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A blob method for diffusion. (arXiv:1709.09195v1 [math.AP])
来源于:arXiv
As a counterpoint to classical stochastic particle methods for diffusion, we
develop a deterministic particle method for linear and nonlinear diffusion. At
first glance, deterministic particle methods are incompatible with diffusive
partial differential equations since initial data given by sums of Dirac masses
would be smoothed instantaneously: particles do not remain particles. Inspired
by classical vortex blob methods, we introduce a nonlocal regularization of our
velocity field that ensures particles do remain particles and apply this to
develop a numerical blob method for a range of diffusive partial differential
equations of Wasserstein gradient flow type, including the heat equation, the
porous medium equation, the Fokker-Planck equation, the Keller-Segel equation,
and its variants. Our choice of regularization is guided by the Wasserstein
gradient flow structure, and the corresponding energy has a novel form,
combining aspects of the well-known interaction and potential energie 查看全文>>