A new approach in the finite difference framework is developed, which consists of three steps: choosing the dimension of the local approximation subspace, constructing a vector basis for this subspace ...

The research findings have demonstrated that finite difference methods offer a powerful tool for approximating option prices and hedging parameters, especially in cases where closed-form solutions are ...

Abstract: In this letter, a 2-D parameter-optimized spatial finite-difference temporal differential (SFDTD) method is presented, referred to as the PO-SFDTD method. First, the dispersion ...

Abstract: As is known finite difference methods or multistep methods can been applied to solve scientific and technical tasks as the numerical methods with different properties. For this, here have ...

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.

Department of Mathematics and Applied Mathematics, Nelson Mandela University, University Way, Summerstrand, Gqeberha, South Africa The plan of this study is detailed below. Section 2 describes the ...

Single-file implementations of 2D and 3D acoustic and elastic wave propagation in time domain using finite-differences(FDTD). Simple formulation and implementation Collection of Matlab, Python and ...

Initial stress and additional effective stress distributions in soil greatly influence the degree of ground consolidation when calculating one-dimensional soft clay ground consolidation in deep soil.

Computer Science Department, Purdue University, West Lafayette, IN, USA. In this paper I present a novel polynomial regression method for a uniformly sampled sequence of noisy data points that I call ...