The weighted particle method for convection-diffusion equations. I. The case of an isotropic viscosity

Abstract

The aim of this paper is to present and study a particle method for convection-diffusion equations based on the approximation of diffusion operators by integral operators and the use of a particle method to solve integro-differential equations described previously by the second author. The first part of the paper is concerned with isotropic diffusion operators, whereas the second part will consider the general case of a nonconstant matrix of diffusion. In the former case, the approximation of the diffusion operator is much simpler than in the general case. Furthermore, we get two possibilities of approximations, depending on whether or not the integral operator is positive.