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Lattice Boltzmann Method for the Generalized Black-Scholes Equation

Advances in Mathematical Physics, 2023
In this paper, an efficient lattice Boltzmann model for the generalized Black-Scholes equation governing option pricing is proposed. The Black-Scholes equation is firstly equivalently transformed into an initial value problem for a partial differential ...
Fangfang Wu, Duoduo Xu, Ming Tian, Yingying Wang   +3 more
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Application of Percolation Theory in Thermokinetics

Acta Technologica Agriculturae, 2020
The present paper focuses on the infiltration of random fluid particles through a porous wall. The thermogravimetric curve is assumed to be a non-eroded interface so that the random fluid particle can pass through the discrete boundary of it. The node on
Dhaundiyal Alok, Singh Suraj Bhan
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Thermal fluctuations in the lattice Boltzmann method for non-ideal fluids

, 2010
We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the linearized ...
Adhikari, R., Cates, M. E., Gross, M., Varnik, F.   +3 more
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Simulation of Magnetorheological Fluids Based on Lattice Boltzmann Method with Double Meshes

Journal of Applied Mathematics, 2012
In order to study the rheological characteristics of magnetorheological fluids, a novel approach based on the two-component Lattice Boltzmann method with double meshes was proposed, and the micro-scale structures of magnetorheological fluids in different
Xinhua Liu, Hao Liu, Yongzhi Liu
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Implementation of the Lattice Boltzmann Method on Heterogeneous Hardware and Platforms using OpenCL

Advances in Electrical and Computer Engineering, 2012
The Lattice Boltzmann method (LBM) has become an alternative method for computational fluid dynamics with a wide range of applications. Besides its numerical stability and accuracy, one of the major advantages of LBM is its relatively easy ...
TEKIC, P. M., RADJENOVIC, J. B., RACKOVIC, M.   +2 more
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Automatic grid refinement criterion for lattice Boltzmann method

, 2015
In all kinds of engineering problems, and in particular in methods for computational fluid dynamics based on regular grids, local grid refinement is of crucial importance.
Chopard, B, Coreixas, C, de Santana Neto, J, Deiterding, Ralf, Lagrava, D, Latt, Jonas, Malaspinas, O, Thorimbert, Y   +7 more
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Application of the Lattice Boltzmann Method to Many Particle Dispersions

Journal of Fluid Science and Technology, 2011
We have discussed the feasibility of the lattice Boltzmann method as a simulation technique with multi-body hydrodynamic interactions for many particle dispersions.
Akira SATOH, Roy W. CHANTRELL
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A new model for simulating colloidal dynamics

, 2003
We present a new hybrid lattice-Boltzmann and Langevin molecular dynamics scheme for simulating the dynamics of suspensions of spherical colloidal particles. The solvent is modeled on the level of the lattice-Boltzmann method while the molecular dynamics
Ahlrichs P, Alder B, Allen M, Burkhard Dünweg, Chichocki B, Debye P, Fogelson A L, Hansen J-P, Hauge E H, Hinch E J, Horbach J, Ladd A J C, Ladd A J C, Ladd A J C, Soddemann T, Succi S, Vladimir Lobaskin   +16 more
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Lattice Boltzmann Simulation of Solid Particles Motion in a Three Dimensional Flow using Smoothed Profile Method

Journal of Applied Fluid Mechanics, 2017
Three-dimensional particulate flow has been simulated using Lattice Boltzmann Method (LBM). Solid-fluid interaction was modeled based on Smoothed Profile Method (SPM) (Jafari et.
B. Khalili, M. Rahnama, S. Jafari, F. Gharibi, E. Jahanshahi Javaran   +4 more
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Stabilisation of the lattice-Boltzmann method using the Ehrenfests' coarse-graining

, 2006
The lattice-Boltzmann method (LBM) and its variants have emerged as promising, computationally efficient and increasingly popular numerical methods for modelling complex fluid flow.
A. N. Gorban, J. Levesley, P. Ehrenfest, R. A. Brownlee, S. Succi   +4 more
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