Year: 2010
Communications in Computational Physics, Vol. 8 (2010), Iss. 2 : pp. 445–470
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.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/cicp.070709.011209a
Communications in Computational Physics, Vol. 8 (2010), Iss. 2 : pp. 445–470
Published online: 2010-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 26