论文标题
非线性fokker的结构保存数值方法 - planck方程,具有非局部相互作用的planck方程
Structure-Preserving Numerical Methods for Nonlinear Fokker--Planck Equations with Nonlocal Interactions by an Energetic Variational Approach
论文作者
论文摘要
在这项工作中,我们为一类具有非局部相互作用的非线性fokker-Planck方程开发了新型的结构性数值方案。这样的方程式可以涵盖许多重要的情况,例如具有外部电势的多孔介质方程,最佳的运输问题和聚合扩散模型。基于能量变异方法,首先使用最大耗散原理和最小动作原理之间的平衡来得出轨迹方程。通过凸出技术,我们提出了轨迹方程的能量耗散数值方案。严格的数值分析表明,非线性数值方案是唯一可解决的,自然尊重质量保护和完全离散水平的阳性,并保留稳态。在某些平滑度假设下,数值方案被证明是空间准确的二阶,并且一阶时间准确。进行了广泛的数值模拟,以证明所提出的方案的几个有价值的特征。除了保存物理结构(例如阳性,质量保护,离散的能量耗散,蓝色和稳态状态)外,数值模拟还进一步表明,我们的数值方案能够有效且稳健地求解fokker-planck方程的\ emph {emph {退化}病例。结果表明,即使在退化的情况下,发达的数值方案也具有收敛顺序,并且存在具有紧凑支持的溶液的存在,可以准确稳健地计算自由边界的等待时间而无需任何振荡,并且可以将爆炸的奇异性近似于机器精度。
In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with external potentials, optimal transport problems, and aggregation-diffusion models. Based on the Energetic Variational Approach, a trajectory equation is first derived by using the balance between the maximal dissipation principle and least action principle. By a convex-splitting technique, we propose energy dissipating numerical schemes for the trajectory equation. Rigorous numerical analysis reveals that the nonlinear numerical schemes are uniquely solvable, naturally respect mass conservation and positivity at fully discrete level, and preserve steady states. Under certain smoothness assumptions, the numerical schemes are shown to be second order accurate in space and first order accurate in time. Extensive numerical simulations are performed to demonstrate several valuable features of the proposed schemes. In addition to the preservation of physical structures, such as positivity, mass conservation, discrete energy dissipation, blue and steady states, numerical simulations further reveal that our numerical schemes are capable of solving \emph{degenerate} cases of the Fokker--Planck equations effectively and robustly. It is shown that the developed numerical schemes have convergence order even in degenerate cases with the presence of solutions having compact support, can accurately and robustly compute the waiting time of free boundaries without any oscillation, and can approximate blow-up singularity up to machine precision.