The decomposition of portfolio risks in terms of the underlying assets, which are extremely important for risk budgeting, asset allocation and risk monitoring, is well described by risk contributions.

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 ...

Finite-Difference Time-Domain (FDTD) methods have become a cornerstone in the simulation of electromagnetic phenomena, enabling researchers to solve Maxwell’s equations through discretisation in both ...

Two methods are presented for efficiently computing the eigenvalues of the finite-difference Laplacian. One method embeds the region considered in a rectangle. The other method is applicable when the ...

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 ...