This chapter discusses in detail the basic principles and formulations of the full‐vectorial finite‐difference time domain (FDTD) method. It presents the basic idea of the FDTD method to solve Maxwell ...

Abstract: In this letter, a 2-D parameter-optimized spatial finite-difference temporal differential (SFDTD) method is presented, referred to as the PO-SFDTD method. First, the dispersion ...

A new approach in the finite difference framework is developed, which consists of three steps: choosing the dimension of the local approximation subspace, constructing a vector basis for this subspace ...

We develop here a finite-difference approach for valuing a discretely sampled variance swap within an extended Black–Scholes framework. This approach incorporates the observed volatility skew and is ...

This code is developed by: ZHANG Wenqiang (contact: wqzhang1@mail.ustc.edu.cn) LI Mengyang for our publication of Zhang et al., 2020, GJI, DOI: https://doi.org/10. ...

A new high-order hybrid method integrating neural networks and corrected finite differences is developed for solving elliptic equations with irregular interfaces and discontinuous solutions. Standard ...