weighted-residuals-methods

There are 0 repository under weighted-residuals-methods topic.

EricJXShi / Black-Scholes-FEM
Using Finite Element and Finite Difference Methods to Price European Options
black-scholes crank-nicolson european-options finite-difference-method finite-element-analysis geometric-brownian-motion options-pricing pricing-model stochastic-processes weighted-residuals-methods
Language:MATLAB 4
weigert / spectral
C++ Single-Header Method of Weighted Residuals for n-D PDEs
basis-function-expansion partial-differential-equations pde weighted-residuals-methods
Language:C++ 2