The Finite Volume Method (FVM) is a powerful numerical technique used in solving partial differential equations, especially in the fields of heat transfer and fluid dynamics. This repository contains ...

Project Overview This project investigates the behavior of heat transfer in a one-dimensional rod with a discontinuity in thermal conductivity. The analysis is based on solving the steady-state heat ...

SIAM Journal on Applied Mathematics, Vol. 70, No. 3 (2009), pp. 658-676 (19 pages) A mixed formulation is proposed and analyzed mathematically for coupled convection-diffusion in heterogeneous medias.

We discuss pricing formulae for American options in Merton's jump-diffusion model. With the help of variational inequalities, we derive some regularity properties of price functions. Using the finite ...