Simple finite difference diffusion equation solver written in C++.
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Updated
Oct 29, 2014 - C++
Simple finite difference diffusion equation solver written in C++.
FEM for parabolic and mixed problems
Solving the 1d diffusion equation using the FTCS and Crank-Nicolson methods
Solving the 2D diffusion equation using the FTCS explicit and Crank-Nicolson implicit scheme with Alternate Direction Implicit method on uniform square grid
Ice Growth simulation with DLA and heat diffusion
A solution, written in C, to the heat equation using Crank-Nicholson and finite differences.
This project is a part of my thesis focusing on researching and applying the general-purpose graphics processing unit (GPGPU) in high performance computing. In this project, I applied GPU Computing and the parallel programming model CUDA to solve the diffusion equation.
Undergraduate research project completed at Penn State University on "The Application of PDEs to Finance: Black-Scholes model for Options Pricing"
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This is a diffusion equation solver written in R
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