A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...

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

These include finite difference time domain, beam propagation, optical diffraction tomography, and coupled modes. By the end of the semester, students will thus have both a full toolkit of ...

[1] Numerical simulation of 2-D seismic wave propagation in the presence of a topographic fluid–solid interface at the sea bottom by the curvilinear grid finite-difference method.

Finite-difference approximations for the first derivative, valid halfway between equidistant gridpoints, are in general much more accurate than the corresponding approximations, which are valid at ...

Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures Finite element and finite difference ...

DOI : 10.2240/azojomo0105 Electromagnetic Numerical Characterization of the Laser-Induced Liquid Crystal Lens By Finite-Difference Time Domain Method ...