Home Mathematics Finite Volume Methods for Two-Dimensional Nonlocal Partial Differential Equation with a Gradient Flow Structure
Article
Licensed
Unlicensed Requires Authentication

Finite Volume Methods for Two-Dimensional Nonlocal Partial Differential Equation with a Gradient Flow Structure

  • Wenli Cai EMAIL logo , Boqin Wei , Xue Fu and Dahong Sun
Published/Copyright: November 21, 2025

Abstract

This paper delves into a class of nonlinear nonlocal partial differential equations, characterized by a gradient flow structure, as previously outlined in the literature. Finite volume methods are employed to investigate the numerical solutions of this model in two-dimensional settings. It reveals that the semi-discrete numerical scheme satisfies the entropy dissipation and the fully discrete numerical scheme preserves the positivity through a meticulous combination of numerical scheme definitions, upwind numerical fluxes and sophisticated estimation techniques. Furthermore, a novel contribution is made by demonstrating that the semi-discrete numerical scheme preserves the positivity and the fully discrete numerical scheme satisfies the entropy dissipation. These fundamental properties, pivotal in guaranteeing the convergence of numerical solutions towards steady states, are rigorously proven utilizing the invariant region method, complemented by detailed norm estimations and rigorous analytical techniques. Two-dimensional numerical experiments validate the entropy dissipation and the long-time convergence of numerical solutions generated by the scheme. The numerical analysis methodology and computational findings in this work offer valuable insights for research on models with gradient flow structures.

MSC 2020: 35R09; 65M08; 65M12

Award Identifier / Grant number: 2021YQLX01

Funding statement: Cai was supported partially by the Fundamental Research Funds for the Central Universities (No. 2021YQLX01), 2025 Basic Sciences Initiative in Mathematics and Physics, Open Funds of State Key Laboratory for Geomechanics and Deep Underground Engineering (No. XD2025007), and Deep Earth Probe and Mineral Resources Exploration-National Science and Technology Major Project (No. 2024ZD1003902). The numerical calculations in this paper have been done on the supercomputing system in the Mathematics Laboratory of China University of Mining and Technology-Beijing.

References

[1] L. Ambrosio, N. Gigli and G. Savaré, Gradient Flows in Metric Spaces and in the Space of Probability Measures, Lect. Math. ETH Zürich, Birkhäuser, Basel, 2005. Search in Google Scholar

[2] D. Benedetto, E. Caglioti, J. A. Carrillo and M. Pulvirenti, A non-Maxwellian steady distribution for one-dimensional granular media, J. Statist. Phys. 91 (1998), no. 5–6, 979–990. 10.1023/A:1023032000560Search in Google Scholar

[3] D. Benedetto, E. Caglioti and M. Pulvirenti, A kinetic equation for granular media, RAIRO Modél. Math. Anal. Numér. 31 (1997), no. 5, 615–641. 10.1051/m2an/1997310506151Search in Google Scholar

[4] W. Cai and H. Liu, A finite volume method for nonlocal competition-mutation equations with a gradient flow structure, ESAIM Math. Model. Numer. Anal. 51 (2017), no. 4, 1223–1243. 10.1051/m2an/2016058Search in Google Scholar

[5] C. Cancès, T. O. Gallouët and G. Todeschi, A variational finite volume scheme for Wasserstein gradient flows, Numer. Math. 146 (2020), no. 3, 437–480. 10.1007/s00211-020-01153-9Search in Google Scholar

[6] G. Carlier, V. Duval, G. Peyré and B. Schmitzer, Convergence of entropic schemes for optimal transport and gradient flows, SIAM J. Math. Anal. 49 (2017), no. 2, 1385–1418. 10.1137/15M1050264Search in Google Scholar

[7] J. A. Carrillo, A. Chertock and Y. Huang, A finite-volume method for nonlinear nonlocal equations with a gradient flow structure, Commun. Comput. Phys. 17 (2015), no. 1, 233–258. 10.4208/cicp.160214.010814aSearch in Google Scholar

