These codes implement the numerical method of Finite Difference method to solve Heat PDE and Black-Scholes PDE. Specificly, the code for Black-Scholes PDE aims to price vanilla options such as ...

We will go through a tutorial on how we implemented burgers equation. Step one is to import the needed packages: symbols from sympy and create_code from time_evolution, which is found in ...

Electromagnetic and Photonic Simulation for the Beginner: Finite-Difference Frequency-Domain in MATLAB Abstract: This book teaches the finite-difference frequency-domain (FDFD) method from the ...

<P>This chapter discusses the finite difference (FD) method, and begins by discussing a two-dimensional rectangular structure. It discusses Gauss-Seidel equation solution technique, which is the most ...