Finite difference type preconditioners for spectral element discretizations based on Legendre-Gauss-Lobatto points are analyzed. The latter is employed for the approximation of uniformly elliptic ...
A novel stochastic numerical scheme is introduced to solve stochastic differential equations. The development of the scheme is based on two different parts. One part finds the solution for the ...
This paper deals with a new higher order compact difference scheme, which is, O(h 4) using coupled approach on the 19-point 3D stencil for the solution of three dimensional nonlinear biharmonic ...
This repository contains a collection of MATLAB functions designed to price various types of options using finite difference methods and iterative solvers. SOR Gauss-Seidel Method: Enhances the ...
Abstract: As is known finite difference methods or multistep methods can been applied to solve scientific and technical tasks as the numerical methods with different properties. For this, here have ...
Abstract: In this paper, we present a general explicit finite difference time domain (FDTD) algorithm for transient electromagnetic problems at low frequencies. A detailed theoretical analysis is ...
The first course is focused on analytical methods for linear ordinary and partial differential equations. All students come into the course having taken a three-semester sequence of calculus along ...
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