[8] J. A. Carrillo, U. S. Fjordholm and S. Solem, A second-order numerical method for the aggregation equations, Math. Comp. 90 (2021), no. 327, 103–139. 10.1090/mcom/3563Search in Google Scholar

[9] J. A. Carrillo, Y. Huang and M. Schmidtchen, Zoology of a nonlocal cross-diffusion model for two species, SIAM J. Appl. Math. 78 (2018), no. 2, 1078–1104. 10.1137/17M1128782Search in Google Scholar

[10] J. A. Carrillo, R. J. McCann and C. Villani, Kinetic equilibration rates for granular media and related equations: Entropy dissipation and mass transportation estimates, Rev. Mat. Iberoamericana 19 (2003), no. 3, 971–1018. 10.4171/rmi/376Search in Google Scholar

[11] J. A. Carrillo, R. J. McCann and C. Villani, Contractions in the 2-Wasserstein length space and thermalization of granular media, Arch. Ration. Mech. Anal. 179 (2006), no. 2, 217–263. 10.1007/s00205-005-0386-1Search in Google Scholar

[12] Q. Cheng, Q. Liu, W. Chen and J. Shen, A new flow dynamic approach for Wasserstein gradient flows, J. Comput. Phys. 524 (2025), Paper No. 113696. 10.1016/j.jcp.2024.113696Search in Google Scholar

[13] K. Craig and A. L. Bertozzi, A blob method for the aggregation equation, Math. Comp. 85 (2016), no. 300, 1681–1717. 10.1090/mcom3033Search in Google Scholar

[14] C. Duan, W. Chen, C. Liu, X. Yue and S. Zhou, Structure-preserving numerical methods for nonlinear Fokker–Planck equations with nonlocal interactions by an energetic variational approach, SIAM J. Sci. Comput. 43 (2021), no. 1, B82–B107. 10.1137/20M1317931Search in Google Scholar

[15] J. Hu, J.-G. Liu, Y. Xie and Z. Zhou, A structure preserving numerical scheme for Fokker–Planck equations of neuron networks: Numerical analysis and exploration, J. Comput. Phys. 433 (2021), Paper No. 110195. 10.1016/j.jcp.2021.110195Search in Google Scholar

[16] F. Huang and J. Shen, Bound/positivity preserving and energy stable scalar auxiliary variable schemes for dissipative systems: Applications to Keller–Segel and Poisson–Nernst–Planck equations, SIAM J. Sci. Comput. 43 (2021), no. 3, A1832–A1857. 10.1137/20M1365417Search in Google Scholar

[17] Y. Jin, S. Liu, H. Wu, X. Ye and H. Zhou, Parameterized Wasserstein gradient flow, J. Comput. Phys. 524 (2025), Paper No. 113660. 10.1016/j.jcp.2024.113660Search in Google Scholar

[18] R. Jordan, D. Kinderlehrer and F. Otto, The variational formulation of the Fokker–Planck equation, SIAM J. Math. Anal. 29 (1998), no. 1, 1–17. 10.1137/S0036141096303359Search in Google Scholar

[19] R. J. LeVeque, Finite Volume Methods for Hyperbolic Problems, Cambridge Texts Appl. Math., Cambridge University Press, Cambridge, 2002. 10.1017/CBO9780511791253Search in Google Scholar

[20] W. Li, J. Lu and L. Wang, Fisher information regularization schemes for Wasserstein gradient flows, J. Comput. Phys. 416 (2020), Paper No. 109449. 10.1016/j.jcp.2020.109449Search in Google Scholar

[21] C. Liu, C. Wang, S. M. Wise, X. Yue and S. Zhou, A positivity-preserving, energy stable and convergent numerical scheme for the Poisson–Nernst–Planck system, Math. Comp. 90 (2021), no. 331, 2071–2106. 10.1090/mcom/3642Search in Google Scholar

[22] C. Liu and Y. Wang, On Lagrangian schemes for porous medium type generalized diffusion equations: a discrete energetic variational approach, J. Comput. Phys. 417 (2020), Paper No. 109566. 10.1016/j.jcp.2020.109566Search in Google Scholar

