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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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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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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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Conforming finite element methods for the clamped plate problem [PDF]
, 1975 Finite element methods for solving biharmonic boundary value problems are considered. The particular problem discussed is that of a clamped thin plate. This problem is reformulated in a weak, form in the Sobolev space Techniques for setting up conforming
Whiteman, J R, J. R. Whiteman
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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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Frontiers in Applied Mathematics and Statistics, 2023 We provide a short introduction to the devising of a special type of methods for numerically approximating the solution of Hamiltonian partial differential equations.
Bernardo Cockburn +2 more
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Resonances in Dielectric Bodies of Revolution -- FIT-MoM Analysis [PDF]
Radioengineering, 2020 In this paper the Finite Integration Technique (FIT) hybridized with the Method-of-Moments (MoM) is used to find resonance frequencies and quality factors of open cylindrical dielectric resonators (CDRs).
A. A. Kucharski
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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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Finite difference and finite element methods for partial differential equations on fractals
Revista Integración, 2022 In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms of the ...
Luis F. Contreras H., Juan Galvis
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Weighted Average Finite Difference Methods for Fractional Reaction-Subdiffusion Equation
Walailak Journal of Science and Technology, 2013 In this article, a numerical study for fractional reaction-subdiffusion equations is introduced using a class of finite difference methods. These methods are extensions of the weighted average methods for ordinary (non-fractional) reaction-subdiffusion ...
Nasser Hassen SWEILAM +2 more
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