integral-equation

There are 3 repositories under integral-equation topic.

antdvid/FastAmericanOptionPricing
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
Language:Python37 6 114
UniPD-DII-ETCOMP/FFT-VI
FFT-VI code for eddy currents problems
Language:MATLAB3 1 01
abdurrahmannurhakim/Several-Integral-Method
Several Integral method in c++ such as: Trapezoid, Boole, Simpsons, et al
Language:C++1 1 00