Boundary Mesh Refinement for Semi-Lagrangian Schemes

Abstract : We study semi-Lagrangian schemes for the Dirichlet problem for second-order degenerate elliptic PDEs. Like other wide stencil schemes, these schemes have to be truncated near the boundaries to avoid " over-stepping ". The various modifications proposed in the literature lead to either reduced consistency orders for those points, or even a loss of consistency with the differential operator in the usual sense. We propose a local mesh refinement strategy near domain boundaries which achieves a uniform order of consistency up to the boundary in the first case, and in both cases reduces the width of the region where overstepping occurs, so that the practically observed convergence order is unaffected by overstepping. We demonstrate this numerically for a linear parabolic equation and a second order HJB equation.
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Contributeur : Athena Picarelli <>
Soumis le : mardi 13 juin 2017 - 18:52:25
Dernière modification le : mardi 20 juin 2017 - 01:03:31
Document(s) archivé(s) le : mardi 12 décembre 2017 - 17:25:20


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  • HAL Id : hal-01538625, version 1



Athena Picarelli, Christoph Reisinger, Julen Rotaetxe Arto. Boundary Mesh Refinement for Semi-Lagrangian Schemes. 2017. 〈hal-01538625〉



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