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Excel implementation of finite difference methods for option pricing [PDF]
Spreadsheets in Education, 2016 This paper presents and explains finite difference methods for pricing options and shows how these methods may be implemented in Excel. We cover both the explicit and the implicit finite difference methods.
Timothy J Kyng +2 more
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Finite-difference solutions of tenth-order boundary-value problems [PDF]
, 1994 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.In this thesis finite difference methods are used to obtain numerical solutions for a class of high-order ordinary differential equations with applications ...
Siddiqui, Aijaz Ahmad
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Higher-order finite-difference methods for partial differential equations [PDF]
, 1997 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis develops two families of numerical methods, based upon rational approximations having distinct real poles, for solving first- and second-order ...
Cheema, Tasleem Akhter
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Modified finite-difference approximations near the singularitiy in the problem of motz [PDF]
, 1976 A simple, modified finite-difference method is described for solving Laplace's equation with boundary singularities of the infinite derivative type. Modified approximations for the derivatives of the Laplacian equation are employed near the singularity ...
Furzeland, RM, Crank, J
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Langrangian finite element and finite difference methods for poisson problems [PDF]
, 1974 The use of Lagrangian finite element methods for solving a Poisson problem produces systems of linear equations, the global stiffness equations. The components of the vectors which are the solutions of these systems are approximations to the exact ...
Whiteman, J R
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Quantum finite difference solvers for physics simulation
IET Quantum Communication, 2023 Physics systems are becoming increasingly complex and require more and more computing time. Quantum computing, which has shown its efficiency on some problems, such as the factorisation of a number with Shor's algorithm, may be the solution to reduce ...
Anthony Chagneau +3 more
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Fractional discrete-continuous model of heat transfer process [PDF]
Archives of Control Sciences, 2021 The paper proposes a new, state space, finite dimensional, fractional order model of a heat transfer in one dimensional body. The time derivative is described by Caputo operator.
Krzysztof Oprzędkiewicz +1 more
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Journal of Applied Mathematics, 2014 We present finite difference schemes for Burgers equation and Burgers-Fisher equation. A new version of exact finite difference scheme for Burgers equation and Burgers-Fisher equation is proposed using the solitary wave solution.
Lei Zhang, Lisha Wang, Xiaohua Ding
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Journal of Physics: Theories and Applications, 2018 The purpose of this paper is to show some improvements of the finite-difference time domain (FDTD) method using Numerov and non-standard finite difference (NSFD) schemes for solving the one-dimensional Schrödinger equation.
Lily Maysari Angraini, I Wayan Sudiarta
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Difference divisor graph of the finite group [PDF]
International Journal of Research in Industrial Engineering, 2018 Let (Zn, +) be a finite group of integers modulo n and Dn a non-empty subset of Zn containing proper devisors of n. In this paper, we have introduced the difference divisor graph Diff (Zn, Dn) associated with Zn whose vertices coincide with Zn such that ...
R. V M S S Kiran Kumar, T. Chalapathi
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