stabilization term in the momentum balance. Still for the explicit scheme, with the above-mentioned MUSCL-like scheme, the same result only holds if the ratio of the time to the space step tends to zero., Comment: La deuxieme partie de ce document reprend un travail d{\'e}j{\`a} expos{\'e} dans le d{\'e}pot hal-01553699. arXiv admin note: substantial text overlap with arXiv:1707.01297

The aim of this paper is to develop some tools in order to obtain the weak consistency of (in other words, analogues of the Lax-Wendroff theorem for) finite volume schemes for balance laws in the multi-dimensional case and under minimal regularity assumptions for the mesh. As in the seminal Lax-Wendroff paper, our approach relies on a discrete integration by parts of the weak formulation of the scheme. This makes a discrete gradient of the test function appear, and the central argument for the scheme consistency is to remark that this discrete gradient is convergent in L $\infty$ weak .

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence analysis of various numerical schemes, corresponding to the methods known to be GDMs, such as finite elements (conforming or non-conforming, standard or mass-lumped), finite volumes on rectangular or simplicial grids, and other recent methods developed for general polytopal meshes. The scheme is of centred type, with added linear or non-linear numerical diffusion. We complement the convergence analysis with numerical tests based on the mass-lumped P1 conforming and non conforming finite element and on the hybrid finite volume method.

We study the geodesic problem on the group of diffeomorphism of a domain M$\subset$Rd, equipped with the H(div) metric. The geodesic equations coincide with the Camassa-Holm equation when d=1, and represent one of its possible multi-dimensional generalizations when d>1. We propose a relaxation {\`a} la Brenier of this problem, in which solutions are represented as probability measures on the space of continuous paths on the cone over M. We use this relaxation to prove that smooth H(div) geodesics are globally length minimizing for short times. We also prove that there exists a unique pressure field associated to solutions of our relaxation. Finally, we propose a numerical scheme to construct generalized solutions on the cone and present some numerical results illustrating the relation between the generalized Camassa-Holm and incompressible Euler solutions.

We design an abstract setting for the approximation in Banach spaces of operators acting in duality. A typical example are the gradient and divergence operators in Lebesgue--Sobolev spaces on a bounded domain. We apply this abstract setting to the numerical approximation of Leray-Lions type problems, which include in particular linear diffusion. The main interest of the abstract setting is to provide a unified convergence analysis that simultaneously covers (i) all usual boundary conditions, (ii) several approximation methods. The considered approximations can be conforming, or not (that is, the approximation functions can belong to the energy space of the problem, or not), and include classical as well as recent numerical schemes. Convergence results and error estimates are given. We finally briefly show how the abstract setting can also be applied to other models, including flows in fractured medium, elasticity equations and diffusion equations on manifolds. A by-product of the analysis is an apparently novel result on the equivalence between general Poincar{\'e} inequalities and the surjectivity of the divergence operator in appropriate spaces.

Consider the multivariate Stein equation $\Delta f - x\cdot \nabla f = h(x) - E h(Z)$, where $Z$ is a standard $d$-dimensional Gaussian random vector, and let $f\_h$ be the solution given by Barbour's generator approach. We prove that, when $h$ is $\alpha$-H\"older ($0<\alpha\leq1$), all derivatives of order $2$ of $f\_h$ are $\alpha$-H\"older {\it up to a $\log$ factor}; in particular they are $\beta$-H\"older for all $\beta \in (0, \alpha)$, hereby improving existing regularity results on the solution of the multivariate Gaussian Stein equation. For $\alpha=1$, the regularity we obtain is optimal, as shown by an example given by Rai\v{c} \cite{raivc2004multivariate}. As an application, we prove a near-optimal Berry-Esseen bound of the order $\log n/\sqrt n$ in the classical multivariate CLT in $1$-Wasserstein distance, as long as the underlying random variables have finite moment of order $3$. When only a finite moment of order $2+\delta$ is assumed ($0<\delta<1$), we obtain the optimal rate in $\mathcal O(n^{-\frac{\delta}{2}})$. All constants are explicit and their dependence on the dimension $d$ is studied when $d$ is large.

