A discrete boundedness-by-entropy method for finite-volume approximations of cross-diffusion systems

Abstract

An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed to possess a formal gradient-flow structure that yields L∞ bounds on the continuous level. Examples include the Maxwell–Stefan systems for gas mixtures, tumor-growth models and systems for the fabrication of thin-film solar cells. The proposed numerical scheme preserves the structure of the continuous equations, namely the entropy dissipation inequality as well as the non-negativity of the concentrations and the volume-filling constraints. The discrete entropy structure is a consequence of a new vector-valued discrete chain rule. The existence of discrete solutions, their positivity, and the convergence of the scheme is proved. The numerical scheme is implemented for a one-dimensional Maxwell–Stefan model and a two-dimensional thin-film solar cell system. It is illustrated that the convergence rate in space is of order two and the discrete relative entropy decays exponentially.