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 fractional diffusion equations can accurately describe the migration process of anomalous diffusion, which are widely applied in the field of natural science and engineering calculations ...

Abstract: A massively-dense wireless sensor network may pose many challenges for efficient load-balancing routing algorithm design due to the problem scale and hardware constraints. One approach to ...

ABSTRACT: We present a parallel algorithm that computes the ask and bid prices of an American option when proportional transaction costs apply to trading in the underlying asset. The algorithm ...