An explicit Euler method for the continuity equation with Sobolev velocity fields

Tommaso Cortopassi

Published 2024-02-06Version 1

We prove a stability estimate, in a suitable expected value, of the $1$-Wasserstein distance between the solution of the continuity equation under a Sobolev velocity field and a measure obtained by pushing forward Dirac deltas whose centers belong to a partition of the domain by a (sort of) explicit forward Euler method. The main tool is a $L^\infty_t (L^p_x)$ estimate on the difference between the regular Lagrangian flow of the velocity field and an explicitly constructed approximation of such flow. Although our result only gives estimates in expected value, it has the advantage of being easily parallelizable and of not relying on any particular structure on the mesh. At the end, we also provide estimates with a logarithmic Wasserstein distance, already used in other works on this particular problem.