SIAM Journal on Numerical Analysis, Vol. 26, No. 6 (Dec., 1989), pp. 1474-1486 (13 pages) An explicit finite difference algorithm is developed to approximate the solution of a nonlinear and nonlocal ...
Copyright AD-TECH; licensee AZoM.com Pty Ltd. This is an AZo Open Access Rewards System (AZo-OARS) article distributed under the terms of the AZo–OARS https://www ...
Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods for linear and non-linear equations, (b) spatial discretization and ...
A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...
This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...
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