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 ...

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 ...

Abstract: This paper presents a finite difference method for the design of gradient coil in MRI. In this method, a linear matrix equation is formulated using a finite-difference approximation of the ...

def lin_finite_diff(a,b,alpha,beta,N,p,q,r): h=(b-a)/(N+1) x=[a+i*h for i in range(N+2)] A=[[0 for i in range(N)] for j in range(N)] B=[[0] for i in range(N)] for i ...

According to Basel III, financial institutions have to charge a credit valuation adjustment (CVA) to account for a possible counterparty default. Calculating this measure and its sensitivities is one ...