Finite differences simulations. Implemented with c++, mpi and matlab.
-
Updated
Aug 15, 2017 - C++
Finite differences simulations. Implemented with c++, mpi and matlab.
Finite difference simulation examples
🚀 Solve the time-dependent Schrodinger equation in unbounded domain
A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function
Solutions to the Exercises from "An Introduction to MATLAB and Numerical Methods for Engineers." by Timmy Siauw and Alexandre M. Bayen
diffuse - 3D diffusion equation solver by using finite difference method + CG method(diagonal precondition) + Crank-Nicolson method with MPI.
Finite-Difference Approximations to the Heat Equation. Implementation of schemes: Forward Time, Centered Space; Backward Time, Centered Space; Crank-Nicolson.
Solve the elliptic Poisson partial differential equation using finite difference methods.
Simple (and not-so-simple) CFD solvers written in Fortran with Python plotting routines
Testing numerical kernels in SW4
Finite Difference Computing
Numeric solution for the wave equation
Black Scholes Model and Heston Model
Finite Difference Method for the Multi-Asset Black–Scholes Equations
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Explicit incompressible Navier-stokes solver written in C based on finite-difference schemes
Computes finite difference matrices for the first and second derivative up to sixth order, including compact schemes
Computational Aeroacoustics Final Year Project for my Master's degree in Aeronautical Engineering
Level-Set method examples
Add a description, image, and links to the finite-difference-schemes topic page so that developers can more easily learn about it.
To associate your repository with the finite-difference-schemes topic, visit your repo's landing page and select "manage topics."