Lattice Boltzmann Method for the Generalized Black-Scholes Equation

Table 3

Errors and corresponding orders of convergence of the D1Q5 model for Example 2(b).

	2^4	2^5	2^6	2^7	2^8	2^9	2^10	2^11
								10^5
	4.8024-03	1.2180-03	3.0455-04	7.4115-05	1.7551-05	3.9023-06	7.6816-07	1.5426-07
	—	1.9792	1.9998	2.0389	2.0782	2.1692	2.3449	2.3160
	2.0846-03	5.1770-04	1.2885-04	3.1874-05	7.7768-06	1.8462-06	4.1112-07	8.5616-08
	—	2.0096	2.0064	2.0153	2.0351	2.0746	2.1670	2.2636
CPU time (s)	0.000	0.000	0.015	0.062	0.2350	0.917	3.713	15.271