Geometric Quasilinearization Framework for Analysis and Design of Bound-Preserving Schemes

SIAM Review, Volume 65, Issue 4, Page 1031-1073, November 2023.
Solutions to many partial differential equations satisfy certain bounds or constraints. For example, the density and pressure are positive for equations of fluid dynamics, and in the relativistic case the fluid velocity is upper bounded by the speed of light, etc. As widely realized, it is crucial to develop bound-preserving numerical methods that preserve such intrinsic constraints. Exploring provably bound-preserving schemes has attracted much attention and has been actively studied in recent years. This is, however, still a challenging task for many systems, especially those involving nonlinear constraints. Based on some key insights from geometry, we systematically propose an innovative and general framework, referred to as geometric quasilinearization (GQL), which paves a new effective way for studying bound-preserving problems with nonlinear constraints. The essential idea of GQL is to equivalently transform all nonlinear constraints to linear ones, by properly introducing some free auxiliary variables. We establish the fundamental principle and general theory of GQL via the geometric properties of convex regions and propose three simple effective methods for constructing GQL. We apply the GQL approach to a variety of partial differential equations and demonstrate its effectiveness and remarkable advantages for studying bound-preserving schemes, using diverse challenging examples and applications which cannot be easily handled by direct or traditional approaches.