Derivatives pricing in c++
-
Updated
Jan 6, 2018 - C++
Derivatives pricing in c++
Heat Equation solver C++. Solves heat equation (One-dimensional case)
A finite difference plate scheme wrapped in a class
1D finite difference wave
oomph-lib is an object-oriented, open-source finite-element library for the simulation of multi-physics problems. It is developed and maintained by Matthias Heil and Andrew Hazel of the School of Mathematics at The University of Manchester, along with many other contributors.
A lightweight GPU-accelerated 2D physics library
A finite difference thin plate visualisation using Metal shaders
1D diffusion solver by finite difference method
generate finite difference weights for arbitrary grids
Serial and Parallel numerical methods for solving partial differential equations using finite differences with OpenMP. Implementation of the serial and parallel Jacobi and Gauss-Seidel methods for solving linear systems. Implementation of the Additive Schwarz and Restricted Additive Schwarz methods for domain decomposition.
Simple use case of the Kokkos, MPI and PDI libraries for solving the linear heat equation on a 2D cartesian mesh with periodic boundary condition.
Cahn Hilliard MPI (Phase-Field Simulation of Spinodal Decomposition)
A N-dimensional lattice iterator for C++
Van der Pol Oscillator in C++. Finite Differences, SPSA and LQR controllers are used to drive the oscillator.
Immersed Boundary method fast Test Facility based OpenAcc
Spring-block friction model with local disordered potential energy landscape
Financial Analytics on GPU
Finite differences simulations. Implemented with c++, mpi and matlab.
A solver for a modified poisson equation using cuda.
Implementation of various different numerical methods for solving PDEs. Furthermore, solutions of more complex scenarios of heat transform are examined.
Add a description, image, and links to the finite-difference topic page so that developers can more easily learn about it.
To associate your repository with the finite-difference topic, visit your repo's landing page and select "manage topics."