Finite element methods (FEM) constitute a foundational numerical approach for solving partial differential equations by discretising complex domains into smaller, manageable subdomains known as ...

We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...

Finite element methods (FEM) have emerged as a pivotal class of numerical techniques for solving the Navier–Stokes equations, the mathematical foundation for modelling fluid flow. These methods ...

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...