Structure preserving schemes for Fokker-Planck equations of irreversible processes

Abstract

In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed schemes are first order in time and second order and fourth order in space. Under mild mesh conditions and time step constraints for smooth solutions, the schemes are proved to be monotone, thus are positivity-preserving and energy dissipative. In particular, our scheme is suitable for capturing steady state solutions in large final time simulations.