Numerical solution of certain classes of transport equations in any dimension by Shannon sampling
A method is developed for computing solutions to some class of linear and nonlinear transport equations (hyperbolic partial differential equations with smooth solutions), in any dimension, which exploits Shannon sampling, widely used in information theory and signal processing. The method can be considered a spectral or a wavelet method, strictly related to the existence of characteristics, but allows, in addition, for some precise error estimates in the reconstruction of continuous profiles from discrete data. Non-dissipativity and (in some case) parallelizability are other features of this approach. Monotonicity-preserving cubic splines are used to handle nonuniform sampling. Several numerical examples, in dimension one or two, pertaining to single linear and nonlinear (integro-differential) equations, as well as to certain systems, are given.
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