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].

A technique for high-order treatment of diffusion terms in Semi-Lagrangian schemes

FERRETTI, Roberto
2010

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.
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].
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11590/143283
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