Positivity-preserving methods for population models

DOI10.1051/M2AN/2022042zbMATH Open1508.65079arXiv2102.08242WikidataQ115334311 ScholiaQ115334311MaRDI QIDQ6360779FDOQ6360779

Authors: Sergio Blanes, Arieh Iserles, S. MacNamara 

Publication date: 16 February 2021

Abstract: Many important applications are modelled by differential equations with positive solutions. However, it remains an outstanding open problem to develop numerical methods that are both (i) of a high order of accuracy and (ii) capable of preserving positivity. It is known that the two main families of numerical methods, Runge-Kutta methods and multistep methods, face an order barrier: if they preserve positivity, then they are constrained to low accuracy: they cannot be better than first order. We propose novel methods that overcome this barrier: our methods are of second order, and they are guaranteed to preserve positivity. Our methods apply to a large class of differential equations that have a special graph Laplacian structure, which we elucidate. The equations need be neither linear nor autonomous and the graph Laplacian need not be symmetric. This algebraic structure arises naturally in many important applications where positivity is required. We showcase our new methods on applications where standard high order methods fail to preserve positivity, including infectious diseases, Markov processes, master equations and chemical reactions.

Mathematics Subject Classification ID

Numerical methods for stiff equations (65L04) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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