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A monotone finite element method for reaction-drift-diffusion equations with discontinuous reaction coefficients

Max Heldman

TL;DR

This work addresses the challenge of discretizing reaction-drift-diffusion equations with discontinuous reaction coefficients while preserving monotonicity. It develops a dual-mesh, finite-volume-type quadrature that generalizes mass lumping within a multilinear tensor-product finite-element framework, yielding a nonnegative diagonal reaction operator and $O(h^2)$ consistency even at jumps. The authors prove local and global error bounds, refine interface estimates using uniform trace inequalities, and extend the approach to a fully monotone tensor-product scheme (EAFE), with rigorous $H^1$ and $L^2$ convergence results and a demonstrated supercloseness to the Galerkin solution. Numerical experiments in PBSRD contexts validate the theory, showing global $L^2$ convergence rates of $O(h^2)$ and supporting the practical robustness of the method for discontinuous coefficients and evolving interfaces.

Abstract

We prove an abstract convergence result for a family of dual-mesh based quadrature rules on tensor products of simplical meshes. In the context of the multilinear tensor-product finite element discretization of reaction-drift-diffusion equations, our quadrature rule generalizes the mass-lump rule, retaining its most useful properties; for a nonnegative reaction coefficient, it gives an $O(h^2)$-accurate, nonnegative diagonalization of the reaction operator. The major advantage of our scheme in comparison with the standard mass lumping scheme is that, under mild conditions, it produces an $O(h^2)$ consistency error even when the integrand has a jump discontinuity. The finite-volume-type quadrature rule has been stated in a less general form and applied to systems of reaction-diffusion equations related to particle-based stochastic reaction-diffusion simulations (PBSRD); in this context, the reaction operator is \textit{required} to be an $M$-matrix and a standard model for bimolecular reactions has a discontinuous reaction coefficient. We apply our convergence results to a finite element discretization of scalar drift-diffusion-reaction model problem related to PBSRD systems, and provide new numerical convergence studies confirming the theory.

A monotone finite element method for reaction-drift-diffusion equations with discontinuous reaction coefficients

TL;DR

This work addresses the challenge of discretizing reaction-drift-diffusion equations with discontinuous reaction coefficients while preserving monotonicity. It develops a dual-mesh, finite-volume-type quadrature that generalizes mass lumping within a multilinear tensor-product finite-element framework, yielding a nonnegative diagonal reaction operator and consistency even at jumps. The authors prove local and global error bounds, refine interface estimates using uniform trace inequalities, and extend the approach to a fully monotone tensor-product scheme (EAFE), with rigorous and convergence results and a demonstrated supercloseness to the Galerkin solution. Numerical experiments in PBSRD contexts validate the theory, showing global convergence rates of and supporting the practical robustness of the method for discontinuous coefficients and evolving interfaces.

Abstract

We prove an abstract convergence result for a family of dual-mesh based quadrature rules on tensor products of simplical meshes. In the context of the multilinear tensor-product finite element discretization of reaction-drift-diffusion equations, our quadrature rule generalizes the mass-lump rule, retaining its most useful properties; for a nonnegative reaction coefficient, it gives an -accurate, nonnegative diagonalization of the reaction operator. The major advantage of our scheme in comparison with the standard mass lumping scheme is that, under mild conditions, it produces an consistency error even when the integrand has a jump discontinuity. The finite-volume-type quadrature rule has been stated in a less general form and applied to systems of reaction-diffusion equations related to particle-based stochastic reaction-diffusion simulations (PBSRD); in this context, the reaction operator is \textit{required} to be an -matrix and a standard model for bimolecular reactions has a discontinuous reaction coefficient. We apply our convergence results to a finite element discretization of scalar drift-diffusion-reaction model problem related to PBSRD systems, and provide new numerical convergence studies confirming the theory.
Paper Structure (13 sections, 13 theorems, 85 equations, 4 figures)

This paper contains 13 sections, 13 theorems, 85 equations, 4 figures.

Key Result

Lemma 2.3

Let $D\subseteq \mathbb{R}^n$ have Lipschitz-continuous boundary. For some integer $k\geq 0$ and some $p\in [1,\infty]$, let $G$ be a continuous bilinear functional on $W^{k,p}(D) \times W^{\ell, q}(D)$ such that where $P_k$ denotes the set of polynomials of degree $\leq k$. Then there exists a constant $C(D)$ such that

Figures (4)

  • Figure 1: Left: A finite element primal mesh on a disk (black) and its dual (blue, dashed). Right: the supporting primal and dual mesh elements for an interior mesh node.
  • Figure 2: Convergence rate of the reaction-drift-diffusion finite element solution computed using the lumping method (red line, circular) markers, and the averaging method (blue line, square markers), compared with an $O(h^2)$ rate of convergence, with $\overline{\kappa} = 1$. The parameter $\overline{\kappa}$, represents the strength of the potential force and also influences the magnitude of the gradient for the smooth part of the reaction kernel.
  • Figure 3: Convergence rate of the reaction-drift-diffusion finite element solution computed using the lumping method (red line, circular) markers, and the averaging method (blue line, square markers), compared with an $O(h^2)$ rate of convergence, with $\overline{\kappa} = 5$. The parameter $\overline{\kappa}$, represents the strength of the potential force and also influences the magnitude of the gradient for the smooth part of the reaction kernel.
  • Figure 4: $L^2$-norms of $u_h - u_h^G$ (red line, circular markers) and $\nabla(u_h - u_h^G)$ (blue line, square markers) for the 2D (left) and 3D (right) problem, where $u_h^G$ is the Galerkin solution of the drift-diffusion equation and $u_h$ is computed using the finite-volume quadrature rule. The $H^1$ errors are $O(h^{\frac{3}{2}})$, a half-order reduction in the convergence rate compared to when the reaction coefficient is smooth.

Theorems & Definitions (35)

  • Remark 2.1
  • Definition 2.2
  • Lemma 2.3: Bramble-Hilbert for bilinear forms
  • Lemma 2.4
  • proof
  • Lemma 2.5
  • proof
  • Remark 2.6
  • Remark 2.7
  • Remark 2.8
  • ...and 25 more