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Numerical schemes for advection-dominated transport problems are are evaluated in a comparative study. Explicit and implicit finite difference methods are analyzed together with a global random walk algorithm in the frame of a splitting procedure. The efficiency of the methods with respect to the control of the numerical diffusion is investigated numerically on one-dimensional problems with constant coefficients and two-dimensional problems with variable coefficients consisting of realizations of space-random functions.
Suciu et al. (Thu,) studied this question.