Insights on a sign-preserving numerical method for the advection-diffusion equation

DOI10.1002/FLD.1984zbMath1176.76088OpenAlexW2016984945MaRDI QIDQ3646406

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Publication date: 20 November 2009

Published in: International Journal for Numerical Methods in Fluids (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/11266

zbMATH Keywords

finite differencesadvection-diffusioncomputational fluid dynamicssign preservingnon-oscillatory schemesMPDATA

Mathematics Subject Classification ID

Finite difference methods applied to problems in fluid mechanics (76M20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations

Cites Work

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• Forward‐in‐time upwind‐weighted methods in ocean modelling
• MPDATA: gauge transformations, limiters and monotonicity
• Application of the multidimensional positive definite advection transport algorithm (MPDATA) to environmental modelling on adaptive unstructured grids

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