Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...

Set of MATLAB scripts and functions created and presented for the Spring 2025 offering of 'Numerical Methods for Partial Differential Equations' at the University of Massachusetts, Lowell. Topics ...

In this paper a meshless method of lines is proposed for the numerical solution of time-dependent nonlinear coupled partial differential equations. Contrary to mesh oriented methods of lines using the ...

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ABSTRACT: The aim of this study is to give a Legendre polynomial approximation for the solution of the second order linear hyper-bolic partial differential equations (HPDEs) with two variables and ...

In this paper, we discuss efficient pricing methods via a partial differential equation (PDE) approach for long-dated foreign exchange (FX) interest rate hybrids under a three-factor multicurrency ...

This repository contains a LaTeX summary that originated during the "Advanced Numerical Methods for CSE" lecture at ETH Zurich, taught by Professor Siddhartha Mishra. The summary covers various topics ...