Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

Introduction: Fractional diffusion equations offer an effective means of describing transport phenomena exhibiting abnormal diffusion pat-terns, often eluding traditional diffusion models. Methods: We ...

YASK--Yet Another Stencil Kit: a domain-specific language and framework to create high-performance stencil code for implementing finite-difference methods and similar applications.

Initial stress and additional effective stress distributions in soil greatly influence the degree of ground consolidation when calculating one-dimensional soft clay ground consolidation in deep soil.

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier). Finite-Difference Approximations to the Heat Equation.

Abstract: The paper deals with numerical solution for time fractional-order diffusion-wave equation using explicit finite difference method in the web service form. This equation describes process of ...

Stochastic partial differential equations (SPDEs) describe the dynamics of stochastic processes depending on space-time continuum. These equations have been widely used to model many applications in ...