Transport equation with nonlocal velocity in Wasserstein spaces: convergence of numerical schemes

Details Transport equation with nonlocal velocity in Wasserstein spaces: convergence of numerical schemes Transport equation with nonlocal velocity in Wasserstein spaces: convergence of numerical schemes

2011-06-13

arxiv.org/abs/1106.2555v2

Mathematics

Analysis of PDEs

Scientific paper

Motivated by pedestrian modelling, we study evolution of measures in the Wasserstein space. In particular, we consider the Cauchy problem for a transport equation, where the velocity field depends on the measure itself. We deal with numerical schemes for this problem and prove convergence of a Lagrangian scheme to the solution, when the discretization parameters approach zero. We also prove convergence of an Eulerian scheme, under more strict hypotheses. Both schemes are discretizations of the push-forward formula defined by the transport equation. As a by-product, we obtain existence and uniqueness of the solution. All the results of convergence are proved with respect to the Wasserstein distance. We also show that $L^1$ spaces are not natural for such equations, since we lose uniqueness of the solution.

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