Fast stable finite difference schemes for nonlinear cross-diffusion

Abstract

The dynamics of cross-diffusion models leads to a high computational complexity for implicit difference schemes, turning them unsuitable for tasks that require results in real-time. We propose the use of two operator splitting schemes for nonlinear cross-diffusion processes in order to lower the computational load, and establish their stability properties using discrete L 2 energy methods. Furthermore, by attaining a stable factorization of the system matrix as a forward-backward pass, corresponding to the Thomas algorithm for self-diffusion processes, we show that the use of implicit cross-diffusion can be competitive in terms of execution time, widening the range of viable cross-diffusion coefficients for on-the-fly applications.