SUMMARY The two‐dimensional flows past a circular cylinder near moving wall are simulated by lattice Boltzmann method. moves at the inlet velocity and Reynolds number ranges from 300 to 500. influence of on flow patterns is demonstrated corresponding mechanism illustrated using instability theory. correlations among features based gap ratio interpreted. Force coefficients, profile vortex structure analyzed determine critical ratio. Copyright © 2011 John Wiley & Sons, Ltd.

In this paper, an effective numerical method is proposed for a linear complementarity problem (LCP) arising in the valuation of American bond options under Cox–Ingersoll–Ross (CIR) model. Firstly, variable substitution used to simplify complementary Secondly, finite difference adopted discretize simplified model, and equivalent variational form obtained. Based on positive definiteness discretized matrix, projection contraction (PCM) resulting problem. Finally, experiments highlight...

In this paper, an efficient lattice Boltzmann model for the generalized Black-Scholes equation governing option pricing is proposed. The firstly equivalently transformed into initial value problem a partial differential with source term using variable substitution and derivative rules, respectively. Then, applying multiscale Chapman-Enskog expansion, amending function expanded to second order recover convective terms of macroscopic equation. D1Q3 spatial second-order accuracy constructed,...

This paper is concerned with the lattice Boltzmann (LB) method for a class of time fractional partial differential equations (FPDEs) in Caputo sense. By utilizing properties derivative and discretization time, FPDEs can be approximately transformed into standard integer orders. Through incorporating an auxiliary distribution function evolution equation, which assists recovering macroscopic quantity u, LB model spatial second-order accuracy constructed. The numerical experiments verify that...

Abstract In this paper, a lattice Boltzmann method is proposed for solving the linear complementarity problem (LCP) arising in single and multi-asset American put option pricing. The LCP variable coefficient parabolic model defined on an unbounded domain. Initially, using far field estimate penalty respectively, could be reformulated into nonlinear partial differential equation bounded To construct unified pricing problems, above transformation equations are rewritten equivalent divergence...

Abstract This paper proposes an effective lattice Boltzmann method for the generalized time-fractional wave equation in Caputo sense. The derivative term is firstly treated through numerical differentiation and application of composite integration rule. Subsequently, approximated to align with standard form. By appropriately selecting auxiliary distribution functions, macroscopic properly recovered using Chapman-Enskog expansion technique. A series comparisons show that proposed agrees well...

Abstract In this paper, a unified lattice Boltzmann model is proposed for class of coupled nonlinear partial differential equations with variable coefficients. To deal coefficients and coupling problems in equations, the scheme uses part convective terms as source rewrites into general equation. Through selecting equilibrium distribution functions amending properly, macroscopic second order accuracy can be recovered correctly from Lattice model. Some numerical experiments are used to...