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JOURNALS // Matematicheskoe modelirovanie // Archive

Mat. Model., 2015 Volume 27, Number 11, Pages 110–119 (Mi mm3672)

Definite integral method of characteristics for advection equations

Y. A. Lygin

Rostov State University of Railway Transport

Abstract: A numerical method for solution of advection equations is proposed. The method is based on determination of definite integral of desired function over space interval which upper and lower bounds are formed by characteristics of the advection equations. There has been implemented a comparative analysis of the method with the interpolation method of characteristics which is the major competitive one to the proposed method.

Keywords: advection equation, time-continuous Markov process, Fokker–Plank–Kolmogorov equation, Rosenbrock scheme, stiff differential systems.

UDC: 519.63

Received: 12.05.2014



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