Abstract

AbstractWe propose a new fully‐discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions. This is the first fully‐discretized scheme with proven positivity‐preserving and energy stable properties using only standard finite difference discretization. The difficulty in proving the positivity‐preserving property lies in the lack of a maximum principle for fourth order partial differential equations. To overcome this difficulty, we reformulate the scheme as an optimization problem based on a variational structure and use the singular nature of the energy functional near the boundary values to exclude the possibility of non‐positive solutions. The scheme is also shown to be mass conservative and consistent.

Highlights

  • Nonlinear diffusion equations of fourth and higher order have long since been of interest in various fields of mathematical physics with diverse applications

  • We propose a new fully-discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions

  • The difficulty in proving the positivity-preserving property lies in the lack of a maximum principle for fourth order partial differential equations

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Summary

Numerical Methods for Partial Differential Equations

Funding information National Science Foundation, Grant/Award Number: DMS1812666; King Abdullah University of Science and Technology

INTRODUCTION
Related work
Our contributions
Explicit scheme
Fully implicit scheme
A positivity-preserving scheme
An explicit-implicit scheme
Notations
The scheme
Consistency of the scheme
SOLUTION PROPERTIES VIA OPTIMIZATION FORMULATION
One dimensional example
Two dimensional example

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