The Wasserstein gradient flow structure of the PDE system governing multiphase flows in porous media was recently highlighted in [C. Canc\`es, T. O. Gallou\"et, and L. Monsaingeon, {\it Anal. PDE} 10(8):1845--1876, 2017]. The model can thus be approximated by means of the minimizing movement (or JKO) scheme, that we solve thanks to the ALG2-JKO scheme proposed in [J.-D. Benamou, G. Carlier, and M. Laborde, {\it ESAIM Proc. Surveys}, 57:1--17, 2016]. The numerical results are compared to a classical upstream mobility Finite Volume scheme, for which strong stability properties can be established.

On the space of probability densities, we extend the Wasserstein geodesics to the case of higher-order interpolation such as cubic spline interpolation. After presenting the natural extension of cubic splines to the Wasserstein space, we propose a simpler approach based on the relaxation of the variational problem on the path space. We explore two different numerical approaches, one based on multi-marginal optimal transport and entropic regularization and the other based on semi-discrete optimal transport.

In this paper, we derive entropy estimates for a class of schemes for the Euler equations which present the following features: they are based on the internal energy equation (eventually with a positive corrective term at the righ-hand-side so as to ensure consistency) and the possible upwinding is performed with respect to the material velocity only. The implicit-in-time first-order upwind scheme satisfies a local entropy inequality. A generalization of the convection term is then introduced, which allows to limit the scheme diffusion while ensuring a weaker property: the entropy inequality is satisfied up to a remainder term which is shown to tend to zero with the space and time steps, if the discrete solution is controlled in L $\infty$ and BV norms. The explicit upwind variant also satisfies such a weaker property, at the price of an estimate for the velocity which could be derived from the introduction of a new stabilization term in the momentum balance. Still for the explicit scheme, with the above-mentioned generalization of the convection operator, the same result only holds if the ratio of the time to the space step tends to zero.

In this paper, we show that unbalanced optimal transport provides a convenient framework to handle reaction and diffusion processes in a unified metric framework. We use a constructive method, alternating minimizing movements for the Wasserstein distance and for the Fisher-Rao distance, and prove existence of weak solutions for general scalar reaction-diffusion-advection equations. We extend the approach to systems of multiple interacting species, and also consider an application to a very degenerate diffusion problem involving a Gamma-limit. Moreover, some numerical simulations are included.

We prove in this paper the convergence of an semi-implicit MAC scheme for the time-dependent variable density Navier-Stokes equations.

We address in this paper a nonlinear parabolic system, which is built to retain the main mathematical difficulties of the P1 radiative diffusion physical model. We propose a finite volume fractional-step scheme for this problem enjoying the following properties. First, we show that each discrete solution satisfies a priori L -estimates, through a discrete maxi- mum principle; by a topological degree argument, this yields the existence of a solution, which is proven to be unique. Second, we establish uniform (with respect to the size of the meshes and the time step) L2 -bounds for the space and time translates; this proves, by the Kolmogorov theorem, the relative compactness of any sequence of solutions obtained through a sequence of discretizations the time and space steps of which tend to zero; the limits of converging subsequences are then shown to be a solution to the continuous problem. Estimates of time translates of the discrete solutions are obtained through the formalization of a generic argument, interesting for its own sake.

We prove in this paper the convergence of the Marker and cell (MAC) scheme for the dis-cretization of the steady-state and unsteady-state incompressible Navier-Stokes equations in primitive variables on non-uniform Cartesian grids, without any regularity assumption on the solution. A priori estimates on solutions to the scheme are proven ; they yield the existence of discrete solutions and the compactness of sequences of solutions obtained with family of meshes the space step of which tends to zero. We then establish that the limit is a weak solution to the continuous problem., Comment: accept\'e pour publication dans Foundations of Computational Mathematics