Ecosyste.ms: Repos

An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: finite-difference-schemes

XFluids/XFluids

a unified cross-architecture heterogeneous CFD solver

Language: C++ - Size: 6.87 MB - Last synced: 4 days ago - Pushed: 4 days ago - Stars: 18 - Forks: 7

ThaDuyx/FreeBar

Mini project for the 'Physical Modelling for Sound Synthesis' course @AAU, Cph 2023/2024

Language: Python - Size: 199 KB - Last synced: 6 days ago - Pushed: 6 days ago - Stars: 0 - Forks: 0

matthieugomez/EconPDEs.jl

Solve non-linear HJB equations.

Language: Julia - Size: 1.76 MB - Last synced: 29 days ago - Pushed: 12 months ago - Stars: 113 - Forks: 39

geodynamics/sw4lite

Testing numerical kernels in SW4

Language: C - Size: 958 KB - Last synced: 2 months ago - Pushed: about 4 years ago - Stars: 6 - Forks: 17

dc-fukuoka/diffuse

diffuse - 3D diffusion equation solver by using finite difference method + CG method(diagonal precondition) + Crank-Nicolson method with MPI.

Language: Fortran - Size: 5.43 MB - Last synced: 2 months ago - Pushed: over 5 years ago - Stars: 1 - Forks: 0

mirianfsilva/heat-diffusion-equation

Finite-Difference Approximations to the Heat Equation. Implementation of schemes: Forward Time, Centered Space; Backward Time, Centered Space; Crank-Nicolson.

Language: Jupyter Notebook - Size: 37 MB - Last synced: 2 months ago - Pushed: over 5 years ago - Stars: 24 - Forks: 0

araujo88/cnavier

Explicit incompressible Navier-stokes solver written in C based on finite-difference schemes

Language: C - Size: 359 KB - Last synced: 4 months ago - Pushed: over 2 years ago - Stars: 5 - Forks: 1

maventura/uba-scmp-2017-1c

Finite differences simulations. Implemented with c++, mpi and matlab.

Language: C++ - Size: 43.6 MB - Last synced: 10 months ago - Pushed: almost 7 years ago - Stars: 0 - Forks: 2

diehlpk/reusommer21

Language: Jupyter Notebook - Size: 6 MB - Last synced: about 1 month ago - Pushed: 11 months ago - Stars: 0 - Forks: 0

araujo88/finite_difference

Computes finite difference matrices for the first and second derivative up to sixth order, including compact schemes

Language: Python - Size: 502 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 1 - Forks: 2

Robin-Guilliou/Option-Pricing

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

Language: Jupyter Notebook - Size: 1.51 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 20 - Forks: 7

pmontalb/FiniteDifferencePricing

A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function

Language: C++ - Size: 3.97 MB - Last synced: about 1 year ago - Pushed: almost 6 years ago - Stars: 5 - Forks: 3

z4ir3/level-set

Level-Set method examples

Language: Python - Size: 6.37 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

ricktjwong/pde-solver

Solve the elliptic Poisson partial differential equation using finite difference methods.

Language: Python - Size: 60.4 MB - Last synced: about 1 year ago - Pushed: over 5 years ago - Stars: 2 - Forks: 0

CassidyPeter/PML-FYP

Computational Aeroacoustics Final Year Project for my Master's degree in Aeronautical Engineering

Language: TeX - Size: 14 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0

Aravindan98/BlackScholes-Heston

Black Scholes Model and Heston Model

Language: Python - Size: 20.1 MB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 1 - Forks: 0

mathibele/Applied-Mathematics

Size: 2.93 KB - Last synced: over 1 year ago - Pushed: about 2 years ago - Stars: 0 - Forks: 0

vishishtpriyadarshi/MA473-Computational-Finance-Project

Finite Difference Method for the Multi-Asset Black–Scholes Equations

Language: MATLAB - Size: 7.18 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 1

Larissa-Rocha/wave-equation-numeric-solution

Numeric solution for the wave equation

Language: MATLAB - Size: 12.7 KB - Last synced: 11 months ago - Pushed: almost 4 years ago - Stars: 1 - Forks: 0

ShiveshM/FiniteDifferenceComputing

Finite Difference Computing

Language: Python - Size: 4.28 MB - Last synced: about 1 year ago - Pushed: about 4 years ago - Stars: 0 - Forks: 1

alterat/FiniteDifferenceSchemes

Finite difference simulation examples

Language: Python - Size: 2.93 KB - Last synced: about 1 year ago - Pushed: over 6 years ago - Stars: 0 - Forks: 0

Related Keywords
finite-difference-schemes 21 black-scholes 3 numerical-methods 3 mpi 3 finite-difference-method 3 heston-model 2 finance 2 partial-differential-equations 2 heat-diffusion 2 python 2 finite-difference 2 computational-fluid-dynamics 2 matlab 2 monte-carlo 1 jump-diffusion-mertons-model 1 option-pricing 1 implied-volatility 1 american-options 1 dividend 1 fourier-transform 1 binomial-model 1 barrier-option 1 finite-difference-methods 1 finite-difference-coefficients 1 compact-scheme 1 peridynamics-models 1 peridynamic 1 fortran 1 finite-difference-time-domain 1 differential-equations 1 computing 1 options-pricing 1 non-uniform-grid 1 multi-asset 1 singular-integral-equations 1 integral-equations 1 finite-element-methods 1 stochastic-processes 1 euler-equations 1 caa 1 boundary-conditions 1 aeroacoustics 1 simulated-annealing 1 pyhton 1 motion-tracking 1 mean-curvature 1 level-set-method 1 hamilton-jacobi 1 green-funciton 1 european-options 1 diagonal-precondition 1 animation 1 summation-by-parts 1 performance-testing 1 high-order 1 pde 1 economics 1 physical-modeling-synthesis 1 xfluids 1 sycl 1 shock-capturing 1 hpc 1 high-order-methods 1 heterogeneous-computing 1 gpu-computing 1 finite-volume-method 1 compressible-flows 1 combustion 1 chemical-reactions 1 cfd 1 coupling 1 simulation 1 physics 1 cpp11 1 poisson-equation 1 navier-stokes-equations 1 navier-stokes 1 lid-driven-cavity 1 incompressible-laminar-flow 1 incompressible-flow 1 computational-fluid-simulation 1 c-programming 1 heat-equation 1 forward-euler 1 crank-nicolson 1 backward-euler 1 solver 1 physics-simulation 1 parallel-computing 1 openmp 1 high-performance-computing 1