Flux form Semi-Lagrangian methods for parabolic problems

A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and stability analysis is proposed. Numerical examples validate the propos...

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Veröffentlicht in:Communications in Applied and Industrial Mathematics 2016-09, Vol.7 (3), p.56-73
Hauptverfasser: Bonaventura, Luca, Ferretti, Roberto
Format: Artikel
Sprache:eng
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Zusammenfassung:A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and stability analysis is proposed. Numerical examples validate the proposed method and display its potential for consistent semi-Lagrangian discretization of advection diffusion and nonlinear parabolic problems.
ISSN:2038-0909
2038-0909
DOI:10.1515/caim-2016-0022