1 Département de Physique, Faculté des Sciences, Université du Burundi, Bujumbura, Burundi. 2 Software Engineering, College of Software, Nankai University, Tianjin ...

Abstract: A method, based on finite element techniques, is described for obtaining finite differences for Neumann conditions on irregularly shaped boundaries. The resultant difference equations may be ...

ABSTRACT: We proposed a higher-order accurate explicit finite-difference scheme for solving the two-dimensional heat equation. It has a fourth-order approximation in the space variables, and a ...

The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...

Now we turn to one of the most common and important applications of interpolants: finding derivatives of functions. Because differentiation is a linear operation, we will constrain ourselves to ...

The decomposition of portfolio risks in terms of the underlying assets, which are extremely important for risk budgeting, asset allocation and risk monitoring, is well described by risk contributions.

A new approach in the finite difference framework is developed, which consists of three steps: choosing the dimension of the local approximation subspace, constructing a vector basis for this subspace ...

The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...