It is shown that finite differences are effective when the method of dependent realizations is exploited in the Monte Carlo simulations. Evaluation of other Greeks is also considered. Results of ...

Finite-Difference Time-Domain (FDTD) methods have become a cornerstone in the numerical solution of Maxwell’s equations, enabling detailed electromagnetic analysis across a wide range of ...

Julius Smith, The Coupled Equation Approach to the Numerical Solution of the Biharmonic Equation by Finite Differences. II, SIAM Journal on Numerical Analysis, Vol. 7, No. 1 (Mar., 1970), pp. 104-111 ...

Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures Finite element and finite difference ...

These are known as the radial-basis-function generated finite-difference method and the Hermite finite-difference method. The convergence and stability of these schemes are investigated numerically ...

Analysis by 3-dimensional heat conduction was applied to determine the refractive index in the liquid-crystal layer. Another method used was to determine light wave propagation characteristics in the ...

Techniques for analyzing periodic finite difference methods including von Neumann, energy and CFL / domain of dependence techniques. Finite difference methods for parabolic problems in one space ...