Finite-difference approximations for the first derivative, valid halfway between equidistant gridpoints, are in general much more accurate than the corresponding approximations, which are valid at ...
We consider the application of finite-difference methods to the numerical solution of boundary-value problems. In particular we are concerned to study the feasibility and convergence of the difference ...
We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...
According to Basel III, financial institutions have to charge a credit valuation adjustment (CVA) to account for a possible counterparty default. Calculating this measure and its sensitivities is one ...
Abstract: Immersed finite element methods enable the simulation of physical systems that are challenging - or even prohibitively complex - for classical finite element approaches, spanning domains ...
Methods for treating material and geometric nonlinearities by finite elements; transient analysis: explicit and implicit time integration, partitioned methods, and stability; hybrid and mixed elements ...
Course Description: This course provides a practical introduction to the Finite Element Method (FEM), with an emphasis on hands-on implementation using Python. It covers the basic theoretical concepts ...
Finite-Difference Time-Domain (FDTD) methods represent a cornerstone in the numerical simulation of wave propagation phenomena. These methods solve Maxwell’s equations directly in the time domain, ...
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