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A Study of the Numerical Stability of an ImEx Scheme with Application to the Poisson-Nernst-Planck Equations

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 Added by Mary Pugh
 Publication date 2019
and research's language is English




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The Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV) describe ion transport with Faradaic reactions and have applications in a wide variety of fields. Using an adaptive time-stepper based on a second-order variable step-size, semi-implicit, backward differentiation formula (VSSBDF2), we observe that when the underlying dynamics is one that would have the solutions converge to a steady state solution, the adaptive time-stepper produces solutions that nearly converge to the steady state and that, simultaneously, the time-step sizes stabilize at a limiting size $dt_infty$. Linearizing the SBDF2 scheme about the steady state solution, we demonstrate that the linearized scheme is conditionally stable and that this is the cause of the adaptive time-steppers behaviour. Mesh-refinement, as well as a study of the eigenvectors corresponding to the critical eigenvalues, demonstrate that the conditional stability is not due to a time-step constraint caused by high-frequency contributions. We study the stability domain of the linearized scheme and find that it can have corners as well as jump discontinuities.



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The Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV) describe ion transport with Faradaic reactions, and have applications in a number of fields. In this article, we develop an adaptive time-stepping scheme for the solution of the PNP-FBV equations based on two time-stepping methods: a fully implicit (BDF2) method, and an implicit-explicit (SBDF2) method. We present simulations under both current and voltage boundary conditions and demonstrate the ability to simulate a large range of parameters, including any value of the singular perturbation parameter $epsilon$. When the underlying dynamics is one that would have the solutions converge to a steady-state solution, we observe that the adaptive time-stepper based on the SBDF2 method produces solutions that ``nearly converge to the steady state and that, simultaneously, the time-step sizes stabilize to a limiting size $dt_infty$. In the companion to this article cite{YPD_Part2}, we linearize the SBDF2 scheme about the steady-state solution and demonstrate that the linearized scheme is conditionally stable. This conditional stability is the cause of the adaptive time-steppers behaviour. While the adaptive time-stepper based on the fully-implicit (BDF2) method is not subject to such time-step constraints, the required nonlinear solve yields run times that are significantly longer.
369 - Guosheng Fu , Zhiliang Xu 2021
We present a novel class of high-order space-time finite element schemes for the Poisson-Nernst-Planck (PNP) equations. We prove that our schemes are mass conservative, positivity preserving, and unconditionally energy stable for any order of approximation. To the best of our knowledge, this is the first class of (arbitrarily) high-order accurate schemes for the PNP equations that simultaneously achieve all these three properties. This is accomplished via (1) using finite elements to directly approximate the so-called entropy variable instead of the density variable, and (2) using a discontinuous Galerkin (DG) discretization in time. The entropy variable formulation, which was originally developed by Metti et al. [17] under the name of a log-density formulation, guarantees both positivity of densities and a continuous-in-time energy stability result. The DG in time discretization further ensures an unconditional energy stability in the fully discrete level for any approximation order, where the lowest order case is exactly the backward Euler discretization and in this case we recover the method of Metti et al. [17].
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 order accuracy and illustrate the positivity-preserving property in both one and two dimensions.
In this paper, we develop an adaptive finite element method for the nonlinear steady-state Poisson-Nernst-Planck equations, where the spatial adaptivity for geometrical singularities and boundary layer effects are mainly considered. As a key contribution, the steady-state Poisson-Nernst-Planck equations are studied systematically and rigorous analysis for a residual-based a posteriori error estimate of the nonlinear system is presented. With the help of Schauder fixed point theorem, we show the solution existence and uniqueness of the linearized system derived by taking $G-$derivatives of the nonlinear system, followed by the proof of the relationship between the error of solution and the a posteriori error estimator $eta$. Numerical experiments are given to validate the efficiency of the a posteriori error estimator and demonstrate the expected rate of convergence. In the further tests, adaptive mesh refinements for geometrical singularities and boundary layer effects are successfully observed.
In this work, we are concerned with a Fokker-Planck equation related to the nonlinear noisy leaky integrate-and-fire model for biological neural networks which are structured by the synaptic weights and equipped with the Hebbian learning rule. The equation contains a small parameter $varepsilon$ separating the time scales of learning and reacting behavior of the neural system, and an asymptotic limit model can be derived by letting $varepsilonto 0$, where the microscopic quasi-static states and the macroscopic evolution equation are coupled through the total firing rate. To handle the endowed flux-shift structure and the multi-scale dynamics in a unified framework, we propose a numerical scheme for this equation that is mass conservative, unconditionally positivity preserving, and asymptotic preserving. We provide extensive numerical tests to verify the schemes properties and carry out a set of numerical experiments to investigate the models learning ability, and explore the solutions behavior when the neural network is excitatory.
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