ABSTRACT: This paper presents a comprehensive numerical study of the two-dimensional time-dependent heat conduction equation using the Forward Time Centered Space (FTCS) finite difference scheme. The ...

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 ...

Introduction: Fractional diffusion equations offer an effective means of describing transport phenomena exhibiting abnormal diffusion pat-terns, often eluding traditional diffusion models. Methods: We ...

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.

The man accused of planning the attacks was waterboarded 183 times. The now outlawed “enhanced interrogation” technique is considered a form of torture. The military judge in the case is trying to ...

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.

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.