Abstract
A truly noninterpolating semi-Lagrangian method has been developed. It is based upon a modification of a standard Lax-Wendroff scheme and is unconditionally stable on a regular rectangular grid. The method is explicit and second-order accurate in both time and space. It is suggested that the computational cost and memory allocation required by this method are the least possible for a semi-Lagrangian algorithm of this order of accuracy. The numerical experiments presented indicate that the algorithm is very accurate indeed.
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