In this video, learn how to solve boundary value differential equations using the finite difference method in Python. We break down the mathematical theory behind differential equations and transform ...

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 ...

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 manuscript proposes a general parallel directsolver framework to parallelize and accelerate the implicit numerical simulation of wave propagation. To illustrate the concept, 1D implicit ...

YASK--Yet Another Stencil Kit: a domain-specific language and framework to create high-performance stencil code for implementing finite-difference methods and similar applications.

ABSTRACT: In this paper, we construct a class of semi-implicit difference method for time fractional diffusion equations—the group explicit (GE) difference scheme, which is a difference scheme with ...

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.