Computational fluid dynamics (CFD) is a branch of physics that utilizes numerical methods and algorithms to analyze and predict the behavior of fluids and gases under various conditions. This field ...

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 ...

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.

Two-phase, incompressible flow in porous media is governed by a system of nonlinear partial differential equations. Convection physically dominates diffusion, and the object of this paper is to ...

SIAM Journal on Numerical Analysis, Vol. 26, No. 6 (Dec., 1989), pp. 1474-1486 (13 pages) An explicit finite difference algorithm is developed to approximate the solution of a nonlinear and nonlocal ...

Finite-Difference Time-Domain (FDTD) methods have become a cornerstone in the simulation of electromagnetic phenomena, enabling researchers to solve Maxwell’s equations through discretisation in both ...

Learn how to solve boundary value problems in Python using the finite difference method! 🐍📐 This tutorial walks you step-by-step through setting up the problem, discretizing the domain, and ...

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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 ...