A new approach in the finite difference framework is developed, which consists of three steps: choosing the dimension of the local approximation subspace, constructing a vector basis for this subspace ...

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

Abstract: Estimating stochastic gradients is pivotal in fields like service systems in operations research. The classical method for this estimation is the finite-difference approximation, which ...

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.

Department of Mathematics and Applied Mathematics, Nelson Mandela University, University Way, Summerstrand, Gqeberha, South Africa The plan of this study is detailed below. Section 2 describes the ...

1 Département de Physique, Faculté des Sciences, Université du Burundi, Bujumbura, Burundi. 2 Software Engineering, College of Software, Nankai University, Tianjin, China. 3 Faculté des Sciences de ...

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 ...