spectral-method

There are 5 repositories under spectral-method 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 6 113
pmocz/navier-stokes-spectral-python
Create Your Own Navier-Stokes Spectral Method Simulation (With Python)
Language:Python31 2 25
nauaneed/PyDNS
Direct Numerical Simulation of Fluid Flow with IBM Using Python
Language:Jupyter Notebook26 3 07
dataandsignal/libmusic
Fast superresolution frequency detection using MUSIC algorithm
Language:C22 5 33
ECheynet/randomProcess
Minimalist Matlab implementation of a random process generation in one point
Language:MATLAB2 2 0