ABSTRACT: The mortgage valuation literature is saturated with numerous studies using the contingent claims approach to value mortgages. So far, efforts are directed into two alternative model ...

Compared to the conventional high-order staggered-grid finite-difference method (C-SFD), the time–space domain dispersion-relation-based high-order staggered-grid finite-difference method (TS-SFD) can ...

Abstract: This letter proposes a generalized and controllable-stability conformal method to address stability challenges inherent in conformal finite-difference time-domain algorithms. A quantitative ...

Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...

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 ...

This study introduces a relatively new numerical technique for solving one-dimensional Fisher’s equation. The proposed numerical technique is a simple direct meshless method, which is based on the ...

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 ...

YASK--Yet Another Stencil Kit: a domain-specific language and framework to create high-performance stencil code for implementing finite-difference methods and similar applications.

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier). Finite-Difference Approximations to the Heat Equation.

Abstract: A massively-dense wireless sensor network may pose many challenges for efficient load-balancing routing algorithm design due to the problem scale and hardware constraints. One approach to ...