2015
DOI: 10.1016/j.cam.2014.07.019
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Operator splitting kernel based numerical method for a generalized Leland’s model

Abstract: a b s t r a c tWe 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 sta… Show more

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Cited by 6 publications
(2 citation statements)
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“…Remark 3.5. There have been many existing works of operator splitting numerical approximation to nonlinear PDEs, such as [19,95] for reaction-diffusion systems, [5,66,82,86] for the nonlinear Schrödinger equation, [4] for the incompressible magnetohydrodynamics system, [8] for the delay equation, [29] for the nonlinear evolution equation, [30] for the Vlasov-type equation, [53] for a generalized Leland's mode, [91,92] for the "Good" Boussinesq equation, [56] for the Allen-Cahn equation, [57] for the molecular beamer epitaxy (MBE) equation, [94] for nonlinear solvation problem, etc. On the other hand, different computational stages correspond to different physical energy for most existing works of operator splitting, so that a combined energy stability estimate becomes very challenging at a theoretical level.…”
Section: The Operator Splitting Scheme For the Reaction-diffusion Systemmentioning
confidence: 99%
“…Remark 3.5. There have been many existing works of operator splitting numerical approximation to nonlinear PDEs, such as [19,95] for reaction-diffusion systems, [5,66,82,86] for the nonlinear Schrödinger equation, [4] for the incompressible magnetohydrodynamics system, [8] for the delay equation, [29] for the nonlinear evolution equation, [30] for the Vlasov-type equation, [53] for a generalized Leland's mode, [91,92] for the "Good" Boussinesq equation, [56] for the Allen-Cahn equation, [57] for the molecular beamer epitaxy (MBE) equation, [94] for nonlinear solvation problem, etc. On the other hand, different computational stages correspond to different physical energy for most existing works of operator splitting, so that a combined energy stability estimate becomes very challenging at a theoretical level.…”
Section: The Operator Splitting Scheme For the Reaction-diffusion Systemmentioning
confidence: 99%
“…Remark 3.3. There have been many existing works of operator splitting numerical approximation to nonlinear PDEs, such as [12,13,58] for reaction-diffusion systems, [5,7,38,47,48] for the nonlinear Schrödinger equation, [4] for the incompressible magnetohydrodynamics system, [6] for the delay equation, [20] for the nonlinear evolution equation, [21] for the Vlasov-type equation, [30] for a generalized Leland's mode, [54,55] for the "Good" Boussinesq equation, [32] for the Allen-Cahn equation, [33] for the molecular beamer epitaxy (MBE) equation, [57] for nonlinear solvation problem, etc. A few convergence estimates have also been reported for gradient flow with polynomial energy potential, such as [33,55].…”
mentioning
confidence: 99%