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Peter Frolkovič

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finite-difference

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136 votes cast

Answers (46)

Votes Activity Newest

4	Numerical integration of Fokker-Planck equation allowing for negative drift?
4	Stable method for solving a HJB equation
4	How to discretize Burger's equation?
4	Eikonal Equation solver with different grid densities
3	Finite Difference for Advection Equation With Source

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Reputation (1,181)

+25	Verification of order of convergence of Implicit Euler Method to numerically solve Black-Scholes PDE
+45	Finite Difference for Advection Equation With Source
+35	Accuracy of Explicit Euler method (finite difference) decreases as Δx decreases, shouldn't it increase?
+10	Is this system of diffusion equations well-posed?

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Question (1)

Votes Activity Newest

2	How to support or contradict a hypothesis on unconditional stability using numerical optimization

Tags (49)

45 finite-difference × 29	9 boundary-conditions × 8
24 pde × 11	8 numerical-analysis × 4
19 discretization × 8	7 advection × 7
11 fluid-dynamics × 7	7 nonlinear-equations × 5
11 finite-volume × 7	6 stability × 4

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Bookmarks (13)

Votes Activity Newest Views Added

163	Recommendations for a usable, fast C++ matrix library?
98	Is it worthwhile to write unit tests for scientific research codes?
56	Is it common not to use libraries for standard numerical algorithms, and why?
52	What are the conceptual differences between the finite element and finite volume method?
48	What are criteria to choose between finite-differences and finite-elements

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Accounts (6)

	Computational Science	1,181 rep	5 silver badges8 bronze badges
	MathOverflow	101 rep	1 bronze badge
	Academia	101 rep
	Stack Overflow	101 rep
	Physics	101 rep	1 bronze badge

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Votes cast (136)

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0	down		81	answer

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