Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4638606 | Journal of Computational and Applied Mathematics | 2015 | 10 Pages |
Abstract
We construct a first order in time and second order in space, positivity preserving numerical method for a generalized Hoggard–Whalley–Wilmott, Leland’s model. We develop the hyperbolic–parabolic operator splitting method, using a kernel based algorithm for the parabolic part and van Leer flux limiter approach for the hyperbolic sub-problem. Properties of the proposed algorithms are discussed. Various numerical examples confirm the efficiency of the proposed method and verify the theoretical statements.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Miglena N. Koleva, Lubin G. Vulkov,