Derivatives pricing in c++

Heat Equation solver C++. Solves heat equation (One-dimensional case)

1D finite difference wave

Finite differences simulations. Implemented with c++, mpi and matlab.

A solver for a modified poisson equation using cuda.

generate finite difference weights for arbitrary grids

Spring-block friction model with local disordered potential energy landscape

Van der Pol Oscillator in C++. Finite Differences, SPSA and LQR controllers are used to drive the oscillator.

A finite difference thin plate visualisation using Metal shaders

1D diffusion solver by finite difference method

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.

A N-dimensional lattice iterator for C++

A finite difference plate scheme wrapped in a class

A lightweight GPU-accelerated 2D physics library

Implementation of various different numerical methods for solving PDEs. Furthermore, solutions of more complex scenarios of heat transform are examined.

A parallel and GPU-accelerated Code for Real-Space All-Electron Linear-Scaling Density Functional Theory

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.

Summation-by-parts

Finite Difference Methods

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.