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Register a new userA new Lagrange multiplier approach for constructing structure preserving schemes, I. positivity preserving
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Added by
Qing Cheng
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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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 positivity preserving, is also mass conserving. This new approach is not restricted to any particular spatial discretization and can be combined with various time discretization schemes. We establish stability results for our first- and second-order schemes under a general setting, and present ample numerical results to validate the new approach.
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We study a family of structure-preserving deterministic numerical schemes for Lindblad equations, and carry out detailed error analysis and absolute stability analysis. Both error and absolute stability analysis are validated by numerical examples.
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.
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