Undergraduate research project completed at Penn State University on "The Application of PDEs to Finance: Black-Scholes model for Options Pricing"
-
Updated
Feb 11, 2018 - Python
Undergraduate research project completed at Penn State University on "The Application of PDEs to Finance: Black-Scholes model for Options Pricing"
Implementation of numerical method to solve the 1D diffusion equation with variable diffusivity and non-zero source terms.
3-MOT is a multi-physics software relying on FEniCS.
Determines the diffusion coefficient of chloride through concrete by least-squares fitting
Climate Modeling with Neural Diffusion Equation, ICDM'21
Crank-Nicolson method for the heat equation in 2D
A small diffusion code that compares gpu parallelized python and julia codes
A simple implementation of a Variational Quantum Eigensolver routine with binary mapping based on Qiskit
The diffusion equation is a parabolic partial differential equation. The 1-D form of the diffusion equation is also known as the heat equation. This is a program to solve the diffusion equation nmerically.
Sensor nonlinear channel modeling
The official implementation for ICLR23 spotlight paper "DIFFormer: Scalable (Graph) Transformers Induced by Energy Constrained Diffusion"
Classical Finite Differences Schemes for numerically solve different Partial Differential Equations.
Numerical library for nonlinear diffusion problems in semi-infinite domains
This project simulates the diffusion of gass molecules within a confined spaces consisting of two concentric squares. The inner suare has a length of a, and the outer has a length of b, where b > a. The simulation explores the movement behavior of two types of gas molecule and graphs Entropy Vs time for gass in the inner square.
Add a description, image, and links to the diffusion-equation topic page so that developers can more easily learn about it.
To associate your repository with the diffusion-equation topic, visit your repo's landing page and select "manage topics."