Scientific Research Publishing

A Study on Numerical Solution of Black-Scholes Model ()

1 Department of Mathematics, Jahangirnagar University, Savar, Dhaka, Bangladesh. 2 Department of Natural Science, BGMEA University of Fashion & Technology, Dhaka, Bangladesh. In the historical ...
Frontiers

Numerical solution of density-driven groundwater flows using a generalized finite difference method defined by an unweighted least-squares problem

1 Facultad de Ciencias Físico-Matemáticas, Universidad Michoacana de San Nicolás de Hidalgo, Morelia, Mexico 2 Facultad de Ingeniería Civil, Universidad Michoacana de San Nicolás de Hidalgo, Morelia, ...
IEEE

The Numerical Solution of Some Important Transmission-Line Problems

Abstract: The generalized numerical solution of Laplace's equation in two dimensions is dealt with, subject to boundary conditions imposed by conducting surfaces and dielectrics which are permitted a ...
Scientific Research Publishing

Numerical Solution of Kortweg-de Vries Equation ()

In this paper, we are going to derive numerical methods for solving the KdV equation using Pade approximation for space direction, trapezoidal and implicit mid-point rule in the time direction. The ...
GitHub

Solution of boundary value problems in one dimension by the finite element method

This repository contains the solution to a boundary value problem. The task involves solving a boundary value problem using the finite element method (FEM) in Python. This repository covers the ...
IEEE

On the numerical solution of a hypersingular integral equation for elastic scattering from a planar crack

Abstract: In this paper we describe a fully discrete quadrature method for the numerical solution of a hypersingular integral equation of the first kind for the scattering of time-harmonic elastic ...
GitHub

Numerical solution of stochastic differential equations using a variable time step

This is a source code for the numerical solution of nonlinear stochastic differential equations generating signals with 1/f noise. The equtions are described in Refs. [1-2]. The code can be adapted to ...