Learn how to solve boundary value problems in Python using the finite difference method! 🐍📐 This tutorial walks you step-by-step through setting up the problem, discretizing the domain, and ...

Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...

Developed a CUDA version of the FDTD method and achieved a speedup 40x. Implemented on a NVIDIA Quadro FX 3800 GPU, which has 192 SPs, 1GB global memory, and a memory bandwidth of 51.2 GB/s.

SIAM Journal on Numerical Analysis, Vol. 34, No. 6 (Dec., 1997), pp. 2306-2318 (13 pages) We are interested in the rate of convergence in L 1 of the approximate solution of a conservation law ...

My main research interests are in developing, analyzing, and implementing numerical methods, in particular for solving PDEs to high orders of accuracy. Such methods include pseudospectral and high ...

According to Basel III, financial institutions have to charge a credit valuation adjustment (CVA) to account for a possible counterparty default. Calculating this measure and its sensitivities is one ...