MATLAB Online에서 열기 Hello all I have a complex for nested loop need to vectorization, the code I posted below is a piece of my code to calculate finite difference equation. Because my execution time takes
This MATLAB function calculates European and American barrier option prices on a single underlying asset using the finite difference method.
MATLAB Online에서 열기 다운로드 전체 보기 함수 버전 내역 리뷰(0) 토론(0) This function approximates any derivative of a function "f "of any order "id" and of any order of accuracy "ac" using the central finite difference technique. ...
by using the finite difference method. The general form of the problems adressed is d(t) .* x'(t) + L(t) * x(t) = z(t) b_i * x(t_i) = w_i for i=1,2,...,m where t is a variable (time) x(t) is a column vector of m unknown functions x_1(t)...
Chapter 11 introduces the finite difference method (FDM) to solve the heat, wave, and Laplace equations . This chapter is focused on the basic explicit FDM because various numerical methods courses, particularly finite element method courses, are widely offered in most graduate engineering programs....
This MATLAB function calculates European and American barrier option prices on a single underlying asset using the finite difference method.
Open in MATLAB Online Hi Torsten, Thank you for your reply! Sorry if its an obvious question but how would I go about calculating the T(n) internally. Would the expression be in the function file or the file that calls the function? I would prefer the first method as I am already...
end toc % convolution method D=[0 1 0; 1 -4 1; 0 1 0]; tic; fortime=0:1:100 Znew=2*Z-Zold+a*conv2(Z,D,'same'); % algorithm for display is here the same as for IM Zold=Z; end; toc Select the China site (in Chinese or English) for best site performance. Ot...
实现声波方程的数值模拟,常见的方法包括有限差分法(Finite Difference Method-FDM)、伪谱法(Pseudo-spectral Method-PSM)、有限单元法(Finite Element Method-FEM),我们前面已经通过有限差分法、伪谱法求解了声波方程,可参照以下链接: 伪普法参考文章: 伪谱法(Pseudo-spectral method)实现声波方程数值模拟48 赞同 · 46...
Help with basics and finite difference methodI have to write a program using the finite-difference formula to calculate the approximate value for the derivative of a function. The test will be tan(x) for x=1, determining the error by comparing with sec^2(x). I have no idea where to ...