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arXiv 2410.03367math.APcs.NAmath.NA
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以二阶精度离散 Fokker-Planck 方程:一种耗散驱动的方法

Discretizing the Fokker-Planck equation with second-order accuracy: a dissipation driven approach

Clément Cancès, Léonard Monsaingeon, Andrea Natale

AI总结:

本文提出一种耗散驱动的全离散有限体积格式,用于求解 Fokker-Planck 方程,证明其适定性、正性、能量耗散性与收敛性,并实现时空二阶精度。

摘要:

我们针对标准 Fokker-Planck 方程提出了一种全离散有限体积格式。空间离散基于众所周知的平方根近似,该近似属于两点通量近似的框架。我们的时间离散是新颖的,并依赖于一种定制的非线性中点法则,旨在精确捕捉模型的耗散结构。我们建立了该格式的适定性、解的正性,以及一个模仿连续情形的全离散能量耗散不等式。随后,我们在对非结构网格的轻度限制条件下证明了该格式的严格收敛性,这些条件在实践中容易满足。数值模拟表明,我们的格式在时间和空间上都具有二阶精度,并且可以使用 Newton 方法以较低的计算成本求解每个时间步产生的离散非线性系统。

英文摘要:

We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time discretization is novel and relies on a tailored nonlinear mid-point rule, designed to accurately capture the dissipative structure of the model. We establish well-posedness for the scheme, positivity of the solutions, as well as a fully discrete energy-dissipation inequality mimicking the continuous one. We then prove the rigorous convergence of the scheme under mildly restrictive conditions on the unstructured grids, which can be easily satisfied in practice. Numerical simulations show that our scheme is second order accurate both in time and space, and that one can solve the discrete nonlinear systems arising at each time step using Newton's method with low computational cost.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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