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φ W and φ w for SOUCUP scheme.
Figure 4.19 Relation between
HLPA scheme
HLPA (Hybrid Linear/Parabolic Approximation) scheme was proposed by Zhu
(1991). When F w
0, the HLPA scheme approximates the face value
φ
w as
φ w = φ W + γ w P φ W ) φ
φ
WW
φ P φ WW
W
(4.121)
φ
φ
where
γ
=
1if0
1; otherwise,
γ
=
0.
W is defined in Eq. (4.120).
w
W
w
φ W and φ w for HLPA scheme.
Figure 4.20 Relation between
 
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