Variational particle schemes for the porous medium equation and for the system of isentropic Euler equations

¹ School of Mathematics, Georgia Institute of Technology, 686 Cherry Street, Atlanta, GA 30332-0160, USA. mwest@math.gatech.edu
² Department of Mathematics, University of California, 1091 Evans Hall #3840, Berkeley, CA 94720-3840, USA. wilken@math.berkeley.edu

Received: 21 July 2008
Revised: 24 May 2009

Abstract

Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these variational characterizations instead of the partial differential equations themselves, we obtain new schemes with remarkable stability properties. We show that they capture successfully the nonlinear features of the flows, such as shocks and rarefaction waves for the isentropic Euler equations. We also show how to design higher order methods for these problems in the optimal transport setting using backward differentiation formula (BDF) multi-step methods or diagonally implicit Runge-Kutta methods.