Fully discrete positivity-preserving and energy-dissipating schemes for aggregation-diffusion equations with a gradient-flow structure

DOI10.4310/CMS.2020.V18.N5.A5zbMATH Open1467.35317arXiv1811.11502OpenAlexW3106268064MaRDI QIDQ2023554FDOQ2023554

Authors: Rafael Bailo, Jingwei Hu, J. A. Carrillo 

Publication date: 3 May 2021

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Abstract: We propose fully discrete, implicit-in-time finite-volume schemes for a general family of non-linear and non-local Fokker-Planck equations with a gradient-flow structure, usually known as aggregation-diffusion equations, in any dimension. The schemes enjoy the positivity-preservation and energy-dissipation properties, essential for their practical use. The first-order scheme verifies these properties unconditionally for general non-linear diffusions and interaction potentials, while the second-order scheme does so provided a CFL condition holds. Sweeping dimensional splitting permits the efficient construction of these schemes in higher dimensions while preserving their structural properties. Numerical experiments validate the schemes and show their ability to handle complicated phenomena typical in aggregation-diffusion equations, such as free boundaries, metastability, merging and phase transitions.

Full work available at URL: https://arxiv.org/abs/1811.11502

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zbMATH Keywords

gradient flowsintegro-differential equationsenergy dissipationfinite-volume methodspositivity preservationfully discrete schemes

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Positive solutions to PDEs (35B09) Fokker-Planck equations (35Q84) Integro-partial differential equations (35R09) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Dynamic continuum models (systems of particles, etc.) in time-dependent statistical mechanics (82C21)

Cited In (22)

• Equilibration of Aggregation-Diffusion Equations with Weak Interaction Forces
• Primal dual methods for Wasserstein gradient flows
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• An Entropic Method for Discrete Systems with Gibbs Entropy
• Structure Preserving Primal Dual Methods for Gradient Flows with Nonlinear Mobility Transport Distances
• A convergent entropy-dissipating BDF2 finite-volume scheme for a population cross-diffusion system
• On evolution PDEs on co-evolving graphs
• On a class of nonlocal continuity equations on graphs
• Structure preserving schemes for Fokker-Planck equations with nonconstant diffusion matrices
• Energy dissipative and positivity preserving schemes for large-convection ion transport with steric and solvation effects
• A Unified Structure Preserving Scheme for a Multispecies Model with a Gradient Flow Structure and Nonlocal Interactions via Singular Kernels
• Nonlocal Cross-Interaction Systems on Graphs: Nonquadratic Finslerian Structure and Nonlinear Mobilities
• Bound-Preserving Finite-Volume Schemes for Systems of Continuity Equations with Saturation
• Lagrangian schemes for Wasserstein gradient flows
• Variational convergence of the Scharfetter-Gummel scheme to the aggregation-diffusion equation and vanishing diffusion limit
• Convergence of a fully discrete and energy-dissipating finite-volume scheme for aggregation-diffusion equations
• Analysis of an Energy-Dissipating Finite Volume Scheme on Admissible Mesh for the Aggregation-Diffusion Equations
• A Structure Preserving Numerical Scheme for Fokker--Planck Equations of Structured Neural Networks with Learning Rules
• Unconditional Bound-Preserving and Energy-Dissipating Finite-Volume Schemes for the Cahn-Hilliard Equation
• Convergence analysis of structure‐preserving numerical methods for nonlinear Fokker–Planck equations with nonlocal interactions
• High-Order Well-Balanced Finite-Volume Schemes for Hydrodynamic Equations With Nonlocal Free Energy

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