@Article{CiCP-8-445, author = {Roberto Ferretti}, title = {A Technique for High-Order Treatment of Diffusion Terms in Semi-Lagrangian Schemes}, journal = {Communications in Computational Physics}, year = {2010}, volume = {8}, number = {2}, pages = {445--470}, abstract = {
We consider in this paper a high-order, semi-Lagrangian technique to treat possibly degenerate advection-diffusion equations, which has been proposed in similar forms by various authors. The scheme is based on a stochastic representation formula for the solution, which allows to avoid the splitting between advective and diffusive part of the evolution operator. A general theoretical analysis is carried out in the paper, with a special emphasis on the possibility of using large Courant numbers, and numerical tests in one and two space dimensions are presented.
}, issn = {1991-7120}, doi = {https://doi.org/10.4208/cicp.070709.011209a}, url = {http://global-sci.org/intro/article_detail/cicp/7580.html} }