Abstract: The recently proposed complying-divergence implicit finite-difference time-domain (CDI-FDTD) method was demonstrated with relatively superior numerical performance, especially with the ...

Abstract: This article presents a rapid calculation approach of the leapfrog complying divergence implicit (LCDI) finite-difference time-domain (FDTD) method incorporating lumped elements for highly ...

A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...

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 ...