Simulation on Matlab of 1D and 2D heat flow using numerical methods and testing the stabilities and different errors of such solutions. Numerical methods used include Fourier expansion and finite ...

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 ...

ABSTRACT: A system of ordinary differential equations (ODEs) is produced by the semi-discretize method of discretizing the advection diffusion equation (ADE). Runge-Kutta methods of the second and ...

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.

Abstract: This research investigates and compares the overall performance of different numerical methods, and focuses on their accuracy, what will be the convergence rate, and the computational cost ...

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 ...