Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...
Finite Difference Scheme for Parabolic Problems on Composite Grids with Refinement in Time and Space
Finite difference schemes for transient convection-diffusion problems on grids with local refinement in time and space are constructed and studied. The construction utilizes a modified upwind ...
We study the stability of finite difference schemes for hyperbolic initial boundary value problems in one space dimension. Assuming l 2 -stability for the discretization of the hyperbolic operator as ...
We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...
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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