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updated 10 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 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 8 years ago

Symplectic Integrators by Francisco Beron-Vera

Symplectic integrators for separable and nonseparable Hamiltonians. (differential equation..., symplectic, geometric)

[q,p]=seeq(dqdt,dpdt,tspan,q0,p0,varargin)

[q,p]=seip(dqdt,dpdt,tspan,q0,p0,varargin)

[q,p]=seiq(dqdt,dpdt,tspan,q0,p0,varargin)

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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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