Back and forth error compensation and correction methods for semi-lagrangian schemes with application to level set interface computations

Semi-Lagrangian schemes have been explored by several authors recently for transport problems, in particular for moving interfaces using the level set method. We incorporate the backward error compensation method developed in our paper from 2003 into semi-Lagrangian schemes with almost the same simplicity and three times the complexity of a first order semi-Lagrangian scheme but with improved order of accuracy. Stability and accuracy results are proved for a constant coefficient linear hyperbolic equation. We apply this technique to the level set method for interface computation.