2021
DOI: 10.1007/s10915-021-01518-8
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Second Order Fully Semi-Lagrangian Discretizations of Advection-Diffusion-Reaction Systems

Abstract: We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which is based on a semi-Lagrangian approach to approximate in time both the advective and the diffusive terms. The proposed method allows to use large time steps, while avoiding the solution of large linear systems, which would be required by implicit time discretization techniques. Standard interpolation procedures are used for the space discretization on structured and uns… Show more

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Cited by 10 publications
(6 citation statements)
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“…Using this formulation, a second-order accurate semi-Lagragian scheme can be derived to approximate m * (see e.g. [6]). However, such a scheme is not conservative, i.e.…”
Section: 1mentioning
confidence: 99%
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“…Using this formulation, a second-order accurate semi-Lagragian scheme can be derived to approximate m * (see e.g. [6]). However, such a scheme is not conservative, i.e.…”
Section: 1mentioning
confidence: 99%
“…We now describe a variation of the scheme in [6] to deal with the nonlinearity of the Hamiltonian in (HJB) with respect to ∇v (see also [38,45] for related constructions). For a given µ ∈ C([0, T ];…”
Section: 1mentioning
confidence: 99%
See 3 more Smart Citations