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

Miglena N. Koleva, Lubin G. Vulkov

• 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.