1 Warwick Mathematics Institute, The University of Warwick, Coventry, United Kingdom 2 School of Computer and Information Engineering, Luoyang Institute of Science and Technology, Luoyang, China To ...

The research findings have demonstrated that finite difference methods offer a powerful tool for approximating option prices and hedging parameters, especially in cases where closed-form solutions are ...

This package provides a set of functions to create and solve discretization problems associated with finite difference methods on nonuniform grids.

Add a description, image, and links to the backward-difference topic page so that developers can more easily learn about it.

Looking backward over 2023 and looking forward to 2024 recalls ancient wisdom. Ecclesiastes: “What has been will be again, what has been done will be done again; there is nothing new under the sun.” ...

Looking backward over 2023 and looking forward to 2024 recalls ancient wisdom. Ecclesiastes: "What has been will be again, what has been done will be done again; there is nothing new under the sun." ...

ABSTRACT: A mimetic finite difference scheme for the transient heat equation under Robin’s conditions is presented. The scheme uses second order gradient and divergence mimetic operators, on a ...