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

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Publication:6171561

DOI10.1093/IMANUM/DRAC014arXiv2103.16790OpenAlexW4220851692MaRDI QIDQ6171561FDOQ6171561


Authors: Jingwei Hu, Xiangxiong Zhang Edit this on Wikidata


Publication date: 14 August 2023

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

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 proven positivity-preserving and energy-dissipative: the second order scheme can achieve so unconditionally; the fourth order scheme only requires a mild time step and mesh size constraint. Furthermore, 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.


Full work available at URL: https://arxiv.org/abs/2103.16790








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