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Python tutorial: Solving boundary value problems using finite differences

Learn how to solve boundary value problems in Python using the finite difference method! 🐍📐 This tutorial walks you step-by-step through setting up the problem, discretizing the domain, and ...
Nature

Finite Difference Methods in Seismic Wave Propagation

Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...
JSTOR Daily

CONVERGENCE OF A FINITE DIFFERENCE SCHEME TO WEAK SOLUTIONS OF THE SYSTEM OF PARTIAL DIFFERENTIAL EQUATIONS ARISING IN MEAN FIELD GAMES

Mean field-type models describing the limiting behavior of stochastic differential games as the number of players tends to +∞ were recently introduced by Lasry and Lions. Under suitable assumptions, ...
Risk

Numerical simulation and applications of the convection–diffusion–reaction equation with the radial basis function in a finite-difference mode

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
AZOM

Electromagnetic Numerical Characterization of the Laser-Induced Liquid Crystal Lens By Finite-Difference Time Domain Method

Copyright AD-TECH; licensee AZoM.com Pty Ltd. This is an AZo Open Access Rewards System (AZo-OARS) article distributed under the terms of the AZo–OARS https://www ...
Risk

Numerical analysis of Monte Carlo evaluation of Greeks by finite differences

An error analysis of approximation of deltas (derivatives of the solution to the Cauchy problem for parabolic equations) by finite differences is given, taking into ...