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weighted-residuals-methods

Here are 2 public repositories matching this topic...

EricJXShi / Black-Scholes-FEM

Using Finite Element and Finite Difference Methods to Price European Options

finite-element-analysis stochastic-processes black-scholes european-options finite-difference-method crank-nicolson geometric-brownian-motion options-pricing weighted-residuals-methods pricing-model

Updated Jun 18, 2022
MATLAB

weigert / spectral

C++ Single-Header Method of Weighted Residuals for n-D PDEs

partial-differential-equations pde weighted-residuals-methods basis-function-expansion

Updated Oct 7, 2021
C++

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