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In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…

Numerical Analysis · Mathematics 2022-03-25 Jingwei Hu , Xiangxiong Zhang

We propose a semi-discrete scheme for 2D Keller-Segel equations based on a symmetrization reformation, which is equivalent to the convex splitting method and is free of any nonlinear solver. We show that, this new scheme is unconditionally…

Numerical Analysis · Mathematics 2016-11-08 Jian-Guo Liu , Li Wang , Zhennan Zhou

We study the properties of a semi-implicit Euler scheme that is widely used in time discretization of Keller-Segel equations both in the parabolic-elliptic form and the parabolic-parabolic form. We prove that this linear, decoupled,…

Numerical Analysis · Mathematics 2025-03-04 Xueling Huang , Olivier Goubet , Jie Shen

For a Keller-Segel model for chemotaxis in two spatial dimensions we consider a modification of a positivity preserving fully discrete scheme using a local extremum diminishing flux limiter. We discretize space using piecewise linear finite…

Numerical Analysis · Mathematics 2026-02-20 Panagiotis Chatzipantelidis , Christos Pervolianakis

As a class of nonlinear partial differential equations, the Keller-Segel system is widely used to model chemotaxis in biology. In this paper, we present the construction and analysis of a decoupled linear, mass-conservative, block-centered…

Numerical Analysis · Mathematics 2025-01-24 Jie Xu , Hongfei Fu

Chemotaxis plays a significant role in numerous physiological processes. The Keller-Segel equation serves as a mathematical model for simulating the phenomenon of cell population aggregation under chemotaxis, possessing physical properties…

Numerical Analysis · Mathematics 2025-02-24 Mingmei Chen , Kun Wang , Cong Xie

This paper aims to develop numerical approximations of the Keller--Segel equations that mimic at the discrete level the lower bounds and the energy law of the continuous problem. We solve these equations for two unknowns: the organism (or…

Numerical Analysis · Mathematics 2022-07-25 Santiago Badia , Jesús Bonilla , Juan Vicente Gutiérrez-Santacreu

This paper proposes a second-order accurate numerical scheme for the Patlak-Keller-Segel system with various mobilities for the description of chemotaxis. Formulated in a variational structure, the entropy part is novelly discretized by a…

Numerical Analysis · Mathematics 2024-06-07 Jie Ding , Cheng Wang , Shenggao Zhou

In this paper, we improve the original Lagrange multiplier approach \cite{ChSh22,ChSh_II22} and introduce a new energy correction approach to construct a class of robust, positivity/bound-preserving, mass conserving and energy dissipative…

Numerical Analysis · Mathematics 2024-11-21 Zexiong Fang , Qing Cheng

In this paper we investigate the effectiveness of Alternating Direction Implicit (ADI) time discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial differential equation, which is semidiscretized…

Computational Finance · Quantitative Finance 2013-08-27 Tinne Haentjens , Karel J. in 't Hout

In this work we introduce a new optimal control algorithm for the Keller-Segel chemo-attraction system, where both boundary and distributed controls are considered and both are associated with introducing/removing the amount of chemical…

Optimization and Control · Mathematics 2026-03-20 F. Guillen-Gonzalez , F. Palmero-Ramos , M. A. Rodriguez-Bellido , G. Tierra

The parabolic-elliptic Keller-Segel equation with sensitivity saturation, because of its pattern formation ability, is a challenge for numerical simulations. We provide two finite-volume schemes whose goals are to preserve, at the discrete…

Numerical Analysis · Mathematics 2018-10-30 Luís Neves de Almeida , Federica Bubba , Benoît Perthame , Camille Pouchol

This paper is concerned with the optimal error estimates and energy conservation properties of the alternating direction implicit finite-difference time-domain (ADI-FDTD) method which is a popular scheme for solving the 3D Maxwell…

Numerical Analysis · Mathematics 2011-06-02 Liping Gao , Bo Zhang

The well-suited discretization of the Keller-Segel equations for chemotaxis has become a very challenging problem due to the convective nature inherent to them. This paper aims to introduce a new upwind, mass-conservative, positive and…

Numerical Analysis · Mathematics 2023-10-04 Daniel Acosta-Soba , Francisco Guillén-González , J. Rafael Rodríguez-Galván

The Keller-Segel model is a system of partial differential equations modelling chemotactic aggregation in cellular systems. This model has blowing up solutions for large enough initial conditions in dimensions d >= 2, but all the solutions…

Analysis of PDEs · Mathematics 2009-11-11 Carlos Escudero

This paper is concerned with numerical approximation of some two-dimensional Keller-Segel chemotaxis models, especially those generating pattern formations. The numerical resolution of such nonlinear parabolic-parabolic or…

Numerical Analysis · Mathematics 2020-10-29 M. Benzakour Amine

In this work, we develop a novel numerical scheme to solve the classical Keller--Segel (KS) model which simultaneously preserves its intrinsic mathematical structure and achieves optimal accuracy. The model is reformulated into a gradient…

Numerical Analysis · Mathematics 2025-09-23 X. Yin , X. Lan , Y. Qin

In this paper, a compact alternating direction implicit (ADI) finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four…

Numerical Analysis · Mathematics 2014-04-15 Zhibo Wang , Seakweng Vong

This paper deals with the numerical solution of the Heston partial differential equation that plays an important role in financial option pricing, Heston (1993, Rev. Finan. Stud. 6). A feature of this time-dependent, two-dimensional…

Numerical Analysis · Mathematics 2011-04-11 K. J. in 't Hout , S. Foulon

We derive two forms of conditional a posteriori error estimates for a finite volume scheme approximating the parabolic-elliptic Keller-Segel system. The estimates control the error in the $L^\infty(0,T, L^2(\Omega))$- and…

Numerical Analysis · Mathematics 2025-09-23 Marc Hoffmann , Jan Giesselmann
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