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有限差法计算期权价格,美式期权,说明包含在文件里,-finite difference method options prices, the American option, the statement contained in the document,
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Language and environment: Fortran 90
This is a sample program of The Decomposed element free Galerkin method compared with the finite difference method for elastic wave propagation, by Katou, M., Matsuoka, T., Mikada, H., Sanada, Y. and Ashida, Y.
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In this paper, a two-dimensional (2-D) transverse
magnetic (TM) mode finite difference time domain (FDTD)
method is used to simulate the indoor radio wave propagation
and model the indoor ultra wideband (UWB) channel. The
modulated Gaussian p
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用二阶有限差分法的中心差分格式来模拟二维均匀介质中声波传播,震源子波是雷克子波-Finite difference method with second order central difference scheme to simulate two-dimensional wave propagation in uniform media, the source wavelet is a Ricker wave
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用有限差分法的四阶差分格式模拟声波在二维均匀介质中的传播,不带吸收边界条件,震波是雷克子波-Finite difference method of fourth order difference scheme for two-dimensional simulation of acoustic wave propagation in uniform medium, without absorbing boundary condition, shock wave is Ricker
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地震波动方程二维模拟(C语言),差分求解,波源雷克子波,文件夹中,".m"是用于作图的代码,在matlab中打开。-Earthquake fluctuations the wave equation (C language), Finite difference method, the source: Ricker wave, in the folder. .m is the code used for mapping, opened in matlab.
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用有限差分法求解雷诺方程,提供了一段简介的MATLAB程序-Reynolds equation using the finite difference method, the period of introduction MATLAB program
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地震勘探中,有限差分正演方法的简单一维数值模拟-Seismic exploration, forward finite difference method is simple one-dimensional numerical simulation
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二维声波数值模拟正演程序,利用有限差分法,没有加入吸收边界-Numerical simulation of two-dimensional acoustic forward procedure, using the finite difference method, did not join absorbing boundary
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本程序为一维非稳态导热的有限差分法解法,
使用TDMA法求解离散方程组。-This program is a one-dimensional unsteady heat conduction solution of the finite difference method for solving the discrete equations using TDMA method
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This program describes a moving 1-D wave
using the finite difference method- This program describes a moving 1-D wave
using the finite difference method
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有限差分法求解速率方程,用于各种激光器及放大器的数值求解。-Slove rate equation with finite difference method
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有限差分声波波动方程正演。主要用于地震勘探正演-Finite difference method of acoustic wave equation forward modeling
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利用有限差分法,计算传热学温度分布数值解,并会出温度场网格图。-Finite difference method to calculate the temperature distribution in the numerical solution of heat transfer, and will be a temperature field grid graph.
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给定边界条件,用有限差分法五点对称格式计算杆的热传导-Given boundary conditions, using finite difference method to calculate the five-point symmetrical format pole thermal conductivity
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求解雷诺方程有有限元法、有限差分法、有限体积法,本程序就是采用有限体积法对雷诺方程进行求解。-Solving Reynolds equation has finite element method, finite difference method, finite volume method, the program is the use of finite volume method to solve the Reynolds equation.
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5个f语言有限差分正演程序,应用有限差分法在CPML边界条件下进行2D正演,前四个程序分别对应各向异性介质、各项同性2阶精度、各项同性4阶精度、双相介质4阶精度四种不同情况。最后一个是3D粘弹性介质的程序。-5 f language finite difference modeling, application of finite difference method under CPML boundary conditions 2D forward, the first four program
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二阶声波方程有限差分模拟和偏移成像的程序
文件说明:
数据为二进制,主程序用fdtrm.f90,数据为su格式,主程序用fdrtm_su.f90;
boundary.f90人工边界条件,傍轴近似。propagator.f90是传播算子;
wavelet.f90是震源。makefile中是编译命令。
-acoustic wave equation modeling and imaging with finite difference method
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有限容积法对非稳态传热偏微分方程进行离散,方程组的求解采用高斯-赛德尔迭代法- differential equation were discretized by an implicit finite-difference method, and the aforementioned simulative equations were solved numerically using the Gauss-Seidel method
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有限差分法计算有限长滑动轴承的油膜压力分布(Calculation of oil film pressure distribution of a finite length sliding bearing with finite difference method)
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