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Everything You Always Wanted to Know About the JKO Scheme

Project description

The Jordan–Kinderlehrer–Otto scheme: partial differential equations and numerical strategies

Real-world sampling of the evolution of parameters in time turns analogue or continuous variables into discrete ones, reducing memory demand and improving computational efficiency. The same is true for the discretisation of many mathematical functions. The Jordan–Kinderlehrer–Otto (JKO) scheme is a procedure for finding time-discrete approximations to solutions of diffusion equations and it enables the approximation of solutions of a wide class of partial differential equations (PDEs). The ERC-funded EYAWKAJKOS project will apply the JKO scheme to both well-known and lesser-known systems of PDEs. Outcomes may also help reduce the computational complexity or improve the convergence quality of numerical schemes, supporting the modelling of diverse phenomena.

Objective

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 with efficient computational techniques for optimal transport problems, can be used for
numerics.
This project will cover both equations which are well-studied (Fokker-Planck, for instance) and less classical ones (higher-order
equations, crowd motion, cross-diffusion, sliced Wasserstein flow...). For the most classical ones, we will systematically consider
estimates and properties which are known for solutions of the continuous-in-time PDEs and try to prove sharp and equivalent
analogues in the discrete setting: some of these results (L^p, Sobolev, BV...) have already been proven in the simplest cases ; the
results in the classical case will provide techniques to be applied to the other equations, allowing to prove existence of solutions and
to study their qualitative properties. Moreover, some estimates proven on each step of the JKO scheme can provide useful
information for the numerical schemes, reducing the computational complexity or improving the quality of the convergence.
During the project, the study of the JKO scheme will be of course coupled with a deep study of the corresponding continuous-in-time
PDEs, with the effort to produce efficient numerical strategies, and with the attention to the modeling of other phenomena which
could take advantage of this techniques.

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Topic(s)

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HORIZON-ERC - HORIZON ERC Grants

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Call for proposal

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(opens in new window) ERC-2021-ADG

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Host institution

UNIVERSITE LYON 1 CLAUDE BERNARD
Net EU contribution

Net EU financial contribution. The sum of money that the participant receives, deducted by the EU contribution to its linked third party. It considers the distribution of the EU financial contribution between direct beneficiaries of the project and other types of participants, like third-party participants.

€ 2 016 000,00
Address
BOULEVARD DU 11 NOVEMBRE 1918 NUM43
69622 Villeurbanne Cedex
France

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Region
Auvergne-Rhône-Alpes Rhône-Alpes Rhône
Activity type
Higher or Secondary Education Establishments
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Total cost

The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.

€ 2 182 250,00

Beneficiaries (2)

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