本文提出一种结合非局部近似的广义二阶 NSFD 方法，可对非自治动力系统无条件保正且避免严格步长限制，并通过 SIR 模型等实验验证其理论性质与广泛适用性。
摘要：
在本工作中，我们针对非自治动力系统提出了一种广义的二阶非标准有限差分（NSFD）方法。所提出的方法将 NSFD 框架与右端函数的一种新的非局部近似相结合。该方法实现了二阶收敛，并且对于所有步长都无条件保持解的正性。特别地，它避免了许多现有保正性二阶 NSFD 方法所要求的限制性条件。该方法易于实现且计算高效。数值实验（包括针对 SIR 流行病模型的一种改进 NSFD 格式）证实了理论结果。此外，我们展示了该方法对非线性偏微分方程和具有正解的边值问题的适用性，展现了其在现实世界建模中的多功能性。
英文摘要：
In this work, we propose a generalized, second-order, nonstandard finite difference (NSFD) method for non-autonomous dynamical systems. The proposed method combines the NSFD framework with a new non-local approximation of the right-hand side function. This method achieves second-order convergence and unconditionally preserves the positivity of solutions for all step sizes. Especially, it avoids the restrictive conditions required by many existing positivity-preserving, second-order NSFD methods. The method is easy to implement and computationally efficient. Numerical experiments, including an improved NSFD scheme for an SIR epidemic model, confirm the theoretical results. Additionally, we demonstrate the method's applicability to nonlinear partial differential equations and boundary value problems with positive solutions, showcasing its versatility in real-world modeling.
High-order entropy-stable discontinuous Galerkin methods for the compressible Euler and Navier-Stokes equations require the positivity of thermodynamic quantities in order to guarantee their well-posedness. In this work, we introduce a positivity limiting strategy for entropy-stable discontinuous Galerkin discretizations constructed by blending high order solutions with a low order positivity-preserving discretization. The proposed low order discretization is semi-discretely entropy stable, and the proposed limiting strategy is positivity preserving for the compressible Euler and Navier-Stokes…
We develop a new finite difference scheme for the Maxwell-Stefan diffusion system. The scheme is conservative, energy stable and positivity-preserving. These nice properties stem from a variational structure and are proved by reformulating the finite difference scheme into an equivalent optimization problem. The solution to the scheme emerges as the minimizer of the optimization problem, and as a consequence energy stability and positivity-preserving properties are obtained.
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…
Hypoxy induced angiogenesis processes can be described coupling an integrodifferential kinetic equation of Fokker-Planck type with a diffusion equation for the angiogenic factor. We propose high order positivity preserving schemes to approximate the marginal tip density by combining an asymptotic reduction with weighted essentially non oscillatory and strong stability preserving time discretization. We show that soliton-like solutions representing blood vessel formation and spread towards hypoxic regions are captured.
This paper extends a new class of positivity-preserving, entropy stable spectral collocation schemes developed for the one-dimensional compressible Navier-Stokes equations in [1,2] to three spatial dimensions. The new high-order schemes are provably L2 stable, design-order accurate for smooth solutions, and guarantee the pointwise positivity of thermodynamic variables for 3-D compressible viscous flows. Similar to the 1-D counterpart, the proposed schemes for the 3-D Navier-Stokes equations are constructed by using a flux-limiting technique that combines a positivity-violating entropy stable m…
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…
In this paper, we propose a class of explicit positivity preserving numerical methods for general stochastic differential equations which have positive solutions. Namely, all the numerical solutions are positive. Under some reasonable conditions, we obtain the convergence and the convergence rate results for these methods. The main difficulty is to obtain the strong convergence and the convergence rate for stochastic differential equations whose coefficients are of exponential growth. Some numerical experiments are provided to illustrate the theoretical results for our schemes.
