Comparison of some Lagrangian schemes for the simulation of diffusion in discontinuous media
Résumé
We study a diffusion process in a 1D discontinuous medium using a random walk approach. Our main contribution is to encompass two existing numerical methods in the unified framework of the Skew Brownian Motion. This theoretical approach allows to detail and justify the derived algorithms. Numerical simulations are performed on two test cases to show that the algorithms can deal with the discontinuity in the diffusion coefficient