Discrete maximum principle for the finite element solution of linear non-stationary diffusion–reaction problems

The maximum principle is one of the basic characteristic properties of solutions of second order partial differential equations of parabolic (and elliptic) types. The preservation of this property for solutions of corresponding discretized problems is a very natural requirement in reliable and meaningful numerical modelling of various real-life phenomena (heat conduction, air pollution, etc.). In the present paper we analyse a full discretization of a quite general class of linear parabolic equations and present sufficient conditions for the validity of a discrete analogue of the maximum principle in the case when bilinear finite elements are used for discretization in space.     

On the maximum principle for complete second-order elliptic operators in general domains

This paper is concerned with the maximum principle for second-order linear elliptic equations in a wide generality. By means of a geometric condition previously stressed by Berestycki-Nirenberg-Varadhan, Cabré was very able to improve the classical ABP estimate obtaining the maximum principle also in unbounded domains, such as infinite strips and open connected cones with closure different from the whole space. Now we introduce a new geometric condition that extends the result to a more general class of domains including the complements of hypersurfaces, as for instance the cut plane. The methods developed here allow us to deal with complete second-order equations, where the admissible first-order term, forced to be zero in a preceding result with Cafagna, depends on the geometry of the domain.     

On the refined maximum principle for degenerate elliptic and parabolic problems

We extend the refined maximum principle in [H. Berestycki, L. Nirenberg, S.R.S. Varadhan, The principal eigenvalue and the maximum principle for second-order elliptic operators in general domains, Comm. Pure Appl. Math. 47 (1994) 47–92] to degenerate elliptic and parabolic equations with unbounded coefficients. Then we discuss the well-posedness of the corresponding Dirichlet boundary value problems.     

On the existence of maximum principles in parabolic finite element equations

In 1973, H. Fujii investigated discrete versions of the maximum principle for the model heat equation using piecewise linear finite elements in space. In particular, he showed that the lumped mass method allows a maximum principle when the simplices of the triangulation are acute, and this is known to generalize in two space dimensions to triangulations of Delauney type. In this note we consider more general parabolic equations and first show that a maximum principle cannot hold for the standard spatially semidiscrete problem. We then show that for the lumped mass method the above conditions on the triangulation are essentially sharp. This is in contrast to the elliptic case in which the requirements are weaker. We also study conditions for the solution operator acting on the discrete initial data, with homogeneous lateral boundary conditions, to be a contraction or a positive operator.

     

Discrete maximum principle for higher-order finite elements in 1D

We formulate a sufficient condition on the mesh under which we prove the discrete maximum principle (DMP) for the one-dimensional Poisson equation with Dirichlet boundary conditions discretized by the -FEM. The DMP holds if a relative length of every element in the mesh is bounded by a value , where is the polynomial degree of the element . The values are calculated for .

     

Maximum and antimaximum principles for some nonlocal diffusion operators

In this work we consider the maximum and antimaximum principles for the nonlocal Dirichlet problem

     

Discrete maximum principles for FE solutions of nonstationary diffusion‐reaction problems with mixed boundary conditions

In this article, we derive and discuss sufficient conditions for providing validity of the discrete maximum principle for nonstationary diffusion‐reaction problems with mixed boundary conditions, solved by means of simplicial finite elements and the θ time discretization method. The theoretical analysis is supported by numerical experiments. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

On the strong maximum principle for degenerate parabolic equations

Variants of the strong maximum principle are established for subsolutions to degenerate parabolic equations for which the standard version of the strong maximum principle does not hold. The results are formulated for viscosity solutions.     

Nonlocal maximum principles for active scalars

Active scalars appear in many problems of fluid dynamics. The most common examples of active scalar equations are 2D Euler, Burgers, and 2D surface quasi-geostrophic equations. Many questions about regularity and properties of solutions of these equations remain open. We develop the idea of nonlocal maximum principle introduced in Kiselev, Nazarov and Volberg (2007) [19], formulating a more general criterion and providing new applications. The most interesting application is finite time regularization of weak solutions in the supercritical regime.     

