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

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-Lagrang...

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Main Authors: Xiaohan Long, Chuanjun Chen
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/763630
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author Xiaohan Long
Chuanjun Chen
author_facet Xiaohan Long
Chuanjun Chen
author_sort Xiaohan Long
collection DOAJ
description 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.
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spelling doaj-art-8d23879d733c4e1a96126f4e0072e7412025-02-03T07:25:09ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/763630763630General Formulation of Second-Order Semi-Lagrangian Methods for Convection-Diffusion ProblemsXiaohan Long0Chuanjun Chen1Department of Mathematics and Information, Ludong University, Yantai 264025, ChinaDepartment of Mathematics and Information Science, Yantai University, Yantai 264005, ChinaThe 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.http://dx.doi.org/10.1155/2013/763630
spellingShingle Xiaohan Long
Chuanjun Chen
General Formulation of Second-Order Semi-Lagrangian Methods for Convection-Diffusion Problems
Abstract and Applied Analysis
title General Formulation of Second-Order Semi-Lagrangian Methods for Convection-Diffusion Problems
title_full General Formulation of Second-Order Semi-Lagrangian Methods for Convection-Diffusion Problems
title_fullStr General Formulation of Second-Order Semi-Lagrangian Methods for Convection-Diffusion Problems
title_full_unstemmed General Formulation of Second-Order Semi-Lagrangian Methods for Convection-Diffusion Problems
title_short General Formulation of Second-Order Semi-Lagrangian Methods for Convection-Diffusion Problems
title_sort general formulation of second order semi lagrangian methods for convection diffusion problems
url http://dx.doi.org/10.1155/2013/763630
work_keys_str_mv AT xiaohanlong generalformulationofsecondordersemilagrangianmethodsforconvectiondiffusionproblems
AT chuanjunchen generalformulationofsecondordersemilagrangianmethodsforconvectiondiffusionproblems