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 ...

YASK--Yet Another Stencil Kit: a domain-specific language and framework to create high-performance stencil code for implementing finite-difference methods and similar applications.

Abstract: In recent engineering applications using deep learning, physics-informed neural network (PINN) is a new development as it can exploit the underlying physics of engineering systems. The ...

A novel stochastic numerical scheme is introduced to solve stochastic differential equations. The development of the scheme is based on two different parts. One part finds the solution for the ...

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

Initial stress and additional effective stress distributions in soil greatly influence the degree of ground consolidation when calculating one-dimensional soft clay ground consolidation in deep soil.