Entropy dissipative one-leg multistep time approximations of nonlinear diffusive equations

Abstract: New one-leg multistep time discretizations of nonlinear evolution equations are investigated. The main features of the scheme are the preservation of the nonnegativity and the entropy-dissipation structure of the diffusive equations. The key ideas are to combine Dahlquist's G-stability theory with entropy-dissipation methods and to introduce a nonlinear transformation of variables which provides a quadratic structure in the equations. It is shown that G-stability of the one-leg scheme is sufficient to derive discrete entropy dissipation estimates. The general result is applied to a cross-diffusion system from population dynamics and a nonlinear fourth-order quantum diffusion model, for which the existence of semi-discrete weak solutions is proved. Under some assumptions on the operator of the evolution equation, the second-order convergence of solutions is shown. Moreover, some numerical experiments for the population model are presented, which underline the theoretical results.