Geodesic
Definite integral method of characteristics for advection equations
Matematičeskoe modelirovanie, Tome 27 (2015) no. 11, pp. 110-119.

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
Mots-clés : advection equation
Keywords: time-continuous Markov process, Fokker–Plank–Kolmogorov equation, Rosenbrock scheme, stiff differential systems. 
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Y. A. Lygin. Definite integral method of characteristics for advection equations. Matematičeskoe modelirovanie, Tome 27 (2015) no. 11, pp. 110-119. http://geodesic.mathdoc.fr/item/MM_2015_27_11_a8/

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