In this paper we propose and analyze a finite difference numerical scheme for the Poisson-Nernst-Planck equation (PNP) system. To understand the energy structure of the PNP model, we make use of the Energetic Variational Approach (EnVarA), so that the PNP system could be reformulated as a non-constant mobility $H^{-1}$ gradient flow, with singular logarithmic energy potentials involved. To ensure the unique solvability and energy stability, the mobility function is explicitly treated, while both the logarithmic and the electric potential diffusion terms are treated implicitly, due to the convex nature of these two energy functional parts. The positivity-preserving property for both concentrations, $n$ and $p$, is established at a theoretical level. This is based on the subtle fact that the singular nature of the logarithmic term around the value of $0$ prevents the numerical solution reaching the singular value, so that the numerical scheme is always well-defined. In addition, an optimal rate convergence analysis is provided in this work, in which many highly non-standard estimates have to be involved, due to the nonlinear parabolic coefficients. The higher order asymptotic expansion (up to third order temporal accuracy and fourth order spatial accuracy), the rough error estimate (to establish the $\ell^\infty$ bound for $n$ and $p$), and the refined error estimate have to be carried out to accomplish such a convergence result. In our knowledge, this work will be the first to combine the following three theoretical properties for a numerical scheme for the PNP system: (i) unique solvability and positivity, (ii) energy stability, and (iii) optimal rate convergence. A few numerical results are also presented in this article, which demonstrates the robustness of the proposed numerical scheme.
In this paper, we design and analyze third order positivity-preserving discontinuous Galerkin (DG) schemes for solving the time-dependent system of Poisson--Nernst--Planck (PNP) equations, which has found much use in diverse applications. Our DG method with Euler forward time discretization is shown to preserve the positivity of cell averages at all time steps. The positivity of numerical solutions is then restored by a scaling limiter in reference to positive weighted cell averages. The method is also shown to preserve steady states. Numerical examples are presented to demonstrate the third o…
We develop a set of numerical schemes for the Poisson--Nernst--Planck equations. We prove that our schemes are mass conservative, uniquely solvable and keep positivity unconditionally. Furthermore, the first-order scheme is proven to be unconditionally energy dissipative. These properties hold for various spatial discretizations. Numerical results are presented to validate these properties. Moreover, numerical results indicate that the second-order scheme is also energy dissipative, and both the first- and second-order schemes preserve the maximum principle for cases where the equation satisfi…
The Poisson-Nernst-Planck (PNP) system is a widely accepted model for simulation of ionic channels. In this paper, we design, analyze, and numerically validate a second order unconditional positivity-preserving scheme for solving a reduced PNP system, which can well approximate the three dimensional ion channel problem. Positivity of numerical solutions is proven to hold true independent of the size of time steps and the choice of the Poisson solver. The scheme is easy to implement without resorting to any iteration method. Several numerical examples further confirm the positivity-preserving p…
We present a novel class of high-order space-time finite element schemes for the Poisson-Nernst-Planck (PNP) equations. We prove that our schemes are mass conservative, positivity preserving, and unconditionally energy stable for any order of approximation. To the best of our knowledge, this is the first class of (arbitrarily) high-order accurate schemes for the PNP equations that simultaneously achieve all these three properties. This is accomplished via (1) using finite elements to directly approximate the so-called entropy variable instead of the density variable, and (2) using a discontinu…
A dynamic mass-transport method is proposed for approximately solving the Poisson-Nernst-Planck(PNP) equations. The semi-discrete scheme based on the JKO type variational formulation naturally enforces solution positivity and the energy law as for the continuous PNP system. The fully discrete scheme is further formulated as a constrained minimization problem, shown to be solvable, and satisfy all three solution properties (mass conservation, positivity and energy dissipation) independent of time step size or the spatial mesh size. Numerical experiments are conducted to validate convergence of …
