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Positivity-preserving and energy-dissipating discontinuous Galerkin methods for nonlinear nonlocal Fokker-Planck equations

José A. Carrillo, Hailiang Liu, Hui Yu

Abstract

This paper is concerned with structure-preserving numerical approximations for a class of nonlinear nonlocal Fokker-Planck equations, which admit a gradient flow structure and find application in diverse contexts. The solutions, representing density distributions, must be non-negative and satisfy a specific energy dissipation law. We design an arbitrary high-order discontinuous Galerkin (DG) method tailored for these model problems. Both semi-discrete and fully discrete schemes are shown to admit the energy dissipation law for non-negative numerical solutions. To ensure the preservation of positivity in cell averages at all time steps, we introduce a local flux correction applied to the DDG diffusive flux. Subsequently, a hybrid algorithm is presented, utilizing a positivity-preserving limiter, to generate positive and energy-dissipating solutions. Numerical examples are provided to showcase the high resolution of the numerical solutions and the verified properties of the DG schemes.

Positivity-preserving and energy-dissipating discontinuous Galerkin methods for nonlinear nonlocal Fokker-Planck equations

Abstract

This paper is concerned with structure-preserving numerical approximations for a class of nonlinear nonlocal Fokker-Planck equations, which admit a gradient flow structure and find application in diverse contexts. The solutions, representing density distributions, must be non-negative and satisfy a specific energy dissipation law. We design an arbitrary high-order discontinuous Galerkin (DG) method tailored for these model problems. Both semi-discrete and fully discrete schemes are shown to admit the energy dissipation law for non-negative numerical solutions. To ensure the preservation of positivity in cell averages at all time steps, we introduce a local flux correction applied to the DDG diffusive flux. Subsequently, a hybrid algorithm is presented, utilizing a positivity-preserving limiter, to generate positive and energy-dissipating solutions. Numerical examples are provided to showcase the high resolution of the numerical solutions and the verified properties of the DG schemes.
Paper Structure (13 sections, 5 theorems, 73 equations, 8 figures, 1 table)

This paper contains 13 sections, 5 theorems, 73 equations, 8 figures, 1 table.

Key Result

Theorem 2.1

Assuming that the semi-discrete scheme with (B1) boundary setup admits a positive solution $\rho_h$, then it satisfies an energy dissipation law expressed as for some $\gamma \in (0, 1)$, provided

Figures (8)

  • Figure 1: (A) displays the $L^2$ error of the porous media equation in Example 2 for $k=3$. (B) illustrates the numerical solution $\rho_h$ with $N = 64, k=3$ at $t=0$ and $32$, represented by green crosses and red circles, respectively. The equilibrium $\rho_\infty$ specified in \ref{['porousmedium_infty']} is shown by the blue solid curve.
  • Figure 2: $N= 128, k = 3$. Consider the final time $t = 10$ in Example 3. (A) displays the cell average. (B) illustrates the numerical solution $\rho_h$ with a lift $\delta = 10^{-12}$. Both preserve positivity perfectly. (C) shows the time evolution of the energy $E_h$ and the difference between the numerical solution $\rho_h$ and the equilibrium $\rho_{\infty}$ in $L^2$ and $L^\infty$ norms.
  • Figure 3: $N = 128, k = 2$. Consider the final time $t = 30$ in Example 4.
  • Figure 4: $N = 128, k = 2$. The time evolution of the energy $E_h$ in Example 4 for two initial data \ref{['ini_a_2']} and \ref{['ini_a_3']} in green dashed curve and blue solid curve, respectively.
  • Figure 5: Consider $N = 128$ and $k = 2$ for the final time $t = 600$ in Example 5. The numerical solution $\rho_h$ and the flux $q_h(t,x)$ are depicted by the blue solid curve and red dashed curve, respectively. Figure (D) provides a zoomed-in view of the numerical flux $q_h(t,x)$ within the circled spacial domain $[0.2,1.4]$. It is noticeable that the flux reaches a constant value.
  • ...and 3 more figures

Theorems & Definitions (12)

  • Theorem 2.1
  • proof
  • Remark 2.1
  • Theorem 3.1
  • proof
  • Remark 3.1
  • Theorem 3.2
  • proof
  • Theorem 3.3
  • proof
  • ...and 2 more