Abstract: The finite-difference time-domain (FDTD) method is a robust algorithm for the solution of high-frequency electromagnetic problems, but, unfortunately, the method has no counterpart in ...
Abstract: This work addresses the resolution of the transport (advection-diffusion) equation in 3D using an explicit scheme for the finite d ifference method. Our initative is motivated by the ...
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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 ...
ABSTRACT: We proposed a higher-order accurate explicit finite-difference scheme for solving the two-dimensional heat equation. It has a fourth-order approximation in the space variables, and a ...
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