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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.
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 meth
In this work we consider an extension of a recently proposed structure preserving numerical scheme for nonlinear Fokker-Planck-type equations to the case of nonconstant full diffusion matrices. While in existing works the schemes are formulated in a
This work develops entropy-stable positivity-preserving DG methods as a computational scheme for Boltzmann-Poisson systems modeling the pdf of electronic transport along energy bands in semiconductor crystal lattices. We pose, using spherical or ener
In this paper, a class of arbitrarily high-order linear momentum-preserving and energy-preserving schemes are proposed, respectively, for solving the regularized long-wave equation. For the momentum-preserving scheme, our key ideas mainly follow the