ERC Advanced Grant · 2021
Everything You Always Wanted to Know About the JKO Scheme
The project deals with the so-called Jordan-Kinderlehrer-Otto scheme, a time-discretization procedure consisting in a sequence of iterated optimization problems involving the Wasserstein distance W_2 between probability measures. This scheme allows to approximate the solutions of a wide class of PDEs (including many diffusion equations with possible aggregation effects) which have a variational structure w.r.t. the distance W_2 but not w.r.t. Hilbertian distances. It has been used both for theoretical purposes (proving existence of solutions for new equations and studying their properties) and for numerical applications. Indeed, it naturally provides a time-discretization and, if coupled…
From the public funding record at EU CORDIS. Describes the funded project, not the reviews below.