A general and comprehensive toolkit for generating finite difference formulas, working with Taylor series expansions, and teaching/learning finite difference formulas in Python ...

These codes implement the numerical method of Finite Difference method to solve Heat PDE and Black-Scholes PDE. Specificly, the code for Black-Scholes PDE aims to price vanilla options such as ...

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 ...

Learn the basics, pros, and cons of two numerical methods for solving PDEs: finite difference and finite element. See examples of their applications.

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 ...

This paper explores acceleration of the finite element-boundary integral hybrid method using the adaptive cross approximation. Our code implementing the hybrid method in Python based on open source ...