Lattice Boltzmann Method for the Generalized Black-Scholes Equation

Table 2

Comparisons of the D1Q3 and D1Q5 models for Example 2(a) with the fixed time step .

	D1Q3					D1Q5
					CPU time (s)					CPU time (s)
40	4.4440-04	—	1.0994-03	—	0.101	3.4386-04	—	7.7946-04	—	0.015
80	1.1268-04	1.98	2.7161-04	2.01	0.219	8.6980-05	1.98	1.9321-04	2.01	0.047
160	2.7967-05	2.01	6.5878-05	2.04	0.423	2.1467-05	2.01	4.6360-05	2.06	0.117
320	6.0860-06	2.20	1.5139-05	2.12	0.863	4.6181-06	2.22	9.7959-06	2.24	0.235
640	1.2328-06	2.30	3.7704-06	2.01	1.695	8.3944-07	2.46	1.5778-06	2.63	0.455