On a practical implementation of particle methods

This paper is devoted to a practical implementation of deterministic particle methods for solving transport equations with discontinuous coefficients and/or initial data, and related problems. In such methods, the solution is sought in the form of a linear combination of the delta-functions, whose positions and coefficients represent locations and weights of the particles, respectively. The locations and weights of the particles are then evolved in time according to a system of ODEs, obtained from the weak formulation of the transport PDEs. The major theoretical difficulty in solving the resulting system of ODEs is the lack of smoothness of its right-hand side. While the existence of a generalized solution is guaranteed by the theory of Filippov, the uniqueness can only be obtained via a proper regularization. Another difficulty one may encounter is related to an interpretation of the computed solution, whose point values are to be recovered from its particle distribution. We demonstrate that some of known recovering procedures, suitable for smooth functions, may fail to produce reasonable results in the nonsmooth case, and discuss several successful strategies which may be useful in practice. Different approaches are illustrated in a number of numerical examples, including oneand two-dimensional transport equations and the reactive Euler equations of gas dynamics. © 2006 IMACS. Published by Elsevier B.V. All rights reserved. MSC: 65M25; 35F10; 34A36; 76V05; 35L65