Abstract In this work we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear FokkerāPlanck equation and the KellerāSegel equations. The two proposed schemes are first-order accurate in time, explicitly solvable, and second-order and fourth-order accurate in space, which are obtained via finite difference implementation of the classical continuous finite element method. The fully discrete schemes are proved to be positivity preserving and energy dissipative: the second-order scheme can achieve so unconditionally while the fourth-order scheme only requires a mild time step and mesh size constraint. In particular, the fourth-order scheme is the first high order spatial discretization that can achieve both positivity and energy decay properties, which is suitable for long time simulation and to obtain accurate steady state solutions.
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Superconvergence of High Order Finite Difference Schemes Based on Variational Formulation for Elliptic Equations
The classical continuous finite element method with Lagrangian Q^k basis reduces to a finite difference scheme when all the integrals are replaced by the (š+1)Ć(š+1) GaussāLobatto quadrature. We prove that this finite difference scheme is (š+2)-th order accurate in the discrete 2-norm for an elliptic equation with Dirichlet boundary conditions, which is a superconvergence result of function values. We also give a convenient implementation for the case š=2, which is a simple fourth order accurate elliptic solver on a rectangular domain.
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- Award ID(s):
- 1913120
- PAR ID:
- 10148282
- Date Published:
- Journal Name:
- Journal of scientific computing
- Issue:
- 82
- ISSN:
- 1573-7691
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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