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updated 4 months ago

1D Linear Advection Finite Difference by James Adams

Solves the 1D Linear Advection equations using a choice of five finite difference schemes. (finite difference, linear advection, laxfriedrichs)

linearAdvection_JA

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updated 4 months ago

1D Shallow Water Equations Dam Break by James Adams

Solves the 1D Shallow Water Equations for a Dam Break scenario (shallow water equatio..., finite difference, pde)

SWE_DamBreak_JA

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updated 8 months ago

General Single Step Single Solve integration algorithm by George Papazafeiropoulos

Direct linear or nonlinear explicit or implicit time integration of structural dynamics problems (central difference, average constant acce..., linear acceleration)

Bilinear_Elastic_SDOF.m

GSSSS.m

Linear_Elastic_Coulomb_SDOF.m

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updated almost 2 years ago

2D Laplace equation by Suraj Shankar

Solving Laplace's equation in 2D using finite differences (laplaces equation, iitm, explicit)

LaplaceImplicit.m

Laplace_equation_2D.m

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updated 9 years ago

Put option pricing (plain vanilla) by Wilmer Henao

Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes. (finance, modeling, analysis)

BlScholescnv2(r, q, K, T, S, sig, Nx, Nt)

BlScholesimplv2(r, q, K, T, S, sig, Nx, Nt)

BlScholesv2(r, q, K, T, S, sig, Nx, Nt)

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updated almost 10 years ago

Savitzky-Golay smoothing and differentiation filter (closed-formed solutions) by Jianwen Luo

explicit (closed-formed) solutions of the Savitzky-Golay smoothing and differentiation filter (filter design, filter analysis, savitzkygolay)

h=sgsdf_explicit(n,s)

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