Vol. 24, No. 3, SPECIAL ISSUE DEDICATED TO THE 70TH BIRTHDAY OF PROFESSOR LIN QUN (MAY 2006), pp. 252-264 (13 pages) In this work, we propose an efficient numerical method for computing the ...
IN his preface, the author states that this volume includes material for a course in finite differences as well as a treatment of a number of special topics. A selection of material was necessary in ...
Convergence results for bounded time intervals are well known for finite difference approximations to the Cauchy problem for hyperbolic equations. These results typically state that if the initial ...
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 ...
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 ...
In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
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