Construction and Convergence Study of Schemes Preserving the Elliptic Local Maximum Principle

Abstract

We present a method to approximate (in any space dimension) diffusion equations with schemes having a specific structure; this structure ensures that the discrete local maximum and minimum principles are respected, and that no spurious oscillations appear in the solutions. When applied in a transient setting on models of concentration equations, it guaranties in particular that the approximate solutions stay between the physical bounds. We make a theoretical study of the constructed schemes, proving under a coercivity assumption that their solutions converge to the solution of the PDE. Several numerical results are also provided; they help us understand how the parameters of the method should be chosen. These results also show the practical efficiency of the method, even when applied to complex models.