Photonic Finite-Difference Frequency-Domain (FDFD) Toolbox is a MATLAB Community Toolbox project, aiming to provide intuitive framework for photonic devices simulation using MATLAB. Customizable ...

Compared to the conventional high-order staggered-grid finite-difference method (C-SFD), the time–space domain dispersion-relation-based high-order staggered-grid finite-difference method (TS-SFD) can ...

Systems of interacting electrons can show emergent, strong-correlation phenomena. The parquet equations self-consistently relate various propagation amplitudes of many-electron systems and thereby ...

Abstract: FEMM (Finite Element Method Magnetics) is a free, open source, high quality 2D finite element modelling tool extremely popular in academia for both research and teaching, particularly in the ...

Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...

ABSTRACT: This paper presents a comprehensive numerical study of the two-dimensional time-dependent heat conduction equation using the Forward Time Centered Space (FTCS) finite difference scheme. The ...

ABSTRACT: In this paper, the optimal control problem of parabolic integro-differential equations is solved by gradient recovery based two-grid finite element method. Piecewise linear functions are ...

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 ...

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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.