Flux form Semi-Lagrangian methods for parabolic problems

Abstract

A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and stability analysis is proposed. Numerical examples validate the proposed method and display its potential for consistent semi-Lagrangian discretization of advection diffusion and nonlinear parabolic problems.