In this paper, we design, analyze, and numerically validate positive and energy-dissipating schemes for solving the time-dependent multi-dimensional system of Poisson-Nernst-Planck (PNP) equations, which has found much use in the modeling of biological membrane channels and semiconductor devices. The semi-implicit time discretization based on a reformulation of the system gives a well-posed elliptic system, which is shown to preserve solution positivity for arbitrary time steps. The first order (in time) fully-discrete scheme is shown to preserve solution positivity and mass conservation uncon…
In this paper, we develop a first order (in time) numerical scheme for the binary fluid surfactant phase field model. The free energy contains a double-well potential, a nonlinear coupling entropy and a Flory-Huggins potential. The resulting coupled system consists of two Cahn-Hilliard type equations. This system is solved numerically by finite difference spatial approximation, in combination with convex splitting temporal discretization. We prove the proposed scheme is unique solvable, positivity-preserving and unconditionally energy stable. In addition, an optimal rate convergence analysis i…
A second order accurate (in time) numerical scheme is proposed and analyzed for the Poisson-Nernst-Planck equation (PNP) system, reformulated as a non-constant mobility $H^{-1}$ gradient flow in the Energetic Variational Approach (EnVarA). The centered finite difference is taken as the spatial discretization. Meanwhile, the highly nonlinear and singular nature of the logarithmic energy potentials has always been the essential difficulty to design a second order accurate scheme in time, while preserving the variational energetic structures. The mobility function is updated with a second order a…
We consider numerical methods for the Poisson-Nernst-Planck-Cahn-Hilliard (PNPCH) equations with steric interactions. We propose a novel energy stable numerical scheme that respects mass conservation and positivity at the discrete level. Existence and uniqueness of the solution to the proposed nonlinear scheme are established by showing that the solution is a unique minimizer of a convex functional over a closed, convex domain. The positivity of numerical solutions is further theoretically justified by the singularity of the entropy terms, which prevents the minimizer from approaching zero con…
A positivity-preserving, second-order energy stable and convergent numerical scheme for a ternary system of macromolecular microsphere composite hydrogels
We present and analyze a new second-order finite difference scheme for the Macromolecular Microsphere Composite hydrogel, Time-Dependent Ginzburg-Landau (MMC-TDGL) equation, a Cahn-Hilliard equation with Flory-Huggins-deGennes energy potential. This numerical scheme with unconditional energy stability is based on the Backward Differentiation Formula (BDF) method time derivation combining with Douglas-Dupont regularization term. In addition, we present a point-wise bound of the numerical solution for the proposed scheme in the theoretical level. For the convergent analysis, we treat three nonli…
We propose an edge averaged finite element(EAFE) discretization to solve the Heat-PNP (Poisson-Nernst-Planck) equations approximately. Our method enforces positivity of the computed charged density functions and temperature function. Also the thermodynamic consistent discrete energy estimate which resembles the thermodynamic second law of the Heat-PNP system is prescribed. Numerical examples are provided.
Linear, decoupled, positivity preserving, positive-definiteness preserving and energy stable schemes for the diffusive Oldroyd-B coupled with PNP model
Ion transport, often described by the Poisson--Nernst--Planck (PNP) equations, is ubiquitous in electrochemical devices and many biological processes of significance. In this work, we develop conservative, positivity-preserving, energy dissipating, and implicit finite difference schemes for solving the multi-dimensional PNP equations with multiple ionic species. A central-differencing discretization based on harmonic-mean approximations is employed for the Nernst--Planck (NP) equations. The backward Euler discretization in time is employed to derive a fully implicit nonlinear system, which is …
A uniform-in-time weakly convergent explicit numerical method for the underdamped Langevin equation with polynomial potentials
School of Mathematics and Statistics, Huazhong University of Science and Technology（华中科技大学数学与统计学院）；Hubei Key Laboratory of Engineering Modeling and Scientific Computing, Huazhong University of Science and Technology（华中科技大学工程建模与科学计算湖北省重点实验室）
Provably convergent Newton-Raphson methods for recovering primitive variables with applications to physical-constraint-preserving Hermite WENO schemes for relativistic hydrodynamics
