A positive splitting method for mixed hyperbolic-parabolic systems

From MaRDI portal
Publication:2712972

DOI<152::AID-NUM5>3.0.CO;2-A 10.1002/1098-2426(200103)17:2<152::AID-NUM5>3.0.CO;2-AzbMath0981.65112OpenAlexW1978474130MaRDI QIDQ2712972

D. F. Griffiths, Alf Gerisch, Mark A. J. Chaplain, Rüdiger Weiner

Publication date: 18 September 2001

Full work available at URL: https://doi.org/10.1002/1098-2426(200103)17:2<152::aid-num5>3.0.co;2-a




Related Items (21)

Efficient finite difference method for optimal portfolio in a power utility regime-switching modelMechanisms and points of control in the spread of inflammation: a mathematical investigationCharacterizing strong stability preserving additive Runge-Kutta methodsA second-order positivity preserving numerical method for gamma equationA positive numerical scheme for a mixed-type partial differential equation model for fungal growthA Splitting Numerical Scheme for Non-linear Models of Mathematical FinanceA high-order conservative Patankar-type discretisation for stiff systems of production--destruction equationsThe positivity of low-order explicit Runge-Kutta schemes applied in splitting methods.Operator splitting kernel based numerical method for a generalized Leland's modelValuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume MethodA family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs.A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term.On splitting-based numerical methods for nonlinear models of European optionsRobust numerical methods for taxis-diffusion-reaction systems: applications to biomedical problemsOn the positivity step size threshold of Runge--Kutta methodsContractivity/monotonicity for additive Runge-Kutta methods: inner product normsModelling combat strategies in fungal myceliaA positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problemTwo positivity preserving flux limited, second-order numerical methods for a haptotaxis modelNumerical method for optimal portfolio in an exponential utility regime-switching modelOperator splitting and approximate factorization for taxis-diffusion-reaction models



Cites Work


This page was built for publication: A positive splitting method for mixed hyperbolic-parabolic systems