Maximum Principle Preserving Finite Difference Scheme for 1-D Nonlocal-to-Local Diffusion Problems

DOI10.1016/J.RINAM.2021.100211arXiv2105.00601MaRDI QIDQ6366671

Publication date: 2 May 2021

Abstract: In a recent paper (see [7]), a quasi-nonlocal coupling method was introduced to seamlessly bridge a nonlocal diffusion model with the classical local diffusion counterpart in a one-dimensional space. The proposed coupling framework removes inconsistency on the interface, preserves the balance of fluxes, and satisfies the maximum principle of diffusion problem. However, the numerical scheme proposed in that paper does not maintain all of these properties on a discrete level. In this paper we resolve these issues by proposing a new finite difference scheme that ensures the balance of fluxes and the discrete maximum principle. We rigorously prove these results and provide the stability and convergence analyses accordingly. In addition, we provide the Courant-Friedrichs-Lewy (CFL) condition for the new scheme and test a series of benchmark examples which confirm the theoretical findings.

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Maximum principles in context of PDEs (35B50) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite difference methods for boundary value problems involving PDEs (65N06) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Fractional partial differential equations (35R11) Integro-partial differential equations (35R09)

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