Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4645703 | Applied Numerical Mathematics | 2010 | 13 Pages |
Abstract
In this paper, we develop a class of semi-Lagrangian finite difference schemes which are derived by a new algorithm based on the modified equation technique; and we apply those methods to the Burgers' equation. We show that the overall accuracy of the proposed semi-Lagrangian schemes depends on two factors: one is the global truncation error which can be obtained by the modified equation analysis, the other is a generic feature of semi-Lagrangian methods which characterizes their non-monotonic dependence on the time stepsize. The analytical results are confirmed by numerical tests.
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