General formulation of second-order semi-Lagrangian methods for convection-diffusion problems

DOI10.1155/2013/763630MaRDI QIDQ1949508zbMATH OpenOpenAlexWikidataFDO

Authors Xiaohan Long, Chuanjun Chen

Publication date 8 May 2013

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/763630

zbMATH Keywords

backward difference formulacomparison of methodsconvection-diffusion problemsconvergenceCrank-Nicolson typefinite difference schemesmethod of characteristicmethod of linessecond-order semi-Lagrangian methods

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)

Review text

Summary: The general formulation of the second-order semi-Lagrangian methods is presented for convection-dominated diffusion problems. In view of the method of lines, this formulation is in a sufficiently general fashion as to include the two-step backward difference formula and Crank-Nicolson type semi-Lagrangian schemes as particular ones. It is easy to be extended to higher-order schemes. We show that it maintains second-order accuracy even if the involved numerical characteristic lines are first-order accurate. The relationship between semi-Lagrangian methods and the modified method of characteristic is also addressed. Finally, convergence properties of the semi-Lagrangian finite difference schemes are tested.

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Cited in

(6)

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• Semi-Lagrangian methods for parabolic problems in divergence form
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