Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
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Aug 30, 2020 - Python
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spectral-method
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Create Your Own Navier-Stokes Spectral Method Simulation (With Python)
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Aug 6, 2023 - Python
Fast superresolution frequency detection using MUSIC algorithm
audio
music
frequency
dtmf
signal-processing
dsp
voip
spectral-analysis
audio-processing
frequency-analysis
frequency-estimation
doa
spectral-methods
dtmf-detector
eigen-vector-decomposition
spectral-method
doa-estimation
eigenvalueproblems
amplitude-estimation
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Oct 30, 2023 - C
Direct Numerical Simulation of Fluid Flow with IBM Using Python
fast-fourier-transform
finite-difference
cfd
turbulence
fluid-dynamics
fluid-simulation
discrete-cosine-transform
immersed-boundary
fourier-transform
spectral-methods
discrete-sine-transform
immersed-boundary-method
spectral-method
projection-method
direct-numerical-simulation
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Jul 6, 2023 - Jupyter Notebook
Minimalist Matlab implementation of a random process generation in one point
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Aug 11, 2023 - MATLAB
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