Description: This is the Matlab code of pricing American put options by using Crank-Nicolson scheme. Platform: |
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Author:assassin_1987@126.com |
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Description: 关于一的微分方程数值解,一维波动方程初边值问题Crank-Nicholson格式,及追赶法-On one of the numerical solution of differential equations, one-dimensional wave equation Crank-Nicholson format, and to catch up with the Law Platform: |
Size: 3035136 |
Author:陆祥安 |
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Description: 本文件包含Crank Nicolson算法的matlab源代码，在一定的初始条件下有一定的实用性。-This document contains the Crank Nicolson algorithm matlab source code, under certain initial conditions have a certain practicality. Platform: |
Size: 1024 |
Author:王亚维 |
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Description: 热传导MATLAB工具箱提供了一组为一维热传导计算功能通过为界区间和数值方法分析方法（显性，隐性，曲柄尼科尔森）为均质材料和数值方法（显性，隐性，Crank-尼科尔森）用于非均质材料。所有功能都通过傅立叶的热传导方程描述。通过热传导解决了狄利克雷和诺伊曼边界条件。该功能通过HC_test_h.m（均匀材料）和HC_test_nh.m（非均质材料）进行测试。-The Heat Conduction Toolbox for Matlab provides a set of functions for computing of 1-dimensional heat conduction by analytical method for bounded interval and numerical methods (explicit, implicit, Crank-Nicolson) for homogenous material and numerical methods (explicit, implicit, Crank-Nicolson) for non-homogenous material. All functions are described by Fourier’s heat conduction equation. Heat transfer by conduction is solved for Dirichlet and Neumann boundary condition. The functions are tested via HC_test_h.m (homogenous material) and HC_test_nh.m (non-homogenous material). Platform: |
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Author:于洁 |
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Description: 分数阶热传导工具箱可以用于求解分数阶微分方程中的热传导过程的求解，包含解析解与数值解的求解方式，含有显式，隐式和Crank–Nicolson求解方法。(The methods of solving models of heat conduction are described, namely analytical and numerical methods. In the case of numerical methods regards the finite difference method by using GL definition for the fractional time derivative. Implementation of these individual methods was realized in MATLAB. The two libraries of m-functions for the heat conduction model have been created, namely Heat Conduction Toolbox and Fractional Heat Conduction Toolbox.) Platform: |
Size: 17408 |
Author:aureliano1992 |
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Description: 求解三对角矩阵的时候可以用追赶法解方程组的解，文件为追赶法例程，附带Crank-Nicolson格式解对流方程算法(When solving tridiagonal matrix, we can use catch-up method to solve the solution of equations. The file is catch-up method routine, with crank Nicolson scheme to solve the convection equation algorithm) Platform: |
Size: 1024 |
Author:wang王wang |
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