In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed schemes are first order in time and second order and fourth order in space. Under mild mesh conditions and time step constraints for smooth solutions, the schemes are proved to be monotone, thus are positivity-preserving and energy dissipative. In particular, our scheme is suitable for capturing steady state solutions in large final time simulations.
翻译:在本文中,我们引入了第二顺序和第四顺序的空间分化,通过有限差异实施解决与不可逆转过程相关的Fokker-Planck等式的有限要素方法。提议的方案是时间第一顺序和空间第二顺序和第四顺序。在轻微网格条件下和顺利解决方案的时间步骤限制下,方案被证明是单调的,因此是被动式的和能量分散的。特别是,我们的方案适合在大规模最后时间模拟中捕捉稳定状态的解决方案。