This paper is concerned with numerical methods for a class of two-dimensional quasilinear elliptic boundary value problems. A compact finite difference method with a nonisotropic mesh is proposed for ...

In this paper, a family of new finite difference (NFD) methods for solving the convection-diffusion equation with singularly perturbed parameters are considered. By taking account of infinite terms in ...

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 ...

A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...

The researchers believe their regional explanation method could have broad application, from materials design to drug discovery, and could serve as a practical tool to understand complex structure ...

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 ...