JSTOR Daily

THE MAXIMUM-MINIMUM PRINCIPLES FOR A QUASI-LINEAR PARABOLIC FINITE DIFFERENCE EQUATION

This is a preview. Log in through your library . Abstract A strong maximum principle for second order parabolic equations has been introduced by L. Nirenberg. The present paper contains both strong ...
JSTOR Daily

CONVERGENCE OF A FINITE DIFFERENCE SCHEME TO WEAK SOLUTIONS OF THE SYSTEM OF PARTIAL DIFFERENTIAL EQUATIONS ARISING IN MEAN FIELD GAMES

Mean field-type models describing the limiting behavior of stochastic differential games as the number of players tends to +∞ were recently introduced by Lasry and Lions. Under suitable assumptions, ...
Nature

Finite-Difference Time-Domain Methods in Electromagnetic Simulation

Finite-Difference Time-Domain (FDTD) methods have become a cornerstone in the simulation of electromagnetic phenomena, enabling researchers to solve Maxwell’s equations through discretisation in both ...
EDN

Finite-Difference Time-Domain Method using Yee’s Algorithm

Developed a CUDA version of the FDTD method and achieved a speedup 40x. Implemented on a NVIDIA Quadro FX 3800 GPU, which has 192 SPs, 1GB global memory, and a memory bandwidth of 51.2 GB/s.
Risk

Alternating direction implicit finite difference schemes for the Heston-Hull-White partial differential equation

In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...