Geometrically exact time‐integration mesh‐free schemes for advection‐diffusion problems derived from optimal transportation theory and their connection with particle methods

Abstract

SummaryWe develop an optimal transportation mesh‐free particle method for advection‐diffusion in which the concentration or density of the diffusive species is approximated by Dirac measures. We resort to an incremental variational principle for purposes of time discretization of the diffusive step. This principle characterizes the evolution of the density as a competition between the Wasserstein distance between two consecutive densities and entropy. Exploiting the structure of the Euler–Lagrange equations, we approximate the density as a collection of Diracs. The interpolation of the incremental transport map is effected through mesh‐free max‐ent interpolation. Remarkably, the resulting update is geometrically exact with respect to advection and volume. We present three‐dimensional examples of application that illustrate the scope and robustness of the method. Copyright © 2017 John Wiley & Sons, Ltd.