This is a preview. Log in through your library . Abstract An implicit finite difference method of fourth order accuracy (in space and time) is introduced for the numerical solution of one-dimensional ...
Finite-Difference Time-Domain (FDTD) methods have become a cornerstone in the simulation of electromagnetic phenomena, enabling researchers to solve Maxwell’s equations through discretisation in both ...
Two-phase, incompressible flow in porous media is governed by a system of nonlinear partial differential equations. Convection physically dominates diffusion, and the object of this paper is to ...
We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...
What Are FEM, FDM and FVM? FEM, FDM and FVM differ from one another in important ways. Understanding these distinctions is key to selecting the method most appropriate for your purposes. The ...
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