Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...

Learn how to solve boundary value problems in Python using the finite difference method! 🐍📐 This tutorial walks you step-by-step through setting up the problem, discretizing the domain, and ...

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.

This paper presents a simple but effective and efficient approach to improve the accuracy and stability of the least-squares Monte Carlo method. The key idea is to construct an ansatz for the ...

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, ...