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

DOI10.1016/j.cam.2014.07.019zbMath1334.65132OpenAlexW2020516618MaRDI QIDQ457738

Miglena N. Koleva, Lubin G. Vulkov

Publication date: 29 September 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2014.07.019

zbMATH Keywords

stabilitynonlinear parabolic equationGreen functionsplitting methodspositivity preservingflux limiter

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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