An Immersed Boundary Method for a Parabolic Problem with Nonstandard Moving Source
- Conference date: 7–12 June 2009
- Location: Sozopol (Bulgaria)
In the present work the numerical solution of a mean‐field model for dynamical formation of the price of some good is considered. The model leads to a parabolic equation with non‐standard moving sources. On an uniform mesh the Immersed Boundary Method is proposed. For solving the nonsymmetric linear system a numerical algorithm is also developed. Numerical experiments confirm that the difference scheme is of second order in both mesh parameters h and τ.
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