Abstract: The implicit Finite-Difference Time-Domain (FDTD) methods represent a class of algorithms that alleviate or even eliminate the Courant–Friedrich-Lev (CFL) stability condition inherent in ...

Abstract: A stable FDTD subgridding method combining the finite-difference time-domain (FDTD) method and the leapfrog alternately-direction-implicit finite-difference time-domain (ADI-FDTD) method is ...

This repository contains implementations of numerical methods for solving partial differential equations (PDEs) using the Finite Difference Method (FDM). The focus is on three classical schemes: Uses ...

A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...