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Both RW and PSE simulations of this benchmark case are performed
with varying numbers of particles in order to study spatial convergence. 49
The boundary condition at x
=
0 is satisfied using the method of images
as introduced in Sec. 7.2.2.
Figure 8 shows the RW and PSE solutions in comparison to the exact
solution at a final time of T
=
10 for N
=
50 particles and a diffusion con-
stant of D
10 −4 . The accuracy of the simulations for different numbers
of particles is assessed by computing the final L 2 error
=
12
È
˘
N
1
 ((,
2
L
=
Í
Í
uxT uxT
) (,
-
)
˙
˙
(34)
2
ex
p
p
N
Î
˚
p
=
1
for each N . The resulting convergence curves are shown in Fig. 9. For
RW, we observe the characteristic slow convergence of
O
(1/
N ). 68 For
PSE, a convergence of
(1/ N 2 ) is observed, in agreement with the
employed second-order kernel function. Below an error of 10 −6 , machine
precision is reached. It can be seen that the error of a PSE simulation
O
0.5
0.5
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0.1
0
0
0
1
2
3
4
0
1
2
3
4
x
x
Fig. 8. Comparison of (a) RW and (b) PSE solutions of the benchmark case. The
solutions at time T
10 are shown (circles) along with the exact analytic solution
[solid line; Eq. (33)]. For both methods, N
=
=
50 particles, a time step of
δ
t
=
0.1,
and D
=
10 −4 are used. The RW solution is sampled in 20 intervals of width
δ
x
=
0.2.
For the PSE, a core size of =
h is used.
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