Patankar-type schemes are linearly implicit time integration methods designed to be unconditionally positivity-preserving. However, there are only little results on their stability or robustness. We suggest two approaches to analyze the performance and robustness of these methods. In particular, we demonstrate problematic behaviors of these methods that, even on very simple linear problems, can lead to undesired oscillations and order reduction for vanishing initial condition. Finally, we demonstrate in numerical simulations that our theoretical results for linear problems apply analogously to…
In this paper, we develop and present an arbitrary high order well-balanced finite volume WENO method combined with the modified Patankar Deferred Correction (mPDeC) time integration method for the shallow water equations. Due to the positivity-preserving property of mPDeC, the resulting scheme is unconditionally positivity preserving for the water height. To apply the mPDeC approach, we have to interpret the spatial semi-discretization in terms of production-destruction systems. Only small modifications inside the classical WENO implementation are necessary and we explain how it can be done. …
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 guar…
We propose a new Lagrange multiplier approach to construct positivity preserving schemes for parabolic type equations. The new approach introduces a space-time Lagrange multiplier to enforce the positivity with the Karush-Kuhn-Tucker (KKT) conditions. We then use a predictor-corrector approach to construct a class of positivity schemes: with a generic semi-implicit or implicit scheme as the prediction step, and the correction step, which enforces the positivity, can be implemented with negligible cost. We also present a modification which allows us to construct schemes which, in addition to po…
An important component of a number of computational modeling algorithms is an interpolation method that preserves the positivity of the function being interpolated. This report describes the numerical testing of a new positivity-preserving algorithm that is designed to be used when interpolating from a solution defined on one grid to different spatial grid. The motivating application for this work was a numerical weather prediction (NWP) code that uses a spectral element mesh discretization for its dynamics core and a cartesian tensor product mesh for the evaluation of its physics routines. Th…
An Aubin-Nitsche Lemma for a positivity-preserving finite element method
Department of Mathematics and Statistics, University of Strathclyde（斯特拉斯克莱德大学数学与统计系）；Inria Univ. Lille and Laboratoire Paul Painlevé（法国国家信息与自动化研究所里尔大学及保罗·潘勒瓦实验室）
In this paper, we construct and analyze a uniquely solvable, positivity preserving and unconditionally energy stable finite-difference scheme for the periodic three-component Macromolecular Microsphere Composite (MMC) hydrogels system, a ternary Cahn-Hilliard system with a Flory-Huggins-deGennes free energy potential. The proposed scheme is based on a convex-concave decomposition of the given energy functional with two variables, and the centered difference method is adopted in space. We provide a theoretical justification that this numerical scheme has a pair of unique solutions, such that th…
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…
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 …
Strong convergence rate of the positivity-preserving logarithmic truncated EM method for multi-dimensional stochastic differential equations with positive solutions
Modified Patankar (MP) schemes are conservative, linear implicit and unconditionally positivity preserving time-integration schemes constructed for production-destruction systems. For such schemes, a classical stability analysis does not yield any information about the performance. Recently, two different techniques have been proposed to investigate the properties of MP schemes. In Izgin et al. [ESAIM: M2AN, 56 (2022)], inspired from dynamical systems, the Lyapunov stability properties of such schemes have been investigated, while in Torlo et al. [Appl. Numer. Math., 182 (2022)] their oscillat…
A number of key scientific computing applications that are based upon tensor-product grid constructions, such as numerical weather prediction (NWP) and combustion simulations, require property-preserving interpolation. Essentially non-oscillatory (ENO) interpolation is a classic example of such interpolation schemes. In the aforementioned application areas, property preservation often manifests itself as a requirement for either data boundedness or positivity preservation. For example, in NWP, one may have to interpolate between the grid on which the dynamics is calculated to a grid on which t…
In this paper, we extend the positivity-preserving, entropy stable first-order finite volume-type scheme developed for the one-dimensional compressible Navier-Stokes equations in [1] to three spatial dimensions. The new first-order scheme is provably entropy stable, design-order accurate for smooth solutions, and guarantees the pointwise positivity of thermodynamic variables for 3-D compressible viscous flows. Similar to the 1-D counterpart, the proposed scheme for the 3-D Navier-Stokes equations is discretized on Legendre-Gauss-Lobatto grids used for high-order spectral collocation methods. T…
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…
We construct a positivity-preserving Lie--Trotter splitting scheme with finite difference discretization in space for approximating the solutions to a class of nonlinear stochastic heat equations with multiplicative space-time white noise. We prove that this explicit numerical scheme converges in the mean-square sense, with rate $1/4$ in time and rate $1/2$ in space, under appropriate CFL conditions. Numerical experiments illustrate the superiority of the proposed numerical scheme compared with standard numerical methods which do not preserve positivity.
A high-order, well-balanced, positivity-preserving quasi-Lagrange moving mesh DG method is presented for the shallow water equations with non-flat bottom topography. The well-balance property is crucial to the ability of a scheme to simulate perturbation waves over the lake-at-rest steady state such as waves on a lake or tsunami waves in the deep ocean. The method combines a quasi-Lagrange moving mesh DG method, a hydrostatic reconstruction technique, and a change of unknown variables. The strategies in the use of slope limiting, positivity-preservation limiting, and change of variables to ens…
We propose a new fully-discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions. This is the first fully-discretized scheme with proven positivity-preserving and energy stable properties using only standard finite difference discretization. The difficulty in proving the positivity-preserving property lies in the lack of a maximum principle for fourth order PDEs. To overcome this difficulty, we reformulate the scheme as an optimization problem based on variational structure and use the singular nature of the energy functional near the boundary values…
Stochastic positivity-preserving symplectic splitting methods for stochastic Lotka--Volterra predator-prey model
School of Mathematical Science, China University of Mining and Technology（中国矿业大学数学科学学院）；Institute of Applied Physics and Computational Mathematics（应用物理与计算数学研究所）；Shanghai Zhangjiang Institute of Mathematics（上海张江数学研究院）
In recent years, there has been a large increase in interest in numerical algorithms which preserve various qualitative features of the original continuous problem. Herein, we propose and investigate a numerical algorithm which preserves qualitative features of so-called quenching combustion partial differential equations (PDEs). Such PDEs are often used to model solid-fuel ignition processes or enzymatic chemical reactions and are characterized by their singular nonlinear reaction terms and the exhibited positivity and monotonicity of their solutions on their time intervals of existence. In t…
The well-known stochastic SIS model characterized by highly nonlinear in epidemiology has a unique positive solution taking values in a bounded domain with a series of dynamical behaviors. However, the approximation methods to maintain the positivity and long-time behaviors for the stochastic SIS model, while very important, are also lacking. In this paper, based on a logarithmic transformation, we propose a novel explicit numerical method for a stochastic SIS epidemic model whose coefficients violate the global monotonicity condition, which can preserve the positivity of the original stochast…
