Convergence of lowest-order semi-Lagrangian schemes
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Publication:1955528
DOI10.1007/s10208-012-9139-3zbMath1273.65121MaRDI QIDQ1955528
Publication date: 14 June 2013
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10208-012-9139-3
convergence; error estimate; discrete differential forms; semi-Lagrangian methods; advection-diffusion problem
62M20: Inference from stochastic processes and prediction
35K20: Initial-boundary value problems for second-order parabolic equations
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
65M25: Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs
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