A Roadmap for Discretely Energy-Stable Schemes for Dissipative Systems Based on a Generalized Auxiliary Variable with Guaranteed Positivity

Abstract

We present a framework for devising discretely energy-stable schemes for general dissipative systems based on a generalized auxiliary variable. The auxiliary variable, a scalar number, can be defined in terms of the energy functional by a general class of functions, not limited to the square root function adopted in previous approaches. The current method has another remarkable property: the computed values for the generalized auxiliary variable are guaranteed to be positive on the discrete level, regardless of the time step sizes or the external forces. This property of guaranteed positivity is not available in previous approaches. A unified procedure for treating the dissipative governing equations and the generalized auxiliary variable on the discrete level has been presented. The discrete energy stability of the proposed numerical scheme and the positivity of the computed auxiliary variable have been proved for general dissipative systems. The current method, termed gPAV (generalized Positive Auxiliary Variable), requires only the solution of linear algebraic equations within a time step. With appropriate choice of the operator in the algorithm, the resultant linear algebraic systems upon discretization involve only constant and time-independent coefficient matrices, which only need to be computed once and can be pre-computed. Several specific dissipative systems are studied in relative detail using the gPAV framework. Ample numerical experiments are presented to demonstrate the performance of the method, and the robustness of the scheme at large time step sizes.