On the square-root approximation finite volume scheme for nonlinear drift-diffusion equations (Q2683210)

The authors consider the finite volume approximation of nonlinear drift-diffusion equations in the form of Fokker-Planck equations with Robin boundary conditions. A finite volume scheme is established. The scheme builds on the interpretation of such a continuous equation as the hydrodynamic limit of some simple exclusion jump process. It is shown that the scheme has a unique discrete solution, that the natural bounds on the solution are preserved, and that it encodes the second principle of thermodynamics in the sense that some free energy is dissipated along time. The convergence of the scheme is also proved under weak regularity assumption on the exact solution using compactness arguments. Some numerical simulations are provided to highlight the overall good behavior of the scheme. These numerical tests show the second-order accuracy in space of the scheme.