Creating a smooth cubic bezier curve that pass through all the prescribed points using Swift and Math.

Introduction to Numerical methods

Solves the tridiagonal linear system Ax = d for x using the tridiagonal matrix algorithm (i.e. the Thomas algorithm).

Implementation of well-known numerical methods.

Introduction to Numerical methods

NUMERICAL METHODS FOR SCIENTIST AND ENGINEERS With Pseudocodes

Computational solution of spitzer-conductivity problem

Implicit finite-difference scheme for the Black-Scholes PDE (European call pricing), with Thomas vs SciPy solve_banded benchmark and convergence analysis

Welcome! This repo offers simple Fortran 95 examples for key algorithms and numerical methods. Learn with Plato IDE and FTN95. For more, check out my YouTube tutorials!

Boundary value problem for brusselator. Time independent solution.

Exam project for "Advanced Programming" @ UniTS & SISSA

Just for a simple experiment with TDMA (Tridiagonal Matrix Algorithm, aka Thomas algorithm).

Computing electrostatic interaction between two spherical particles of perfectly conducting or dielectric material as well as hydrodynamic interaction forces and torques between two spheres moving inside a viscous flow

Thomas algorithm for a banded matrix. If KL = KU = 1 then the solver works similar to TDMA.

Solving the 1D Poisson Equation

C++ implementation of finite difference and shooting methods (with RK4) for linear BVPs, plus Newton's and secant methods for nonlinear BVPs, with L₁, L₂, and L∞ error estimation via grid refinement.

A high-performance Python library for pricing options. The core C++ engine approximates the Black-Scholes PDE using the Crank-Nicolson method and solves the resulting tridiagonal system in O(N) time via the Thomas Algorithm.

A solver for a modified poisson equation using cuda.

Implementation of the Thomas Method and Finite Difference Method to solve differential equations