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Matematicheskoe modelirovanie, 2015, Volume 27, Number 11, Pages 110–119 (Mi mm3672)  
Definite integral method of characteristics for advection equations

Y. A. Lygin

Rostov State University of Railway Transport
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Abstract: A numerical method for solution of advection equations is proposed. The method is based on determination of definite integral of desired function over space interval which upper and lower bounds are formed by characteristics of the advection equations. There has been implemented a comparative analysis of the method with the interpolation method of characteristics which is the major competitive one to the proposed method.
Keywords: advection equation, time-continuous Markov process, Fokker–Plank–Kolmogorov equation, Rosenbrock scheme, stiff differential systems.
Funding agency Grant number
Russian Foundation for Basic Research 13-07-00226-a
Received: 12.05.2014
Bibliographic databases:
Document Type: Article
UDC: 519.63
Language: Russian
Citation: Y. A. Lygin, “Definite integral method of characteristics for advection equations”, Matem. Mod., 27:11 (2015), 110–119
Citation in format AMSBIB
\Bibitem{Lyg15}
\by Y.~A.~Lygin
\paper Definite integral method of characteristics for advection equations
\jour Matem. Mod.
\yr 2015
\vol 27
\issue 11
\pages 110--119
\mathnet{http://mi.mathnet.ru/mm3672}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3547141}
\elib{https://elibrary.ru/item.asp?id=25707576}
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    		Математическое моделирование
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    References:45
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