finite-difference-schemes

There are 5 repositories under finite-difference-schemes topic.

• matthieugomez / EconPDEs.jl

  Solve non-linear HJB equations.

  pdefinite-difference-schemeseconomicsfinance
  Language:Julia 114

• Robin-Guilliou / Option-Pricing

  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

  black-scholesheston-modeljump-diffusion-mertons-modelfinite-difference-schemesfourier-transformoption-pricingmonte-carlobinomial-modelimplied-volatilitybarrier-option
  Language:Jupyter Notebook 60

• mirianfsilva / heat-diffusion-equation

  Finite-Difference Approximations to the Heat Equation. Implementation of schemes: Forward Time, Centered Space; Backward Time, Centered Space; Crank-Nicolson.

  heat-diffusionfinite-difference-methodfinite-difference-schemesheat-equationforward-eulerbackward-eulercrank-nicolson
  Language:Jupyter Notebook 25

• XFluids / XFluids

  a unified cross-architecture heterogeneous CFD solver

  cfdchemical-reactionscombustioncompressible-flowscomputational-fluid-dynamicsfinite-difference-schemesfinite-volume-methodgpu-computingheterogeneous-computinghigh-order-methodshpcmpishock-capturingsyclxfluids
  Language:C++ 16

• JOThurgood / SimpleCFD

  Simple (and not-so-simple) CFD solvers written in Fortran with Python plotting routines

  cfdeuler-equationsfluid-dynamicsfluid-solvercomputational-fluid-dynamicsburgers-equationfinite-difference-schemesfinite-volume-methodsriemann-solversincompressible-flowgauss-seidelcompressible-flowmultigrid
  Language:Fortran 15

• pmontalb / FiniteDifferencePricing

  A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function

  american-optionsdividendeuropean-optionsfinite-difference-schemesgreen-funciton
  Language:C++ 8
• cnavier

  araujo88 / cnavier

  Explicit incompressible Navier-stokes solver written in C based on finite-difference schemes

  navier-stokesnavier-stokes-equationsincompressible-flowincompressible-laminar-flowlid-driven-cavitycomputational-fluid-dynamicscomputational-fluid-simulationfinite-difference-schemespoisson-equationc-programming
  Language:C 6

• geodynamics / sw4lite

  Testing numerical kernels in SW4

  performance-testinghigh-orderfinite-difference-schemessummation-by-parts
  Language:C 6

• izlotnik / schrodinger-dtbc

  :rocket: Solve the time-dependent Schrodinger equation in unbounded domain

  schrodingerschrodinger-equationfinite-element-methodnumerovfinite-difference-schemesrichardson-extrapolationcrank-nicolsontransparent-boundary-conditionsmatlab
  Language:MATLAB 6

• ricktjwong / pde-solver

  Solve the elliptic Poisson partial differential equation using finite difference methods.

  partial-differential-equationsfinite-difference-schemesheat-diffusionsimulated-annealing
  Language:Python 4

• araujo88 / finite_difference

  Computes finite difference matrices for the first and second derivative up to sixth order, including compact schemes

  finite-differencefinite-difference-methodfinite-difference-schemesfinite-difference-coefficientscompact-schemefinite-difference-methods
  Language:Python 3

• Ziezi / Introduction-to-MATLAB-Octave-and-Numerical-Methods-for-Engineers

  Solutions to the Exercises from "An Introduction to MATLAB and Numerical Methods for Engineers." by Timmy Siauw and Alexandre M. Bayen

  matlaboctaveexercise-solutionsnumerical-methodsfinite-difference-schemesnewton-raphsonmatrixlinear-equationsinterpolationbisectionnumerical-integrationnumerical-differentiationextrapolationdifferential-equationsrecursionrecurrence-relationnumerical-methods-implementation
  Language:MATLAB 3

• Aravindan98 / BlackScholes-Heston

  Black Scholes Model and Heston Model

  finite-difference-schemesstochastic-processesheston-modelblack-scholes
  Language:Python 2

• vishishtpriyadarshi / MA473-Computational-Finance-Project

  Finite Difference Method for the Multi-Asset Black–Scholes Equations

  options-pricingnon-uniform-gridfinancepartial-differential-equationsfinite-difference-schemesblack-scholesmulti-asset
  Language:MATLAB 2

• z4ir3 / level-set

  Level-Set method examples

  finite-difference-schemeshamilton-jacobilevel-set-methodmean-curvaturemotion-trackingpyhton
  Language:Python 2

• dc-fukuoka / diffuse

  diffuse - 3D diffusion equation solver by using finite difference method + CG method(diagonal precondition) + Crank-Nicolson method with MPI.

  mpiopenmpfortransolverphysics-simulationhigh-performance-computingparallel-computingfinite-difference-schemesdiagonal-preconditionanimation
  Language:Fortran 1

• diehlpk / reusommer21

  pythonperidynamicperidynamics-modelscouplingfinite-difference-methodfinite-difference-schemes
  Language:Jupyter Notebook 1

• Larissa-Rocha / wave-equation-numeric-solution

  Numeric solution for the wave equation

  numerical-methodsmatlabfinite-difference-schemes
  Language:MATLAB 1

• leon-bungert / Infinity-Laplacian-Eigenfunctions

  This code can be used to compute eigenfunctions of the infinity Laplace operator on general domains.

  eigenfunctionsfinite-difference-schemesground-statepde-solver
  Language:MATLAB 1

• alterat / FiniteDifferenceSchemes

  Finite difference simulation examples

  finite-difference-schemesfinite-difference-time-domaindifferential-equations
  Language:Python 0

• CassidyPeter / PML-FYP

  Computational Aeroacoustics Final Year Project for my Master's degree in Aeronautical Engineering

  aeroacousticsboundary-conditionscaaeuler-equationsfinite-difference-schemesnumerical-methods
  Language:TeX 0

• mathibele / Applied-Mathematics

  finite-element-methodsfinite-difference-schemesintegral-equationssingular-integral-equations
  0

• maventura / uba-scmp-2017-1c

  Finite differences simulations. Implemented with c++, mpi and matlab.

  finite-differencefinite-difference-schemesmpimatlabcpp11simulationphysics
  Language:C++ 0

• ShiveshM / FiniteDifferenceComputing

  Finite Difference Computing

  pythonfinite-difference-schemescomputingnumerical-methods
  Language:Python 0

• ThaDuyx / FreeBar

  Mini project for the 'Physical Modelling for Sound Synthesis' course @AAU, Cph 2023/2024

  finite-difference-schemesphysical-modeling-synthesis
  Language:Python