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Why the Euler scheme in particle tracking is not enough: the shallow-sea pycnocline test case
Gräwe, U.; Deleersnijder, E.; Shah, S.H.A.M.; Heemink, A.W. (2012). Why the Euler scheme in particle tracking is not enough: the shallow-sea pycnocline test case. Ocean Dynamics 62(4): 501-514.
In: Ocean Dynamics. Springer-Verlag: Berlin; Heidelberg; New York. ISSN 1616-7341, more
Peer reviewed article  

Available in  Authors 
    VLIZ: Open Repository 279763 [ OMA ]

Author keywords
    Particle tracking; Milstein scheme; Pycnocline; Diffusion; Residence time

Authors  Top 
  • Gräwe, U.
  • Deleersnijder, E., more
  • Shah, S.H.A.M.
  • Heemink, A.W.

    During the last decades, the Euler scheme was the common “workhorse” in particle tracking, although it is the lowest-order approximation of the underlying stochastic differential equation. To convince the modelling community of the need for better methods, we have constructed a new test case that will show the shortcomings of the Euler scheme. We use an idealised shallow-water diffusivity profile that mimics the presence of a sharp pycnocline and thus a quasi-impermeable barrier to vertical diffusion. In this context, we study the transport of passive particles with or without negative buoyancy. A semi-analytic solutions is used to assess the performance of various numerical particle-tracking schemes (first- and second-order accuracy), to treat the variations in the diffusivity profile properly. We show that the commonly used Euler scheme exhibits a poor performance and that widely used particle-tracking codes shall be updated to either the Milstein scheme or second-order schemes. It is further seen that the order of convergence is not the only relevant factor, the absolute value of the error also is.

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