Abstract: Partial differential equations (PDEs) are crucial in modeling diverse phenomena across scientific disciplines ...
Developed a CUDA version of the FDTD method and achieved a speedup 40x. Implemented on a NVIDIA Quadro FX 3800 GPU, which has 192 ...
We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston ...
The Convection Diffusion Equation is a scalar transport equation, that represents the distribution of particles in an area due to ...
What Are FEM, FDM and FVM? FEM, FDM and FVM differ from one another in important ways. Understanding these distinctions is key to ...
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