General Formulation of Second‐Order Semi‐Lagrangian Methods for Convection‐Diffusion Problems

Xiaohan Long and Chuanjun Chen

Abstract and Applied Analysis, 2013, vol. 2013, issue 1

Abstract: The general formulation of the second‐order semi‐Lagrangian methods was presented for convection‐dominated diffusion problems. In view of the method of lines, this formulation is in a sufficiently general fashion as to include two‐step backward difference formula and Crank‐Nicolson type semi‐Lagrangian schemes as particular ones. And 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.

Date: 2013
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https://doi.org/10.1155/2013/763630

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:763630

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