[23] H. Liu and H. Yu, Entropy/energy stable schemes for evolutionary dispersal models, J. Comput. Phys. 256 (2014), 656–677. 10.1016/j.jcp.2013.08.032Search in Google Scholar

[24] J.-G. Liu, L. Wang and Z. Zhou, Positivity-preserving and asymptotic preserving method for 2D Keller–Segal equations, Math. Comp. 87 (2018), no. 311, 1165–1189. 10.1090/mcom/3250Search in Google Scholar

[25] Q. Liu, C. Duan and W. Chen, EnVarA-FEM for the flux-limited porous medium equation, J. Comput. Phys. 493 (2023), Paper No. 112432. 10.1016/j.jcp.2023.112432Search in Google Scholar

[26] J. Mendes, A. Russo, S. P. Perez and S. Kalliadasis, A finite-volume scheme for gradient-flow equations with non-homogeneous diffusion, Comput. Math. Appl. 89 (2021), 150–162. 10.1016/j.camwa.2021.02.004Search in Google Scholar

[27] F. Otto, The geometry of dissipative evolution equations: The porous medium equation, Comm. Partial Differential Equations 26 (2001), no. 1–2, 101–174. 10.1081/PDE-100002243Search in Google Scholar

[28] Y. Qian, Z. Wang and S. Zhou, A conservative, free energy dissipating, and positivity preserving finite difference scheme for multi-dimensional nonlocal Fokker–Planck equation, J. Comput. Phys. 386 (2019), 22–36. 10.1016/j.jcp.2019.02.028Search in Google Scholar

[29] J. Shen and J. Xu, Unconditionally positivity preserving and energy dissipative schemes for Poisson–Nernst–Planck equations, Numer. Math. 148 (2021), no. 3, 671–697. 10.1007/s00211-021-01203-wSearch in Google Scholar

[30] E. F. Toro, Riemann Solvers and Numerical Methods for Fluid Dynamics. A Practical Introduction, 3rd ed., Springer, Berlin, 2009. 10.1007/b79761Search in Google Scholar

[31] J. L. Vázquez, An introduction to the mathematical theory of the porous medium equation, Shape Optimization and Free Boundaries (Montreal 1990), NATO Adv. Sci. Inst. Ser. C Math. Phys. Sci. 380, Kluwer Academic Publishers, Dordrecht (1992), 347–389. 10.1007/978-94-011-2710-3_10Search in Google Scholar

[32] J. L. Vázquez, The Porous Medium Equation: Mathematical theory, Oxford Math. Monogr., The Clarendon Press, Oxford, 2007. Search in Google Scholar

[33] C. Villani, Regularity estimates via the entropy dissipation for the spatially homogeneous Boltzmann equation without cut-off, Rev. Mat. Iberoamericana 15 (1999), no. 2, 335–352. 10.4171/rmi/259Search in Google Scholar

[34] C. Villani, A review of mathematical topics in collisional kinetic theory, Handbook of Mathematical Fluid Dynamics, Vol. I, North-Holland, Amsterdam (2002), 71–305. 10.1016/S1874-5792(02)80004-0Search in Google Scholar

[35] C. Villani, Topics in Optimal Transportation, Grad. Stud. Math. 58, American Mathematical Society, Providence, 2003. Search in Google Scholar

[36] S. Wang, S. Zhou, S. Shi and W. Chen, Fully decoupled and energy stable BDF schemes for a class of Keller–Segel equations, J. Comput. Phys. 449 (2022), Paper No. 110799. 10.1016/j.jcp.2021.110799Search in Google Scholar

[37] S. Zheng, Nonlinear Evolution Equations, Chapman & Hall/CRC Monogr. Surveys Pure Appl. Math. 133, Chapman & Hall/CRC, Boca Raton, 2004. Search in Google Scholar

Received: 2024-08-24
Revised: 2025-08-01
Accepted: 2025-11-12
Published Online: 2025-11-21

© 2025 Institute of Mathematics of the National Academy of Science of Belarus, published by De Gruyter, Berlin/Boston

Downloaded on 9.12.2025 from https://www.degruyterbrill.com/document/doi/10.1515/cmam-2024-0138/html
Scroll to top button