There are 3 repositories under finite-difference topic.
DSL and compiler framework for automated finite-differences and stencil computation
Discretization tools for finite volume and inverse problems.
Code for geophysical 3D/2D Finite Difference modelling, Marchenko algorithms, 2D/3D x-w migration and utilities.
My personal collection of Riemann solvers using MUSCL and WENO schemes written as short Matlab scripts
A Julia library of summation-by-parts (SBP) operators used in finite difference, Fourier pseudospectral, continuous Galerkin, and discontinuous Galerkin methods to get provably stable semidiscretizations, paying special attention to boundary conditions.
Collection of codes in Matlab(R) and C++ for solving basic problems presented and discussed in the "Computational Fluid Dynamics of Reactive Flows" course (Politecnico di Milano)
These matlab codes simulate grain growth by solving the phase field equations using a centered finite difference method
Pure Python implementation of the finite difference frequency domain (FDFD) method for electromagnetics
Finite difference solution of 2D Poisson equation. Can handle Dirichlet, Neumann and mixed boundary conditions.
Solving Schrodinger Equation Numerically
:cyclone: Selected MATLAB code I wrote while taking a CFD class in graduate school. Finite-difference and finite volume approximations are compared to analytical solutions. Project descriptions are included. :cyclone:
Model-based Policy Gradients
A library for building finite difference simulations
A Finite Difference Method Engine in C++
Acoustic wave propagation in 2D domain using CUDA, O(2,8). Solve second order wave equation in time domain using finite-differences.
CFD Python, a.k.a. the 12 steps to Navier-Stokes taught by Prof. Lorena Barba
Solve the 1D forced Burgers equation with high order finite elements and finite difference schemes.
A dynamical core for solving geophysical fluid equations on the sphere with conservative finite difference methods
GPU-comcot offloads the computational component on the outermost layer of COMCOT to Nvidia GPU. Currently, the speed up achieved by parallelized code on GTX-1060 comparing to serial one on AMD-FX8150 is nearly 200X. The code is still under development to fulfill the full functionality of the original model.
Slides/notes and Jupyter notebook demos for an introductory course of numerical methods for PDEs
library of numerical methods using Armadillo
CUDA Finite Difference Library
Financial Analytics on GPU