Issues with positivity-preserving Patankar-type schemes

نویسندگان

چکیده

Patankar-type schemes are linearly implicit time integration methods designed to be unconditionally positivity-preserving. However, there only little results on their stability or robustness. We suggest two approaches analyze the performance and robustness of these methods. In particular, we demonstrate problematic behaviors that, even very simple linear problems, can lead undesired oscillations order reduction for vanishing initial condition. Finally, in numerical simulations that our theoretical problems apply analogously nonlinear stiff problems.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Positivity-Preserving Numerical Schemes for Lubrication-Type Equations

Lubrication equations are fourth order degenerate diffusion equations of the form ht + ∇ · (f(h)∇∆h) = 0, describing thin films or liquid layers driven by surface tension. Recent studies of singularities in which h → 0 at a point, describing rupture of the fluid layer, show that such equations exhibit complex dynamics which can be difficult to simulate accurately. In particular, one must ensure...

متن کامل

Positivity-preserving nonstandard finite difference Schemes for simulation of advection-diffusion reaction equations

Systems in which reaction terms are coupled to diffusion and advection transports arise in a wide range of chemical engineering applications, physics, biology and environmental. In these cases, the components of the unknown can denote concentrations or population sizes which represent quantities and they need to remain positive. Classical finite difference schemes may produce numerical drawback...

متن کامل

Patankar-type Runge-Kutta schemes for linear PDEs

We study the local discretization error of Patankar-type Runge-Kutta methods applied to semi-discrete PDEs. For a known two-stage Patankar-type scheme the local error in PDE sense for linear advection or diffusion is shown to be of the maximal order O(Δt3) for sufficiently smooth and positive exact solutions. However, in a test case mimicking a wetting-drying situation as in the context of shal...

متن کامل

An efficient nonstandard numerical method with positivity preserving property

Classical explicit finite difference schemes are unsuitable for the solution of the famous Black-Scholes partial differential equation, since they impose severe restrictions on the time step. Furthermore, they may produce spurious oscillations in the solution. We propose a new scheme that is free of spurious oscillations and guarantees the positivity of the solution for arbitrary stepsizes. The...

متن کامل

positivity-preserving nonstandard finite difference schemes for simulation of advection-diffusion reaction equations

systems in which reaction terms are coupled to diffusion and advection transports arise in awide range of chemical engineering applications, physics, biology and environmental. in these cases, thecomponents of the unknown can denote concentrations or population sizes which represent quantities andthey need to remain positive. classical finite difference schemes may produce numerical drawbacks s...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Applied Numerical Mathematics

سال: 2022

ISSN: ['1873-5460', '0168-9274']

DOI: https://doi.org/10.1016/j.apnum.2022.07.014