General Formulation of Second-Order Semi-Lagrangian Methods for Convection-Diffusion Problems

Figure 2

𝐸_𝑙²-error of CN scheme versus Δ𝑡 in log-log scale, with 𝑇=𝜋/4, 𝜈=1.25×10⁻⁴; ℎ=Δ𝑡=0.1,0.05,0.04,0.25,0.02. Exact characteristic lines are involved in (a) and numerical ones in (b).

(a)

(b)