Description: Interactive course showing how to use finite differences, finite elements, Fourier and Monte Carlo methods, using java applets to solve the advection, diffusion, Black-Scholes, KdV, Burger and the Schroedinger equations
Keywords: numerical schemes computational partial differential equations diffusion Black-Scholes KdV Burger finite differences elements FEM Fourier Monte-Carlo methods
Science Math Numerical Analysis 网站
2024年12月26日