We consider in this paper a high-order, semi-Lagrangian technique to treat possibly degenerate advection-diffusion equations, which has been proposed in similar forms by various authors. The scheme is based on a stochastic representation formula for the solution, which allows to avoid the splitting between advective and diffusive part of the evolution operator. A general theoretical analysis is carried out in the paper, with a special emphasis on the possibility of using large Courant numbers, and numerical tests in one and two space dimensions are presented.
FERRETTI R (2010). A technique for high-order treatment of diffusion terms in Semi-Lagrangian schemes. COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 8, 445-470 [10.4208/cicp.070709.011209a].
Titolo: | A technique for high-order treatment of diffusion terms in Semi-Lagrangian schemes | |
Autori: | ||
Data di pubblicazione: | 2010 | |
Rivista: | ||
Citazione: | FERRETTI R (2010). A technique for high-order treatment of diffusion terms in Semi-Lagrangian schemes. COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 8, 445-470 [10.4208/cicp.070709.011209a]. | |
Abstract: | We consider in this paper a high-order, semi-Lagrangian technique to treat possibly degenerate advection-diffusion equations, which has been proposed in similar forms by various authors. The scheme is based on a stochastic representation formula for the solution, which allows to avoid the splitting between advective and diffusive part of the evolution operator. A general theoretical analysis is carried out in the paper, with a special emphasis on the possibility of using large Courant numbers, and numerical tests in one and two space dimensions are presented. | |
Handle: | http://hdl.handle.net/11590/143283 | |
Appare nelle tipologie: | 1.1 Articolo in rivista |