A conservative nonlocal convection–diffusion model and asymptotically compatible finite difference discretization

In this paper, we first propose a nonlocal convection–diffusion model, in which the convection term is constructed in a special upwind manner so that mass conservation and maximum principle are maintained in any space dimension. The well-posedness of the proposed nonlocal model and its convergence to the classical local convection–diffusion model are established. A quadrature-based finite difference discretization is then developed to numerically solve the nonlocal problem and it is shown to be consistent and unconditionally stable. We further demonstrate that the numerical scheme is asymptotically compatible, that is, the approximate solutions converge to the exact solution of the corresponding local problem when δ→0δ→0 and h→0h→0. Numerical experiments are also performed to complement the theoretical analysis.