Operator splitting kernel based numerical method for a generalized Leland's model

• Autores: Miglena N. Koleva, Lubin G. Vulkov
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 275, Nº 1, 2015, págs. 294-303
• Idioma: inglés
• DOI: 10.1016/j.cam.2014.07.019
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• Resumen

  • 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.