Scientific Research Publishing

Godunov, S.K. (1959) Finite Difference Methods for the Computation of Discontinuous Solutions of the Equations of Fluid Dynamics. Matematicheskii Sbornik, 47, 271-306.

ABSTRACT: The solution of the Riemann Problem (RP) for the one-dimensional (1D) non-linear Shallow Water Equations (SWEs) is known to produce four potential wave patterns for the scenario where the ...
Risk

Hybrid finite-difference/pseudospectral methods for the Heston and Heston–Hull–White partial differential equations

We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...
Scientific Research Publishing

Numerical Study of Some Nonlinear Boundary Value Problems (BVPs) with an Efficient Numerical Method ()

1 Department of Mathematics, Mawlana Bhashani Science and Technology University, Tangail, Bangladesh. 2 Department of Mathematics, Uttara University, Dhaka, Bangladesh. This study presents a ...
GitHub

finite-difference

Basic Computational Fluid Dynamics (CFD) schemes implemented in FORTRAN using Finite-Volume and Finite-Difference Methods. Sample simulations and figures are provided.
GitHub

Finite Difference Methods for Solving the Diffusion Equation

This project presents a numerical solution to the diffusion equation using finite difference methods in C++. It explores the behavior of the diffusion equation for various values of the time-stepping ...
IEEE

A hybrid finite element/finite difference method for reconstruction of dielectric properties of conductive objects

Abstract: The aim of this article is to present a hybrid finite element/finite difference method which is used for reconstructions of electromagnetic properties within a realistic breast phantom. This ...