Positivity-preserving methods for population models

TL;DR

This paper introduces novel second-order numerical methods that preserve positivity in differential equations with graph Laplacian structures, overcoming the known order barrier faced by traditional methods.

Contribution

The paper develops positivity-preserving methods of second order that apply to a broad class of differential equations with graph Laplacian structures, surpassing the limitations of existing methods.

Findings

Methods successfully preserve positivity in applications like infectious diseases and chemical reactions.

Standard high order methods fail to maintain positivity in tested applications.

New methods are applicable to non-linear, non-autonomous equations with asymmetric Laplacians.

Abstract

Many important applications are modelled by differential equations with positive solutions. However, it remains an outstanding open problem to develop numerical methods that are both (i) of a high order of accuracy and (ii) capable of preserving positivity. It is known that the two main families of numerical methods, Runge-Kutta methods and multistep methods, face an order barrier: if they preserve positivity, then they are constrained to low accuracy: they cannot be better than first order. We propose novel methods that overcome this barrier: our methods are of second order, and they are guaranteed to preserve positivity. Our methods apply to a large class of differential equations that have a special graph Laplacian structure, which we elucidate. The equations need be neither linear nor autonomous and the graph Laplacian need not be symmetric. This algebraic structure arises naturally in many important applications where positivity is required. We showcase our new methods on applications where standard high order methods fail to preserve positivity, including infectious diseases, Markov processes, master equations and chemical reactions.