Discrete minimum and maximum principles for finite element approximations of non-monotone elliptic equations

Summary. Uniform lower and upper bounds for positive finite-element approximations to semilinear elliptic equations in several space dimensions subject to mixed Dirichlet-Neumann boundary conditions are derived. The main feature is that the non-linearity may be non-monotone and unbounded. The discrete minimum principle provides a positivity-preserving approximation if the discretization parameter is small enough and if some structure conditions on the non-linearity and the triangulation are assumed. The discrete maximum principle also holds for degenerate diffusion coefficients. The proofs are based on Stampacchias truncation technique and on a variational formulation. Both methods are settled on careful estimates on the truncation operator.Mathematics Subject Classification (2000): 65N30, 65N12     

Failure of the discrete maximum principle for an elliptic finite element problem

There has been a long-standing question of whether certain mesh restrictions are required for a maximum condition to hold for the discrete equations arising from a finite element approximation of an elliptic problem. This is related to knowing whether the discrete Green's function is positive for triangular meshes allowing sufficiently good approximation of functions. We study this question for the Poisson problem in two dimensions discretized via the Galerkin method with continuous piecewise linears. We give examples which show that in general the answer is negative, and furthermore we extend the number of cases where it is known to be positive. Our techniques utilize some new results about discrete Green's functions that are of independent interest.

     

Competition reaction-absorption in some elliptic and parabolic problems related to the Caffarelli-Kohn-Nirenberg inequalities

We consider the following elliptic problem:

(1)     

A new maximum principle of elliptic differential equations in divergence form

In this paper will be presented a new maximum principle of elliptic differential equations in divergence form which can be regarded as the counterpart of the Alexandroff-Bakelman-Pucci maximum principle of elliptic differential equations in nondivergence form.

     

Lower inequalities of heat semigroups by using parabolic maximum principle

Using parabolic maximum principle, we apply the analytic method to obtain lower comparison inequalities for non-negative weak supersolutions of the heat equation associated with a regular strongly ρ-local Dirichle form on the abstract metric measure space. As an application, we obtain lower estimates for heat kernels on some Riemannian manifolds.     

Discrete maximum principles for finite element solutions of some mixed nonlinear elliptic problems using quadratures

The discrete maximum principles are proved for finite element solutions of some nonlinear elliptic problems with mixed boundary conditions. The effect of quadrature rules, used for the construction of the stiffness matrices, is taken into account.     

Discrete maximum principles for finite element solutions of nonlinear elliptic problems with mixed boundary conditions

Summary. One of the most important problems in numerical simulations is the preservation of qualitative properties of solutions of the mathematical models by computed approximations. For problems of elliptic type, one of the basic properties is the (continuous) maximum principle. In our work, we present several variants of the maximum principles and their discrete counterparts for (scalar) second-order nonlinear elliptic problems with mixed boundary conditions. The problems considered are numerically solved by the continuous piecewise linear finite element approximations built on simplicial meshes. Sufficient conditions providing the validity of the corresponding discrete maximum principles are presented. Geometrically, they mean that the employed meshes have to be of acute or nonobtuse type, depending of the type of the problem. Finally some examples of real-life problems, where the preservation of maximum principles plays an important role, are presented.The first author was supported by the Hungarian Research Fund OTKA under grant no. F034840The second author was supported by the Agora Center under Grant InBCT of TEKES, Finland, and by the Academy Research Fellowship no. 208628 from the Academy of FinlandMathematics Subject Classification (2000): 35B50, 35J65, 65N30, 65N50     

Maximum principles for second order dynamic equations on time scales

This paper establishes some new maximum principles for second order dynamic equations on time scales, including: a strong maximum principle; a generalized maximum principle; and a boundary point lemma. The new results include, as special cases, well-known ideas for ordinary differential equations and difference equations.     

A maximum principle for combinatorial Yamabe flow

This article studies a discrete geometric structure on triangulated manifolds and an associated curvature flow (combinatorial Yamabe flow). The associated evolution of curvature appears to be like a heat equation on graphs, but it can be shown to not satisfy the maximum principle. The notion of a parabolic-like operator is introduced as an operator which satisfies the maximum principle, but may not be parabolic in the usual sense of operators on graphs. A maximum principle is derived for the curvature of combinatorial Yamabe flow under certain assumptions on the triangulation, and hence the heat operator is shown to be parabolic-like. The maximum principle then allows a characterization of the curvature as well was a proof of long term existence of the flow.