A study of the numerical stability of an ImEx scheme with application to the Poisson-Nernst-Planck equations

DOI10.1016/J.APNUM.2021.01.019MaRDI QIDQ1995975zbMATH OpenOpenAlexFDO

Authors M. C. Pugh, David Yan, F. P. Dawson

Publication date 2 March 2021

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.01368

zbMATH Keywords

adaptive time-steppingconditional linear stabilityImEx methodsPoisson-Nernst-Planck equationsSBDF2semi-implicit methods

Mathematics Subject Classification ID

PDEs in connection with optics and electromagnetic theory (35Q60) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Electrochemistry (78A57)

Abstract: The Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV) describe ion transport with Faradaic reactions and have applications in a wide variety of fields. Using an adaptive time-stepper based on a second-order variable step-size, semi-implicit, backward differentiation formula (VSSBDF2), we observe that when the underlying dynamics is one that would have the solutions converge to a steady state solution, the adaptive time-stepper produces solutions that "nearly" converge to the steady state and that, simultaneously, the time-step sizes stabilize at a limiting size $d{t}_{i}nfty$. Linearizing the SBDF2 scheme about the steady state solution, we demonstrate that the linearized scheme is conditionally stable and that this is the cause of the adaptive time-stepper's behaviour. Mesh-refinement, as well as a study of the eigenvectors corresponding to the critical eigenvalues, demonstrate that the conditional stability is not due to a time-step constraint caused by high-frequency contributions. We study the stability domain of the linearized scheme and find that it can have corners as well as jump discontinuities.

Review text

The authors employ an adaptive time-stepper based on a second-order variable step-size, semi-implicit, backward differentiation formula (VSSBDF2) for solving the Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV). It is noted that, when the underlying dynamics is such that the solutions converge to a steady-state solution, the adaptive time-stepper produces solutions that ``nearly converge to the steady state and that, simultaneously, the time-step sizes stabilize to a limiting size. A linearization is considered and it is shown that this scheme is conditionally stable and that this is the cause of the adaptive time-stepper's behavior. Mesh-refinement, as well as a study of the eigenvectors corresponding to the critical eigenvalues, demonstrate that the conditional stability is not due to a time-step restriction caused by high-frequency contributions. The stability domain of the linearized scheme is considered and it is shown that its boundary can have corners as well as jump discontinuities.

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• Adaptive time-stepping schemes for the solution of the Poisson-Nernst-Planck equations

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