This is a preview. Log in through your library . Abstract A finite difference method is developed for solving symmetric positive differential equations in the sense of Friedrichs. The method is ...

We analyze finite difference methods for the Gross-Pitaevskii equation with an angular momentum rotation term in two and three dimensions and obtain the optimal convergence rate, for the conservative ...

Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods for linear and non-linear equations, (b) spatial discretization and ...

Developed a CUDA version of the FDTD method and achieved a speedup 40x. Implemented on a NVIDIA Quadro FX 3800 GPU, which has 192 SPs, 1GB global memory, and a memory bandwidth of 51.2 GB/s.

We develop here a finite-difference approach for valuing a discretely sampled variance swap within an extended Black–Scholes framework. This approach incorporates the observed volatility skew and is ...

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 ...