We propose a new fully‐discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions. This is the first fully‐discretized scheme with proven positivity‐preserving and energy stable properties using only standard finite difference discretization. The difficulty in proving the positivity‐preserving property lies in the lack of a maximum principle for fourth order partial differential equations. To overcome this difficulty, we reformulate the scheme as an optimization problem based on a variational structure and use the singular nature of the energy functional near the boundary values to exclude the possibility of non‐positive solutions. The scheme is also shown to be mass conservative and consistent.
Positivity-preserving and energy-dissipative finite difference schemes for the Fokker–Planck and Keller–Segel equations
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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- Award ID(s):
- 1913120
- PAR ID:
- 10329079
- Date Published:
- Journal Name:
- IMA Journal of Numerical Analysis
- ISSN:
- 0272-4979
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Abstract In this work, we present the construction of two distinct finite element approaches to solve the porous medium equation (PME). In the first approach, we transform the PME to a log-density variable formulation and construct a continuous Galerkin method. In the second approach, we introduce additional potential and velocity variables to rewrite the PME into a system of equations, for which we construct a mixed finite element method. Both approaches are first-order accurate, mass conserving, and proved to be unconditionally energy stable for their respective energies. The mixed approach is shown to preserve positivity under a CFL condition, while a much stronger property of unconditional bound preservation is proved for the log-density approach. A novel feature of our schemes is that they can handle compactly supported initial data without the need for any perturbation techniques. Furthermore, the log-density method can handle unstructured grids in any number of dimensions, while the mixed method can handle unstructured grids in two dimensions. We present results from several numerical experiments to demonstrate these properties.
- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1093/imanum/drac014
