it has been realized that the finite element method is also suitable for a large class of multi-physics problems. The finite-difference method is the most direct approach to discretizing partial ...

Python Math Physics; Solving Boundary Value Diff EQ with the Finite Difference Method Posted: May 22, 2025 | Last updated: May 22, 2025 Physics and Python stuff. Most of the videos here are either ...

Our method is based on decomposing the problem of valuing a variance swap into a set of one-dimensional PDE problems, each of which is then solved using a finite-difference method.

On the free boundary a Cauchy boundary condition holds, due to the smoothpasting principle. An implicit finite difference discretization is performed on time-dependent non-uniform grids. During time ...