An Ellam Scheme for Multidimensional Advection-Reaction Equations and Its Optimal-Order Error Estimate

We present an Eulerian-Lagrangian localized adjoint method (ELLAM) scheme for initial-boundary value problems for advection-reaction partial differential equations in multiple space dimensions. The derived numerical scheme is not subject to the Courant-Friedrichs-Lewy condition and generates accurate numerical solutions even if large time steps are used. Moreover, the scheme naturally incorporates boundary conditions into its formulation without any artificial outflow boundary conditions needed, and it conserves mass. An optimal-order error estimate is proved for the scheme. Numerical experiments are performed to verify the theoretical estimate