JSTOR Daily

A Finite Difference Method for Symmetric Positive Differential Equations

This is a preview. Log in through your library . Abstract A finite difference method is developed for solving symmetric positive differential equations in the sense of Friedrichs. The method is ...
JSTOR Daily

ON THE DERIVATION OF HIGHEST-ORDER COMPACT FINITE DIFFERENCE SCHEMES FOR THE ONE- AND TWO-DIMENSIONAL POISSON EQUATION WITH DIRICHLET BOUNDARY CONDITIONS

SIAM Journal on Numerical Analysis, Vol. 51, No. 4 (2013), pp. 2470-2490 (21 pages) The primary aim of this paper is to answer the question, What are the highest-order five-or nine-point compact ...
Risk

A finite-difference method for the valuation of variance swaps

We develop here a finite-difference approach for valuing a discretely sampled variance swap within an extended Black–Scholes framework. This approach incorporates the observed volatility skew and is ...
EDN

Finite-Difference Time-Domain Method using Yee’s Algorithm

Developed a CUDA version of the FDTD method and achieved a speedup 40x. Implemented on a NVIDIA Quadro FX 3800 GPU, which has 192 SPs, 1GB global memory, and a memory bandwidth of 51.2 GB/s.
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Solving a Boundary Value Problem with the Finite Difference Method - Python

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...