It is difficult for derivatives with discontinuous payoff to be obtained a accurate numerical solution at around its maturity. This repo contains an implementation of methods of smoothing discontinous ...

Abstract: In this letter, a 2-D parameter-optimized spatial finite-difference temporal differential (SFDTD) method is presented, referred to as the PO-SFDTD method. First, the dispersion ...

A new approach in the finite difference framework is developed, which consists of three steps: choosing the dimension of the local approximation subspace, constructing a vector basis for this subspace ...

This project implements a finite difference method to solve the 2D incompressible Navier-Stokes equations for a stepped cavity flow. The code simulates the fluid flow inside a cavity with a step and ...

Abstract: A numerical algorithm is presented that simulates large deformations of heterogeneous, viscoelastic materials in two dimensions. The algorithm is based on a spectral/finite difference method ...