Semi-Lagrangian methods for parabolic problems in divergence form

DOI10.1137/140969713MaRDI QIDQ2940016zbMATH OpenOpenAlexFDO

Authors Luca Bonaventura, Roberto Ferretti

Publication date 23 January 2015

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.4509

zbMATH Keywords

stabilitynumerical resultsemi-Lagrangian methodsturbulent diffusiondiffusion equationsadvection equationcomputational fluid dynamicsmethod of characteristicsdivergence formconsistenc

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) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) First-order hyperbolic equations (35L02)

Abstract: Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These extensions are mostly based on probabilistic arguments and share the common feature of treating second-order operators in trace form, which makes them unsuitable for mass conservative models like the classical formulations of turbulent diffusion employed in computational fluid dynamics. We propose here some basic ideas for treating second-order operators in divergence form. A general framework for constructing consistent schemes in one space dimension is presented, and a specific case of nonconservative discretization is discussed in detail and analysed. Finally, an extension to (possibly nonlinear) problems in an arbitrary number of dimensions is proposed. Although the resulting discretization approach is only of first order in time, numerical results in a number of test cases highlight the advantages of these methods for applications to computational fluid dynamics and their superiority over to more standard low order time discretization approaches.

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