These codes implement the numerical method of Finite Difference method to solve Heat PDE and Black-Scholes PDE. Specificly, the code for Black-Scholes PDE aims to price vanilla options such as ...

In this paper, we show how the symbolic capabilities of the commercial package MATHEMATICA can be used to facilitate the generation of FORTRAN and C codes to solve Maxwell's differential equations in ...

The classical techniques for determining weights in finite difference formulas were either computationally slow or very limited in their scope (e.g., specialized recursions for centered and staggered ...

This notebook demonstrates a simple implementation of Finite Element (FE) procedures for solving plane strain linear elastic problem, in Mathematica (or the Wolfram Language). Mathematical ...

Solving these PDEs at scale is an intricate and time-intensive process that demands careful tuning. This paper introduces automated codegeneration techniques specifically tailored for distributed ...