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 ...

Discover how the Finite Difference Method (FDM) provides fast and accurate numerical solutions for conduction heat transfer problems. Explore the efficiency of FDM in solving temperature distribution ...