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 ...

Abstract: While finite-difference time-domain methods have long been the foundational basis for particle-in-cell (PIC) codes, there has been increasing momentum in developing a suite of finite element ...

The decomposition of portfolio risks in terms of the underlying assets, which are extremely important for risk budgeting, asset allocation and risk monitoring, is well described by risk contributions.

1 Department of Mathematics, Comilla University, Kotbari, Bangladesh. 2 Department of Mathematical Sciences, Kent State University, Kent, OH, USA. In this paper, we investigate and analyze ...

This repository contains a collection of MATLAB functions designed to price various types of options using finite difference methods and iterative solvers. SOR Gauss-Seidel Method: Enhances the ...