Traitement de conditions aux limites dans les méthodes particulaires. (Treatment of boundary conditions in particle methods). (French) Zbl 0695.65069

Mas-Gallic, Sylvie

C. R. Acad. Sci., Paris, Sér. I 310, No. 6, 465-468 (1990).

Summary: We describe for a model one dimensional convection-diffusion equation with a boundary condition, a particle method in which the diffusion operator is approximated by an integral operator. We prove the convergence and the estimates obtained are similar to those obtained in the whole space.

MSC:

65N35	Spectral, collocation and related methods for boundary value problems involving PDEs
35K20	Initial-boundary value problems for second-order parabolic equations

Keywords:

convection-diffusion equation; particle method; convergence