An optimal-transport finite-particle method for mass diffusion

Abstract

We formulate a class of velocity-free finite-particle methods for mass transport problems based on a time-discrete incremental variational principle that combines entropy and the cost of particle transport, as measured by the Wasserstein metric. The incremental functional is further spatially discretized into finite particles, i.e., particles characterized by a fixed spatial profile of finite width, each carrying a fixed amount of mass. The motion of the particles is then governed by a competition between the cost of transport, that aims to keep the particles fixed, and entropy maximization, that aims to spread the particles so as to increase the entropy of the system. We show how the optimal width of the particles can be determined variationally by minimization of the governing incremental functional. Using this variational principle, we derive optimal scaling relations between the width of the particles, their number and the size of the domain. We also address matters of implementation including the acceleration of the computation of diffusive forces by exploiting the Gaussian decay of the particle profiles and by instituting fast nearest-neighbor searches. We demonstrate the robustness and versatility of the finite-particle method by means of a test problem concerned with the injection of mass into a sphere. There test results demonstrate the meshless character of the method in any spatial dimension, its ability to redistribute mass particles and follow their evolution in time, its ability to satisfy flux boundary conditions for general domains based solely on a distance function, and its robust convergence characteristics.