A Convergent Lagrangian Discretization for a Nonlinear Fourth-Order Equation

作者：Matthes Daniel^*; O**erger Horst

来源：Foundations of Computational Mathematics, 2017, 17(1): 73-126.

DOI：10.1007/s10208-015-9284-6

• Lagrangian discretization
• Gradient flow
• Wasserstein metric
• Quantum drift diffusion

A fully discrete Lagrangian scheme for numerical solution of the nonlinear fourth-order DLSS equation in one space dimension is analyzed. The discretization is based on the equation's gradient flow structure in the -Wasserstein metric. By construction, the discrete solutions are strictly positive and mass conserving. A further key property is that they dissipate both the Fisher information and the logarithmic entropy. Our main result is a proof of convergence of fully discrete to weak solutions in the limit of vanishing mesh size. Convergence is obtained for arbitrary nonnegative, possibly discontinuous initial data with finite entropy, without any CFL-type condition. The key estimates in the proof are derived from the dissipations of the two Lyapunov functionals. Numerical experiments illustrate the practicability of the scheme.

• 出版日期2017-2