Abstract. A rigorous methodology for the evaluation of integration schemes for Lagrangian particle dispersion models (LPDMs) is presented. A series of one-dimensional test problems are introduced, for which the Fokker-Planck equation is solved numerically using a finite-difference discretisation in physical space, and a Hermite function expansion in velocity space. Numerical convergence errors in the Fokker-Planck equation solutions are shown to be much less than the statistical error associated with a practical-sized ensemble (N = 106) of LPDM solutions, hence the former can be used to validate the latter. The test problems are then used to evaluate commonly used LPDM integration schemes. The results allow for optimal time-step selection for each scheme, given a required level of accuracy. The following recommendations are made for use in operational models. First, if computational constraints require the use of moderate to long time steps it is more accurate to solve the random displacement model approximation to the LPDM, rather than use existing schemes designed for long time-steps. Second, useful gains in numerical accuracy can be obtained, at moderate additional computational cost, by using the relatively simple "small-noise" scheme of Honeycutt.
Short and long time behavior of the Fokker–Planck equation in a confining potential and applications
