crank-nicolson

Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

Une simulation de l'évolution d'un paquet d'onde gaussien

CBLens：基于 Crank-Nicolson PDE 的 A 股可转债定价、公告事件解析与机会筛选工作台，支持 GUI/CLI 研究流。

This repository contains Python 3 scripts for simulating the passage of a 2D Gaussian wave packet through a double slit. For this, the 2D Schrödinger equation is solved using the Crank-Nicolson numerical method.

Finite-Difference Approximations to the Heat Equation. Implementation of schemes: Forward Time, Centered Space; Backward Time, Centered Space; Crank-Nicolson.

A python script that displays an animation of an electron propagation and its interaction with arbitrary potential. The program solves the two-dimensional time-dependant Schrödinger equation using Crank-Nicolson algorithm.

Beam propagation method (BPM) for photonic integrated circuits (PIC), implemented in MATLAB with finite-differences in 2D. Includes slab waveguide mode-solver.

Implementation of well-known numerical methods.

Differents algorithms on python or matlab about numerical analysis - UNI

🚀 Solve the time-dependent Schrodinger equation in unbounded domain

Using Finite Element and Finite Difference Methods to Price European Options

Visualizing stock prices as quantum wave packets. A Python simulator applying Schrödinger's equation to financial markets.

Crank-Nicolson method for the heat equation in 2D

Implementation of advanced numerical methods for pricing American options, focusing on the Spectral Collocation and Crank-Nicolson methods. Includes performance analysis in terms of accuracy, stability, and convergence.

Numerical solver for non-linear Hamilton-Jacobi PDEs. Implements Crank-Nicolson methods to generate adaptive trajectory simulations.

I used the Cranck-Nicholson Algorithm to demonstrate the time evolution of a Gaussian wave by Schrödinger's Picture in Quantum Mechanics. The system is a 1-D box with a positive potential well.

High-Fidelity Lunar South Pole Thermal Simulation Engine modeling PSRs and Cold Traps using BVH-accelerated Raytracing and Crank-Nicolson solvers.

重叠型Schwarz算法利用Crank-Nicolson格式解Fisher-kpp方程

Solving problems from the course on the basics of computational physics

MATLAB code for cardiovascular system simulation, including 0D heart models, 1D pulse wave blood-flow models, and coupled 0D-1D outlet boundary models.