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1. Entropy stable discontinuous Galerkin methods for the shallow water equations with subcell positivity preservation

   https://doi.org/10.1002/num.23129  

   Wu, Xinhui; Trask, Nathaniel; Chan, Jesse (July 2024, Numerical Methods for Partial Differential Equations)

   Abstract High order schemes are known to be unstable in the presence of shock discontinuities or under‐resolved solution features, and have traditionally required additional filtering, limiting, or artificial viscosity to avoid solution blow up. Entropy stable schemes address this instability by ensuring that physically relevant solutions satisfy a semi‐discrete entropy inequality independently of discretization parameters. However, additional measures must be taken to ensure that solutions satisfy physical constraints such as positivity. In this work, we present a high order entropy stable discontinuous Galerkin (ESDG) method for the nonlinear shallow water equations (SWE) on two‐dimensional (2D) triangular meshes which preserves the positivity of the water heights. The scheme combines a low order positivity preserving method with a high order entropy stable method using convex limiting. This method is entropy stable and well‐balanced for fitted meshes with continuous bathymetry profiles. 

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2. Positivity-preserving and energy-dissipative finite difference schemes for the Fokker–Planck and Keller–Segel equations

   https://doi.org/10.1093/imanum/drac014  

   Hu, Jingwei; Zhang, Xiangxiong (May 2022, IMA Journal of Numerical Analysis)

   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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3. Convergence analysis of structure‐preserving numerical methods for nonlinear Fokker–Planck equations with nonlocal interactions

   https://doi.org/10.1002/mma.8015  

   Duan, Chenghua; Chen, Wenbin; Liu, Chun; Wang, Cheng; Zhou, Shenggao (December 2021, Mathematical Methods in the Applied Sciences)

   A class of nonlinear Fokker–Planck equations with nonlocal interactions may include many important cases, such as porous medium equations with external potentials and aggregation–diffusion models. The trajectory equation of the Fokker–Plank equation can be derived based on an energetic variational approach. A structure‐preserving numerical scheme that is mass conservative, energy stable, uniquely solvable, and positivity preserving at a theoretical level has also been designed in the previous work. Moreover, the numerical scheme is shown to satisfy the discrete energetic dissipation law and preserve steady states and has been observed to be second order accurate in space and first‐order accurate time in various numerical experiments. In this work, we give the rigorous convergence analysis for the highly nonlinear numerical scheme. A careful higher order asymptotic expansion is needed to handle the highly nonlinear nature of the trajectory equation. In addition, two step error estimates (a rough estimate and a refined estimate) are necessary in the convergence proof. Different from a standard error estimate, the rough estimate is performed to control the nonlinear term. A few numerical results are also presented to verify the optimal convergence order and the preservation of equilibria. 

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4. A positivity‐preserving and energy stable scheme for a quantum diffusion equation

   https://doi.org/10.1002/num.22809  

   Huo, Xiaokai; Liu, Hailiang (July 2021, Numerical Methods for Partial Differential Equations)

   Abstract 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. 

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5. Positive and free energy satisfying schemes for diffusion with interaction potentials, to appear in J. Comp. Phys., 2020,

   Liu, H. and (January 2020, Journal of computational physics)

   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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