A general and comprehensive toolkit for generating finite difference formulas, working with Taylor series expansions, and teaching/learning finite difference formulas in Python ...

This repository contains a Python implementation of the domain decomposition finite difference method applied to the Poisson equation. The implementation was completed as a final project for a ...

The idea presented in this paper is to make perturbation constant adaptive in finite difference gradient approximation. In the proposed method we keep perturbation constant relatively large in the ...

We investigate the initial boundary value problem for the Gamma equation transformed from the nonlinear Black-Scholes equation for pricing option to a quasilinear parabolic equation of second ...

Thereafter, we use these expressions to establish forward, backward and central difference formulas of several orders for the first two derivatives. In Section 3, we show how to determine numerically ...

We show that there exists a unique difference solution which is unconditionally stable. Using the notion of viscosity solutions, we also prove that the finite difference solution converges uniformly ...