Simon Fraser University

Finite-Difference Approximations of Derivatives

The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...
Nature

Elements of Finite Differences, also Solutions to Questions set for Part I of the Examinations of the Institute of Actuaries

THE first edition of this work, which is intended for students preparing for the first examination of the Institute of Actuaries, appeared in 1902. The present edition only differs from its ...
Risk

Numerical simulation and applications of the convection–diffusion–reaction equation with the radial basis function in a finite-difference mode

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...