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 ...

1 Département de Physique, Faculté des Sciences, Université du Burundi, Bujumbura, Burundi. 2 Software Engineering, College of Software, Nankai University, Tianjin, China. 3 Faculté des Sciences de ...

Heat energy plays an essential role in numerous engineering applications, from thermal management in electronic devices to the design of efficient energy systems. Understanding and predicting the ...

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Abstract: A finite-difference frequency-domain (FDFD) solver, based on the quasi-TEM approximation, is analyzed to determine the validity of the quasi-TEM approximation as a function of frequency. A ...

This contribution proposes two third-order numerical schemes for solving time-dependent linear and non-linear partial differential equations (PDEs). For spatial discretization, a compact fourth-order ...

Single-file implementations of 2D and 3D acoustic and elastic wave propagation in time domain using finite-differences(FDTD). Simple formulation and implementation ...

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.