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Méthode particulaire pour une équation de convection-diffusion. (Particle method for a convection-diffusion equation). (French) Zbl 0632.76104

We propose a particle method of resolution of convection-diffusion equations which is a generalization of the one proposed by the author and P.-A. Raviart, Particle approximation of convection-diffusion problems (to appear). The method is based on the approximation of a diffusion operator by an integral operator and consists in two steps: the approximation of the solution of the convection-diffusion problem by the solution of the obtained integro-differential equation and the resolution of the integro-differential equation by a particle method.

MSC:

76R50 Diffusion
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