Finite-Difference Time-Domain (FDTD) methods represent a cornerstone in the numerical simulation of wave propagation phenomena. These methods solve Maxwell’s equations directly in the time domain, ...

Finite-difference approximations for the first derivative, valid halfway between equidistant gridpoints, are in general much more accurate than the corresponding approximations, which are valid at ...

What Are FEM, FDM and FVM? FEM, FDM and FVM differ from one another in important ways. Understanding these distinctions is key to selecting the method most appropriate for your purposes. The ...

First-order derivatives: n additional function calls are needed. Second-order derivatives based on gradient calls, when the "grd" module is specified (Dennis and Schnabel 1983): n additional gradient ...

We develop here a finite-difference approach for valuing a discretely sampled variance swap within an extended Black–Scholes framework. This approach incorporates the observed volatility skew and is ...

SIAM Journal on Numerical Analysis, Vol. 48, No. 4 (2010), pp. 1281-1312 (32 pages) We develop a mixed finite element method for elliptic problems on hexahedral grids that reduces to cell-centered ...

With increasing freshwater demand and rising water scarcity, reverse osmosis (RO) has become a key method for seawater ...

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 ...