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Study of an entropy dissipating finite volume scheme for a nonlocal cross-diffusion system

Maxime Herda, Antoine Zurek

TL;DR

This work develops a fully implicit TPFA finite-volume scheme for a nonlocal SKT cross-diffusion system on a periodic domain and proves that it preserves mass and satisfies a discrete entropy-dissipation inequality. It establishes existence, positivity, and stability at each time step, and then shows convergence of the discrete solutions to distributional solutions as the mesh is refined, via a discrete Kolmogorov/duality framework and Kruzhkov-type compactness. The paper also provides a thorough numerical validation in 1D and 2D, including nonlocal-to-local localization limits and Turing instabilities, illustrating the scheme's robustness across nonlocal and local regimes. Together, these results demonstrate a reliable, entropy-preserving numerical approach for nonlocal cross-diffusion systems with practical relevance to population dynamics and pattern formation.

Abstract

In this paper we analyse a finite volume scheme for a nonlocal version of the Shigesada-Kawazaki-Teramoto (SKT) cross-diffusion system. We prove the existence of solutions to the scheme, derive qualitative properties of the solutions and prove its convergence. The proofs rely on a discrete entropy-dissipation inequality, discrete compactness arguments, and on the novel adaptation of the so-called duality method at the discrete level. Finally, thanks to numerical experiments, we investigate the influence of the nonlocality in the system: on convergence properties of the scheme, as an approximation of the local system and on the development of diffusive instabilities.

Study of an entropy dissipating finite volume scheme for a nonlocal cross-diffusion system

TL;DR

This work develops a fully implicit TPFA finite-volume scheme for a nonlocal SKT cross-diffusion system on a periodic domain and proves that it preserves mass and satisfies a discrete entropy-dissipation inequality. It establishes existence, positivity, and stability at each time step, and then shows convergence of the discrete solutions to distributional solutions as the mesh is refined, via a discrete Kolmogorov/duality framework and Kruzhkov-type compactness. The paper also provides a thorough numerical validation in 1D and 2D, including nonlocal-to-local localization limits and Turing instabilities, illustrating the scheme's robustness across nonlocal and local regimes. Together, these results demonstrate a reliable, entropy-preserving numerical approach for nonlocal cross-diffusion systems with practical relevance to population dynamics and pattern formation.

Abstract

In this paper we analyse a finite volume scheme for a nonlocal version of the Shigesada-Kawazaki-Teramoto (SKT) cross-diffusion system. We prove the existence of solutions to the scheme, derive qualitative properties of the solutions and prove its convergence. The proofs rely on a discrete entropy-dissipation inequality, discrete compactness arguments, and on the novel adaptation of the so-called duality method at the discrete level. Finally, thanks to numerical experiments, we investigate the influence of the nonlocality in the system: on convergence properties of the scheme, as an approximation of the local system and on the development of diffusive instabilities.
Paper Structure (25 sections, 12 theorems, 148 equations, 3 figures, 1 table)

This paper contains 25 sections, 12 theorems, 148 equations, 3 figures, 1 table.

Key Result

Theorem 1

Let the assumptions (H1)--(H5) hold. Then, for every $1 \leq k \leq N_T$ there exists (at least) one nonnegative solution $(u^k_1,u^k_2)$ to scheme 5.ic--5.mu2. Moreover, this solution satisfies the following properties: Finally for all $j\in\{1,2\}$, if $d_j$ is positive then $u_j^k$ is positive for all $0<k\leq N_T$.

Figures (3)

  • Figure 1: Distance between solution of the nonlocal and local cross-diffusion system at final time versus $\delta/L$. Left: Initial data is indicator function \ref{['eq:CI1']}; Right: Initial data is the smooth function \ref{['eq:CI2']}
  • Figure 2: Turing patterns at final time for (left) linear diffusion for predators and preys ($d_1 = 0.05$, $d_2 = 2$ and $d_{21} = 0$) and (right) cross-diffusion for predators and linear diffusion for preys ($d_1 = 0.05$, $d_2 = 0$ and $d_{21} = 1$).
  • Figure 3: Turing patterns in prey density $u_1$ at final time: (top left) linear diffusion for predators and preys ($d_1 = 0.001$, $d_2 = 4$, $d_{21} = 0$); (top right) nonlocal cross-diffusion for predators with symmetric kernel and linear diffusion for preys ($d_1 = 0.001$, $d_2 = 0$, $d_{21} = 2/5$, $\rho_2 = \rho_2^\text{sym}$); (bottom) nonlocal cross-diffusion for predators with non-symmetric kernel and linear diffusion for preys ($d_1 = 0.001$, $d_2 = 0$, $d_{21} = 2/5$, $\rho_2 = \rho_2^\text{nonsym}$).

Theorems & Definitions (25)

  • Definition 1
  • Theorem 1: Existence of solutions
  • Theorem 2: Qualitative properties of the solutions
  • Theorem 3: Convergence of the scheme
  • Remark 4
  • Proposition 5
  • proof
  • Remark 6: Uniqueness under CFL
  • Lemma 7
  • proof
  • ...and 15 more