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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 Fokker–Planck equation and the Keller–Segel 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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Positive and free energy satisfying schemes for diffusion with interaction potentials, to appear in J. Comp. Phys., 2020,
In this paper, we design and analyze second order positive and free energy satisfying schemes for solving diffusion equations with interaction potentials. The semi-discrete scheme is shown to conserve mass, preserve solution positivity, and satisfy a discrete free energy dissipation law for nonuniform meshes. These properties for the fully-discrete scheme (first order in time) remain preserved without a strict restriction on time steps. For the fully second order (in both time and space) scheme, we use a local scaling limiter to restore solution positivity when necessary. It is proved that such limiter does not destroy the second order accuracy. In addition, these schemes are easy to implement, and efficient in simulations over long time. Both one and two dimensional numerical examples are presented to demonstrate the performance of these schemes.
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- Award ID(s):
- 1812666
- PAR ID:
- 10168969
- Date Published:
- Journal Name:
- Journal of computational physics
- ISSN:
- 0021-9991
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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